# EDGAR Filing Document

**Accession Number:** 0000751199
**File Stem:** 0001752724-25-176784
**Filing Date:** 2025-7
**Character Count:** 4029835
**Document Hash:** cf9b82d40e0acfac6d413676972a89c4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-176784.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-176784

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY INCOME FUND /MA/
- **CENTRAL INDEX KEY:** 0000751199

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04085
- **FILM NUMBER:** 251146366

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY MORTGAGE SECURITIES FUND
- **DATE OF NAME CHANGE:** 19851103

## Series and Classes Contracts Data

### Fidelity Total Bond Fund (Series ID: S000007066)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000019272 | Fidelity Total Bond Fund                  | FTBFX           |
| C000019273 | Fidelity Advisor Total Bond Fund: Class A | FEPAX           |
| C000019275 | Fidelity Advisor Total Bond Fund: Class C | FCEPX           |
| C000019276 | Fidelity Advisor Total Bond Fund: Class M | FEPTX           |
| C000019277 | Fidelity Advisor Total Bond Fund: Class I | FEPIX           |
| C000150510 | Fidelity Advisor Total Bond Fund: Class Z | FBKWX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Total Bond Fund**

**May 31, 2025**

TBD-NPRT3-0725

1.800361.121 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 8.9%** | &nbsp;&nbsp;**Asset-Backed Securities - 8.9%** | &nbsp;&nbsp;**Asset-Backed Securities - 8.9%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.3%  |  |  |
| Aimco Clo 22 Ltd / Aimco Clo 22 LLC Series 2024-22A Class A, CME Term SOFR 3 month Index + 1.5%, 5.7695% 4/19/2037 (b)(c)(d) | 41979000 | 42102629 |
| Blueberry Park Clo Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.35%, 5.6195% 10/20/2037 (b)(c)(d) | 30827000 | 30793738 |
| Dryden 108 Clo Ltd / Dryden 108 Clo LLC Series 2024-108A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.6295% 7/18/2037 (b)(c)(d) | 41704000 | 41786407 |
| GoldenTree Loan Management US CLO 21 Ltd Series 2024-21A Class DJ, CME Term SOFR 3 month Index + 4.25%, 8.5195% 7/20/2037 (b)(c)(d) | 390000 | 391135 |
| Golub Cap Partners Clo 76 B Ltd Series 2024-76A Class E, CME Term SOFR 3 month Index + 5.75%, 10.0318% 10/25/2037 (b)(c)(d) | 175000 | 176812 |
| Invesco US CLO Ltd Series 2024-3A Class A, CME Term SOFR 3 month Index + 1.51%, 5.7795% 7/20/2037 (b)(c)(d) | 19593000 | 19563062 |
| TOTAL BAILIWICK OF JERSEY |  | 134813783 |
| BERMUDA - 0.1%  |  |  |
| SYMP Series 2022-32A Class A1, CME Term SOFR 3 month Index + 1.32%, 5.5993% 4/23/2035 (b)(c)(d) | 28078000 | 28082268 |
| CANADA - 0.0%  |  |  |
| Chesapeake Funding II LLC Series 2023-2A Class A1, 6.16% 10/15/2035 (d) | 4704746 | 4761674 |
| Chesapeake Funding II LLC Series 2024-1A Class A1, 5.52% 5/15/2036 (d) | 8236073 | 8310976 |
| TOTAL CANADA |  | 13072650 |
| GRAND CAYMAN (UK OVERSEAS TER) - 4.7%  |  |  |
| Aimco CDO Series 2024-10A Class ARR, CME Term SOFR 3 month Index + 1.41%, 5.6824% 7/22/2037 (b)(c)(d) | 13287000 | 13288010 |
| Aimco CLO 11 Ltd Series 2024-11A Class A1R2, CME Term SOFR 3 month Index + 1.34%, 5.6198% 7/17/2037 (b)(c)(d) | 23628000 | 23630221 |
| Aimco Clo 14 Ltd / Aimco Clo 14 LLC Series 2021-14A Class A, CME Term SOFR 3 month Index + 1.2516%, 5.5211% 4/20/2034 (b)(c)(d) | 39309000 | 39319693 |
| AIMCO CLO Series 2024-BA Class ARR, CME Term SOFR 3 month Index + 1.5%, 5.7605% 4/16/2037 (b)(c)(d) | 26700000 | 26778231 |
| Allegro Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.4016%, 5.6711% 7/20/2034 (b)(c)(d) | 18308000 | 18317227 |
| Allegro Clo Xii Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.44%, 5.7095% 7/21/2037 (b)(c)(d) | 35274000 | 35286522 |
| Ammc Clo 24 Ltd Series 2024-24A Class ER, CME Term SOFR 3 month Index + 6.5%, 10.7695% 1/20/2035 (b)(c)(d) | 285000 | 281465 |
| Apidos Clo Liii Series 2025-53A Class E, CME Term SOFR 3 month Index + 6.43%, 10.7585% 7/20/2038 (b)(c)(d) | 320000 | 315758 |
| Ares LIV CLO Ltd Series 2024-54A Class AR, CME Term SOFR 3 month Index + 1.27%, 5.5261% 10/15/2032 (b)(c)(d) | 22201456 | 22207495 |
| Ares Lix Clo Ltd Series 2021-59A Class A, CME Term SOFR 3 month Index + 1.2916%, 5.5734% 4/25/2034 (b)(c)(d) | 13014000 | 13021496 |
| Ares Loan Funding VII Ltd Series 2024-ALF7A Class E, CME Term SOFR 3 month Index + 6.25%, 10.5224% 10/22/2037 (b)(c)(d) | 150000 | 151467 |
| Ares Lv Clo Ltd Series 2024-55A Class A1R2, CME Term SOFR 3 month Index + 1.37%, 5.6261% 10/15/2037 (b)(c)(d) | 16637000 | 16641409 |
| Ares Lviii Clo Ltd / Ares Lviii Clo LLC Series 2025-58A Class A1R2, CME Term SOFR 3 month Index + 1.24%, 5.5279% 4/15/2038 (b)(c)(d) | 23510000 | 23536754 |
| Ares XLI Clo Ltd Series 2021-41A Class AR2, CME Term SOFR 3 month Index + 1.3316%, 5.5877% 4/15/2034 (b)(c)(d) | 27448000 | 27460654 |
| Babson CLO Ltd/Cayman Islands Series 2025-1A Class A1R2, CME Term SOFR 3 month Index + 1.26%, 5.5161% 1/15/2038 (b)(c)(d) | 15712000 | 15718128 |
| Barings Clo Ltd Series 2024-4A Class A, CME Term SOFR 3 month Index + 1.75%, 6.0195% 1/20/2037 (b)(c)(d) | 30407000 | 30498251 |
| Barings Clo Ltd Series 2024-4A Class AR, CME Term SOFR 3 month Index + 1.37%, 5.6395% 10/20/2037 (b)(c)(d) | 28887000 | 28908463 |
| Barings Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.2816%, 5.5634% 4/25/2034 (b)(c)(d) | 28623000 | 28665047 |
| Bbam US Clo I Ltd Series 2025-1A Class D1R, CME Term SOFR 3 month Index + 3%, 7.2561% 3/30/2038 (b)(c)(d) | 177000 | 173764 |
| Bbam US Clo IV Ltd Series 2024-4A Class D, CME Term SOFR 3 month Index + 6.25%, 10.5061% 7/15/2039 (b)(c)(d) | 250000 | 253228 |
| BCRED BSL Static Clo Ltd / LLC Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.5413% 7/24/2035 (b)(c)(d) | 23570000 | 23595644 |
| Beechwood Park Clo Ltd Series 2022-1A Class A1R, CME Term SOFR 3 month Index + 1.3%, 5.5798% 1/17/2035 (b)(c)(d) | 33368000 | 33445814 |
| Birch Grove Clo 12 Ltd Series 2025-12A Class D1, CME Term SOFR 3 month Index + 2.75%, 7.0928% 4/22/2038 (b)(c)(d) | 540000 | 540249 |
| Birch Grove Clo 5 LLC Series 2024-5A Class ER, CME Term SOFR 3 month Index + 6.75%, 11.0195% 10/20/2037 (b)(c)(d) | 153000 | 153689 |
| Capital Trust RE CDO Ltd Series 2005-1A Class E, CME Term SOFR 1 month Index + 2.2145%, 6.5132% 3/20/2050 (b)(c)(d)(e) | 330000 | 0 |
| Carlyle US Clo 2025-2 Ltd Series 2025-2A Class E, CME Term SOFR 3 month Index + 6.75%, 6.75% 7/25/2038 (b)(c)(d)(g) | 500000 | 500692 |
| Carlyle US CLO Ltd Series 2024-10A Class A1R, CME Term SOFR 3 month Index + 1.31%, 5.5795% 1/20/2038 (b)(c)(d) | 18307000 | 18312455 |
| Carlyle US CLO Ltd Series 2024-11A Class A1R, CME Term SOFR 3 month Index + 1.41%, 5.6918% 7/25/2037 (b)(c)(d) | 30219000 | 30265839 |
| Carlyle US CLO Ltd Series 2024-2A Class E, CME Term SOFR 3 month Index + 6.85%, 11.1318% 4/25/2037 (b)(c)(d) | 250000 | 254105 |
| Carlyle US Clo Ltd Series 2024-6A Class E, CME Term SOFR 3 month Index + 5.75%, 10.2067% 10/25/2037 (b)(c)(d) | 181000 | 183190 |
| Carval Clo Xi-C Ltd Series 2024-3A Class E, CME Term SOFR 3 month Index + 6.35%, 10.6195% 10/20/2037 (b)(c)(d) | 150000 | 152937 |
| Cedar Fdg Xii Clo Ltd / Cedar Fdg Xii Clo LLC Series 2025-12A Class ARR, CME Term SOFR 3 month Index + 1.2%, 5.4566% 1/25/2038 (b)(c)(d) | 21618000 | 21616487 |
| Cedar Fdg Xvii Clo Ltd Series 2023-17A Class A, CME Term SOFR 3 month Index + 1.85%, 6.1195% 7/20/2036 (b)(c)(d) | 17958000 | 17994221 |
| Cedar Funding Ltd Series 2024-10A Class AR2, CME Term SOFR 3 month Index + 1.36%, 5.6295% 10/20/2037 (b)(c)(d) | 18972000 | 18992129 |
| CEDF Series 2021-6A Class ARR, CME Term SOFR 3 month Index + 1.3116%, 5.5811% 4/20/2034 (b)(c)(d) | 23812000 | 23834312 |
| Cifc Fdg 2025-Iii Ltd Series 2025-3A Class E, CME Term SOFR 3 month Index + 7.25%, 11.579% 7/21/2038 (b)(c)(d) | 392000 | 391919 |
| CIFC Funding Ltd Series 2025-4A Class D2R, CME Term SOFR 3 month Index + 3.75%, 8.0205% 1/17/2038 (b)(c)(d) | 160000 | 159186 |
| Clover Clo Ltd Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1%, 5.3091% 4/18/2035 (b)(c)(d) | 26759000 | 26612013 |
| Columbia Cent Clo 29 Ltd / Columbia Cent Clo 29 Corp Series 2021-29A Class AR, CME Term SOFR 3 month Index + 1.4316%, 5.7011% 10/20/2034 (b)(c)(d) | 23751000 | 23727178 |
| CREST Ltd Series 2004-1A Class H1, 3 month U.S. LIBOR + 3.69%, 8.9627% (b)(c)(d)(e)(f) | 407341 | 0 |
| Diameter Cap Clo 7 Ltd / Diameter Cap Clo 7 LLC Series 2024-7A Class D, CME Term SOFR 3 month Index + 6.1%, 10.3695% 7/20/2037 (b)(c)(d) | 330000 | 331020 |
| Dryden 86 Clo Ltd / Dryden 86 Clo LLC Series 2021-86A Class A1R, CME Term SOFR 3 month Index + 1.3616%, 5.6414% 7/17/2034 (b)(c)(d) | 23939000 | 23948959 |
| Dryden CLO Ltd Series 2022-98A Class A, CME Term SOFR 3 month Index + 1.3%, 5.5695% 4/20/2035 (b)(c)(d) | 16182000 | 16184395 |
| Dryden CLO Ltd Series 2024-83A Class AR, CME Term SOFR 3 month Index + 1.53%, 5.7995% 4/18/2037 (b)(c)(d) | 24322000 | 24382805 |
| Dryden CLO Ltd Series 2024-85A Class A1R2, CME Term SOFR 3 month Index + 1.38%, 5.6361% 7/15/2037 (b)(c)(d) | 30093000 | 30164080 |
| Dryden Senior Loan Fund Series 2021-90A Class A1A, CME Term SOFR 3 month Index + 1.3916%, 5.7136% 2/20/2035 (b)(c)(d) | 12306000 | 12313433 |
| Dryden Senior Loan Fund Series 2024-78A Class A1R, CME Term SOFR 3 month Index + 1.53%, 5.8098% 4/17/2037 (b)(c)(d) | 30702000 | 30778509 |
| Eaton Vance CLO Ltd Series 2021-1A Class A13R, CME Term SOFR 3 month Index + 1.5116%, 5.7677% 1/15/2034 (b)(c)(d) | 6600000 | 6606052 |
| Eaton Vance CLO Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.39%, 5.6461% 10/15/2037 (b)(c)(d) | 27944000 | 27970072 |
| Eaton Vance CLO Ltd Series 2024-2A Class AR2, CME Term SOFR 3 month Index + 1.38%, 5.6361% 10/15/2037 (b)(c)(d) | 36609000 | 36641509 |
| Flat Series 2025-30A Class A1, CME Term SOFR 3 month Index + 1.16%, 5.4434% 4/15/2038 (b)(c)(d) | 23472000 | 23474089 |
| Flat Series 2025-30A Class D2, CME Term SOFR 3 month Index + 4.1%, 8.3834% 4/15/2038 (b)(c)(d) | 168000 | 168558 |
| Flatiron Clo 20 Ltd / Flatiron Clo 20 LLC Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.38%, 5.702% 5/20/2036 (b)(c)(d) | 41926000 | 41998785 |
| Flatiron Clo Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.6295% 10/19/2037 (b)(c)(d) | 27878000 | 27942733 |
| Flatiron Rr Clo 30 Ltd Series 2025-30A Class E, CME Term SOFR 3 month Index + 5.25%, 9.5334% 4/15/2038 (b)(c)(d) | 538000 | 543204 |
| Garnet CLO Ltd Series 2025-1A Class E, CME Term SOFR 3 month Index + 6.25%, 6.25% 7/20/2037 (b)(c)(d)(g) | 200000 | 200279 |
| Horizon Aircraft Finance Ltd Series 2019-1 Class A, 3.721% 7/15/2039 (d) | 3082960 | 2978103 |
| Invesco Clo Ltd Series 2021-3A Class A, CME Term SOFR 3 month Index + 1.3916%, 5.664% 10/22/2034 (b)(c)(d) | 16712000 | 16723882 |
| Invesco US CLO Series 2024-1RA Class AR, CME Term SOFR 3 month Index + 1.55%, 5.8061% 4/15/2037 (b)(c)(d) | 21493000 | 21541101 |
| Kkr Clo 41 Ltd Series 2022-41A Class A1, CME Term SOFR 3 month Index + 1.33%, 5.5861% 4/15/2035 (b)(c)(d) | 11893000 | 11904025 |
| Lakeside Pk Clo Ltd / Lakeside Pk Clo LLC Series 2025-1A Class A, CME Term SOFR 3 month Index + 1.15%, 5.4061% 4/15/2038 (b)(c)(d) | 16948000 | 16897156 |
| Madison Park Funding 2015 Series 2024-19A Class AR3, CME Term SOFR 3 month Index + 1.6%, 5.8724% 1/22/2037 (b)(c)(d) | 12766000 | 12793447 |
| Madison Park Funding LXXII Ltd Series 2025-72A Class D2, 8.345% 7/23/2038 (d)(g) | 150000 | 150209 |
| Madison Pk Fdg L Ltd / Madison Pk Fdg L LLC Series 2021-50A Class A, CME Term SOFR 3 month Index + 1.4016%, 5.6711% 4/19/2034 (b)(c)(d) | 33250000 | 33267955 |
| Madison Pk Fdg Lii Ltd / Madison Pk Fdg Lii LLC Series 2021-52A Class A, CME Term SOFR 3 month Index + 1.3616%, 5.634% 1/22/2035 (b)(c)(d) | 22799000 | 22815233 |
| Madison Pk Fdg Lxvii Ltd / Madison Pk Fdg Lxvii LLC Series 2024-67A Class A1, CME Term SOFR 3 month Index + 1.51%, 5.7918% 4/25/2037 (b)(c)(d) | 27525000 | 27607162 |
| Madison Pk Fdg Xlv Ltd / Madison Pk Fdg Xlv LLC Series 2024-45A Class ARR, CME Term SOFR 3 month Index + 1.08%, 5.3361% 7/15/2034 (b)(c)(d) | 16653000 | 16597795 |
| MAGNE AR Series 2021-27A Class AR, CME Term SOFR 3 month Index + 1.4016%, 5.6711% 10/20/2034 (b)(c)(d) | 5653000 | 5656957 |
| Magnetite CLO LTD Series 2025-36A Class AR, CME Term SOFR 3 month Index + 1.32%, 1.32% 7/25/2038 (b)(c)(d) | 23298000 | 23298000 |
| Magnetite CLO Ltd Series 2023-36A Class A, CME Term SOFR 3 month Index + 1.8%, 6.0724% 4/22/2036 (b)(c)(d) | 11974000 | 11974000 |
| Magnetite CLO Ltd Series 2024-30A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.6318% 10/25/2037 (b)(c)(d) | 28658000 | 28730075 |
| Magnetite Clo Ltd Series 2025-45A Class A1, CME Term SOFR 3 month Index + 1.15%, 5.435% 4/15/2038 (b)(c)(d) | 16401000 | 16418401 |
| Magnetite Xli Ltd Series 2024-41A Class A, CME Term SOFR 3 month Index + 1.29%, 5.603% 1/25/2038 (b)(c)(d) | 14906000 | 14934769 |
| Magnetite XXI Ltd Series 2021-21A Class AR, CME Term SOFR 3 month Index + 1.2816%, 5.5511% 4/20/2034 (b)(c)(d) | 23008000 | 23020562 |
| Magnetite Xxiii Ltd Series 2021-23A Class AR, CME Term SOFR 3 month Index + 1.3916%, 5.6734% 1/25/2035 (b)(c)(d) | 19791000 | 19816986 |
| Magnetite Xxix Ltd / Magnetite Xxix LLC Series 2024-29A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.6061% 7/15/2037 (b)(c)(d) | 29129000 | 29186122 |
| Magnetite Xxix Ltd Series 2024-29A Class ER, CME Term SOFR 3 month Index + 6%, 10.2561% 7/15/2037 (b)(c)(d) | 150000 | 151809 |
| Magnetite Xxvi Ltd / Magnetite Xxvi LLC Series 2025-26A Class AR2, CME Term SOFR 3 month Index + 1.15%, 5.4163% 1/25/2038 (b)(c)(d) | 21992000 | 21926024 |
| Magnetite Xxviii Ltd Series 2025-28A Class A1RR, CME Term SOFR 3 month Index + 1.24%, 5.4961% 1/15/2038 (b)(c)(d) | 29999000 | 29934292 |
| Midocean Cr Clo Xix Series 2025-19A Class E, CME Term SOFR 3 month Index + 6.25%, 6.25% 7/20/2036 (b)(c)(d)(g) | 370000 | 370516 |
| Midocean Cr Clo Xvi Series 2024-16A Class E, CME Term SOFR 3 month Index + 6.25%, 10.5195% 10/20/2037 (b)(c)(d) | 180000 | 181202 |
| Milos CLO Ltd Series 2020-1A Class AR, CME Term SOFR 3 month Index + 1.3316%, 5.6011% 10/20/2030 (b)(c)(d) | 8852983 | 8859286 |
| Morgan Stanley Eaton Vance CLO Ltd / LLC Series 2025-21A Class A1, CME Term SOFR 3 month Index + 1.17%, 5.2849% 4/15/2038 (b)(c)(d) | 27967000 | 27902592 |
| Neuberger Berman Loan Advisers Clo 25 Ltd Series 2024-25A Class AR2, CME Term SOFR 3 month Index + 1.4%, 5.6695% 7/18/2038 (b)(c)(d) | 22806000 | 22857199 |
| Neuberger Berman Loan Advisers Lasalle Street Lending Clo II Ltd Series 2024-2A Class E, CME Term SOFR 3 month Index + 7.5%, 11.7695% 4/20/2038 (b)(c)(d) | 613000 | 627477 |
| Oak Hill Credit Partners Series 2024-13A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.6195% 7/20/2037 (b)(c)(d) | 38437000 | 38518180 |
| OCP CLO Ltd Series 2024-11A Class ER2, CME Term SOFR 3 month Index + 6.82%, 11.1026% 4/26/2036 (b)(c)(d) | 428000 | 428578 |
| OCP CLO Ltd Series 2024-14A Class ER, CME Term SOFR 3 month Index + 6.55%, 10.8195% 7/20/2037 (b)(c)(d) | 200000 | 198874 |
| Oha Cr Fdg 4 Ltd / Oha Cr Fdg 4 LLC Series 2024-4A Class AR2, CME Term SOFR 3 month Index + 1.29%, 5.5624% 1/22/2038 (b)(c)(d) | 27221000 | 27205402 |
| Oha Credit Funding 14-R Ltd Series 2025-14RA Class A, CME Term SOFR 3 month Index + 1.23%, 5.6252% 4/20/2038 (b)(c)(d) | 15455000 | 15401371 |
| OHA Credit Funding 6 Ltd Series 2024-6A Class AR2, CME Term SOFR 3 month Index + 1.33%, 5.5995% 10/20/2037 (b)(c)(d) | 22652000 | 22639428 |
| OHA Credit Partners Ltd Series 2024-18A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.7695% 4/20/2037 (b)(c)(d) | 31144000 | 31228992 |
| OHA Credit Partners Ltd Series 2024-18A Class A2, CME Term SOFR 3 month Index + 1.65%, 5.9195% 4/20/2037 (b)(c)(d) | 1651000 | 1654578 |
| OHA Credit Partners Ltd Series 2024-18A Class D2, CME Term SOFR 3 month Index + 4.75%, 9.0195% 4/20/2037 (b)(c)(d) | 253000 | 254015 |
| Oha Credit Partners VII Ltd Series 2025-7A Class AR4, CME Term SOFR 3 month Index + 1.14%, 5.462% 2/20/2038 (b)(c)(d) | 21315000 | 21240398 |
| OHA Credit Partners XVII Ltd Series 2024-17A Class A, CME Term SOFR 3 month Index + 1.32%, 5.7215% 1/18/2038 (b)(c)(d) | 9378000 | 9395687 |
| Orchard Park Clo Ltd Series 2024-1A Class E, CME Term SOFR 3 month Index + 5.6%, 9.8695% 10/20/2037 (b)(c)(d) | 285000 | 287665 |
| Palmer Square Clo Ltd Series 2025-2A Class DR2, CME Term SOFR 3 month Index + 4.14%, 8.3961% 2/15/2038 (b)(c)(d) | 243000 | 242477 |
| Palmer Square CLO Series 2024-2A Class E, CME Term SOFR 3 month Index + 5.7%, 9.9695% 7/20/2037 (b)(c)(d) | 500000 | 504644 |
| Palmer Square Loan Funding Ltd Series 2024-2A Class A1N, CME Term SOFR 3 month Index + 1%, 5.2561% 1/15/2033 (b)(c)(d) | 13269236 | 13271372 |
| Palmer Square Loan Funding Ltd Series 2024-2A Class D, CME Term SOFR 3 month Index + 4.7%, 8.9561% 1/15/2033 (b)(c)(d) | 285000 | 282315 |
| Palmer Square Loan Funding Ltd Series 2025-1A Class A1, CME Term SOFR 3 month Index + 0.8%, 5.1206% 2/15/2033 (b)(c)(d) | 26801000 | 26710975 |
| Palmer Square Loan Funding Series 2024-3A Class D, CME Term SOFR 3 month Index + 5.4%, 9.7073% 8/8/2032 (b)(c)(d) | 800000 | 792953 |
| Peace Park Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3916%, 5.6611% 10/20/2034 (b)(c)(d) | 21089000 | 21104606 |
| Pikes Peak Clo 1 Series 2025-12A Class D2R, CME Term SOFR 3 month Index + 3.8%, 8.0695% 4/20/2038 (b)(c)(d) | 107000 | 107009 |
| Project Silver Series 2019-1 Class A, 3.967% 7/15/2044 (d) | 12034959 | 11614203 |
| Rockland Park Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3816%, 5.6511% 4/20/2034 (b)(c)(d) | 31749000 | 31808593 |
| Rr 31 Ltd Series 2024-31A Class D, CME Term SOFR 3 month Index + 6%, 10.2561% 10/15/2039 (b)(c)(d) | 150000 | 152467 |
| Rr 34 Ltd Series 2024-34RA Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.6061% 10/15/2039 (b)(c)(d) | 11991000 | 12043389 |
| Rr 7 Ltd Series 2022-7A Class A1AB, CME Term SOFR 3 month Index + 1.34%, 5.5961% 1/15/2037 (b)(c)(d) | 31230000 | 31260324 |
| Symphony Clo 43 Ltd Series 2024-43A Class A1, CME Term SOFR 3 month Index + 1.52%, 5.7761% 4/15/2037 (b)(c)(d) | 19181000 | 19275198 |
| Symphony Clo Xxvi Ltd / Symphony Clo Xxvi LLC Series 2021-26A Class AR, CME Term SOFR 3 month Index + 1.3416%, 5.6111% 4/20/2033 (b)(c)(d) | 24801783 | 24810910 |
| Taberna Preferred Funding VI Ltd Series 2006-6A Class F1, CME Term SOFR 3 month Index + 4.7616%, 9.0221% 12/5/2036 (b)(c)(d)(e)(f) | 986953 | 0 |
| Thunderbolt Aircraft Lease Series 2018-A Class A, 4.147% 9/15/2038 (b)(d) | 7229960 | 7193963 |
| Thunderbolt III Aircraft Lease Ltd Series 2019-1 Class A, 3.671% 11/15/2039 (d) | 13907542 | 13459005 |
| Trapeza Cdo Xii Ltd Series 2007-12A Class B, CME Term SOFR 3 month Index + 0.8216%, 5.1063% 4/6/2042 (b)(c)(d) | 1639000 | 1288365 |
| Voya CLO Ltd Series 2023-1A Class A1, CME Term SOFR 3 month Index + 1.8%, 6.0695% 1/20/2037 (b)(c)(d) | 23148000 | 23242606 |
| Voya Clo Ltd Series 2024-1A Class A1, CME Term SOFR 3 month Index + 1.52%, 5.7761% 4/15/2037 (b)(c)(d) | 18502000 | 18556470 |
| Voya CLO Ltd/Voya CLO LLC Series 2025-2A Class A1RR, CME Term SOFR 3 month Index + 1.31%, 5.5904% 1/20/2038 (b)(c)(d) | 7846000 | 7846314 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 1811977487 |
| IRELAND - 0.0%  |  |  |
| Volofin Finance Designated Activity Co Series 2024-1A Class A, 5.935% 6/15/2037 (d) | 10511254 | 10543860 |
| MULTI-NATIONAL - 0.2%  |  |  |
| Aimco Clo 21 Ltd / Aimco Clo 21 LLC Series 2024-21A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.7695% 4/18/2037 (b)(c)(d) | 18984000 | 19040155 |
| Allegro Clo Xv Ltd / Allegro Clo Vx LLC Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.18%, 5.4911% 4/20/2038 (b)(c)(d) | 18066000 | 18015632 |
| Ares Ln Fdg V Ltd / Ares Ln Fdg V LLC Series 2024-ALF5A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.7818% 7/27/2037 (b)(c)(d) | 25309000 | 25323654 |
| TOTAL MULTI-NATIONAL |  | 62379441 |
| UNITED STATES - 3.6%  |  |  |
| Aaset 2024-1 US Ltd / Aaset 2024-1 Intl Ltd Series 2024-1A Class A1, 6.261% 5/16/2049 (d) | 16844568 | 16960649 |
| Aaset 2024-1 US Ltd / Aaset 2024-1 Intl Ltd Series 2024-1A Class A2, 6.261% 5/16/2049 (d) | 15423759 | 15530048 |
| Aaset 2025-1 Ltd / Aaset 2025-1 LLC Series 2025-1A Class A, 5.943% 2/16/2050 (d) | 14360502 | 14384764 |
| AASET Trust Series 2019-2 Class A, 3.376% 10/16/2039 (d) | 7073178 | 6861062 |
| AASET Trust Series 2019-2 Class B, 4.458% 10/16/2039 (d) | 1043092 | 975330 |
| AASET Trust Series 2021-1A Class A, 2.95% 11/16/2041 (d) | 11673405 | 10982749 |
| AASET Trust Series 2021-2A Class A, 2.798% 1/15/2047 (d) | 29653007 | 27261231 |
| Affirm Asset Securitization Trust Series 2024-A Class 1A, 5.61% 2/15/2029 (d) | 5500000 | 5522702 |
| Affirm Asset Securitization Trust Series 2024-X1 Class A, 6.27% 5/15/2029 (d) | 1031410 | 1032543 |
| Affirm Asset Securitization Trust Series 2025-X1 Class B, 5.19% 4/15/2030 (d) | 1600000 | 1599172 |
| Aimco Clo 17 Ltd / Aimco Clo 17 LLC Series 2024-17A Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.6224% 7/20/2037 (b)(c)(d) | 26319958 | 26322222 |
| Aimco Clo 19 Ltd / Aimco Clo 19 LLC Series 2024-19A Class A, CME Term SOFR 3 month Index + 1.35%, 5.6195% 10/20/2037 (b)(c)(d) | 8822000 | 8817060 |
| Altde Trust Series 2025-1A Class A, 5.9% 8/15/2050 (d) | 19524895 | 19489604 |
| American Homes 4 Rent Series 2015-SFR2 Class XS, 0% 10/17/2052 (b)(d)(e)(h) | 724992 | 7 |
| Amur Equip Fin Receivables Xv LLC Series 2025-1A Class A2, 4.7% 9/22/2031 (d) | 8465000 | 8482676 |
| Apollo Aviation Securitization Equity Trust Series 2020-1A Class A, 3.351% 1/16/2040 (d) | 2415377 | 2342929 |
| Apollo Aviation Securitization Equity Trust Series 2020-1A Class B, 4.335% 1/16/2040 (d) | 487174 | 448214 |
| Ari Fleet Lease Trust 2024-B Series 2024-B Class A2, 5.54% 4/15/2033 (d) | 5357878 | 5385829 |
| Ari Fleet Lease Trust Series 2025-A Class A2, 4.38% 1/17/2034 (d) | 6950000 | 6917344 |
| Avis Budget Rental Car Funding AESOP LLC Series 2025-1A Class A, 4.8% 8/20/2029 (d) | 2220000 | 2222340 |
| Avis Budget Rental Car Funding AESOP LLC Series 2025-2A Class A, 5.12% 8/20/2031 (d) | 6495000 | 6513705 |
| BETHP Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3916%, 5.6477% 1/15/2035 (b)(c)(d) | 19468000 | 19511803 |
| Blackbird Cap II Aircraft Lease Ltd / Blackbird Cap II Aircraft Lease Us L Series 2021-1A Class A, 2.443% 7/15/2046 (d) | 22669814 | 21094611 |
| Blackbird Capital Aircraft Lease Securitization Ltd Series 2016-1A Class A, 4.213% 12/16/2041 (d)(i) | 6783990 | 6772366 |
| BMW Vehicle Owner Trust Series 2024-A Class A3, 5.18% 2/26/2029  | 1703000 | 1717235 |
| BMW Vehicle Owner Trust Series 2025-A Class A3, 4.56% 9/25/2029  | 2600000 | 2613464 |
| BofA Auto Trust Series 2025-1A Class A3, 4.35% 11/20/2029 (d) | 6000000 | 5996479 |
| Carmax Auto Owner Trust Series 2024-4 Class A3, 4.6% 10/15/2029  | 3100000 | 3119299 |
| Carmax Auto Owner Trust Series 2025-2 Class A2A, 4.59% 7/17/2028  | 15600000 | 15606830 |
| Carmax Select Receivables Trust Series 2025-A Class A3, 4.77% 9/17/2029  | 17440000 | 17510554 |
| Carvana Auto Receivables Trust Series 2025-P1 Class A2, 4.5% 6/12/2028  | 22500000 | 22463935 |
| Castlelake Aircraft Securitization Series 2018-1 Class A, 4.125% 6/15/2043 (d) | 2652303 | 2578288 |
| Castlelake Aircraft Securitization Trust Series 2019-1A Class A, 3.967% 4/15/2039 (d) | 8661771 | 8207065 |
| Castlelake Aircraft Securitization Trust Series 2019-1A Class B, 5.095% 4/15/2039 (d) | 7616545 | 6321780 |
| Castlelake Aircraft Structured Trust Series 2021-1A Class A, 3.474% 1/15/2046 (d) | 1419567 | 1384256 |
| Ccg Receivables Trust. Series 2025-1 Class A2, 4.48% 10/14/2032 (d) | 6455000 | 6454453 |
| Cedar Funding Ltd Series 2022-15A Class A, CME Term SOFR 3 month Index + 1.32%, 5.5924% 4/20/2035 (b)(c)(d) | 28708000 | 28707713 |
| CFMT LLC Series 2023-HB12 Class A, 4.25% 4/25/2033 (d) | 3712850 | 3674191 |
| Consolidated Communications LLC / Fidium Fiber Fin Holdco LLC Series 2025-1A Class C, 9.408% 5/20/2055 (d) | 2705000 | 2796611 |
| Croton Pk Clo Ltd Series 2024-1A Class E, CME Term SOFR 3 month Index + 5.55%, 9.8061% 10/15/2036 (b)(c)(d) | 285000 | 287125 |
| DB Master Finance LLC Series 2017-1A Class A2II, 4.03% 11/20/2047 (d) | 17385988 | 17110573 |
| DB Master Finance LLC Series 2019-1A Class A23, 4.352% 5/20/2049 (d) | 6342083 | 6172711 |
| DB Master Finance LLC Series 2021-1A Class A2I, 2.045% 11/20/2051 (d) | 9350850 | 8959825 |
| Dell Equip Fin Trust Series 2025-1 Class A3, 4.61% 2/24/2031 (d) | 4800000 | 4823429 |
| Dext Abs LLC Series 2025-1 Class A2, 4.59% 8/16/2027 (d) | 22785000 | 22745766 |
| Dext Abs LLC Series 2025-1 Class A3, 4.77% 8/15/2035 (d) | 32095000 | 32003687 |
| Diameter Capital Clo 1 Ltd Series 2024-1A Class DR, CME Term SOFR 3 month Index + 6.15%, 10.4061% 10/15/2037 (b)(c)(d) | 500000 | 506704 |
| Digitalbridge Issuer LLC / Digitalbridge Co-Issuer LLC Series 2021-1A Class A2, 3.933% 9/25/2051 (d) | 994000 | 965969 |
| DLLAA Series 2023-1A Class A2, 5.93% 7/20/2026 (d) | 881103 | 882475 |
| DLLAA Series 2023-1A Class A3, 5.64% 2/22/2028 (d) | 5174000 | 5232472 |
| DLLAD Series 2023-1A Class A3, 4.79% 1/20/2028 (d) | 6153152 | 6162299 |
| Eaton Vance CLO Ltd Series 2024-1A Class AR2, CME Term SOFR 3 month Index + 1.51%, 5.7661% 7/15/2037 (b)(c)(d) | 24041000 | 24099444 |
| Enterprise Fleet Financing LLC Series 2022-3 Class A3, 4.29% 7/20/2029 (d) | 16860000 | 16791557 |
| Enterprise Fleet Financing LLC Series 2023-1 Class A2, 5.51% 1/22/2029 (d) | 14088786 | 14132250 |
| Enterprise Fleet Financing Series 2024-2 Class A2, 5.74% 12/20/2026 (d) | 7350275 | 7382270 |
| Exeter Automobile Receivables Trust Series 2025-2A Class A3, 4.74% 1/16/2029  | 17135000 | 17149549 |
| Exeter Select Automobile Receivables Trust Series 2025-1 Class A2, 4.83% 10/16/2028  | 3630000 | 3626899 |
| Exeter Select Automobile Receivables Trust Series 2025-1 Class A3, 4.69% 4/15/2030  | 3055000 | 3050680 |
| Firstkey Homes Trust Series 2020-SFR1 Class F2, 4.284% 8/17/2037 (d) | 756000 | 751107 |
| Flatiron Clo 26 Ltd / Flatiron Clo 26 LLC Series 2024-4A Class A, CME Term SOFR 3 month Index + 1.33%, 5.5861% 1/15/2038 (b)(c)(d) | 26077000 | 26048237 |
| Ford Credit Auto Lease Trust Series 2024-B Class A3, 4.99% 12/15/2027  | 21500000 | 21616698 |
| Ford Credit Auto Owner Trust Series 2020-2 Class A, 1.06% 4/15/2033 (d) | 7100000 | 7005719 |
| Ford Credit Floorplan Master Owner Trust A Series 2023-1 Class A1, 4.92% 5/15/2028 (d) | 69640000 | 69859700 |
| Gilead Aviation LLC Series 2025-1A Class A, 5.789% 3/15/2050 (d) | 32975607 | 32675367 |
| GM Financial Consumer Automobile Receivables Trust Series 2023-3 Class A3, 5.45% 6/16/2028  | 10270082 | 10333387 |
| GM Financial Consumer Automobile Receivables Trust Series 2024-1 Class A3, 4.85% 12/18/2028  | 5813000 | 5839809 |
| GM Financial Leasing Trust Series 2023-3 Class A3, 5.38% 11/20/2026  | 3736542 | 3743976 |
| GMF Floorplan Owner Revolving Trust Series 2024-4A Class A1, 4.73% 11/15/2029 (d) | 18730000 | 18840689 |
| GMF Floorplan Owner Revolving Trust Series 2025-1A Class A1, 4.59% 3/15/2029 (d) | 12650000 | 12666856 |
| GMF Floorplan Owner Revolving Trust Series 2025-1A Class B, 4.79% 3/15/2029 (d) | 2800000 | 2801551 |
| Goldentree Ln Mgmt US Clo 21 Ltd Series 2024-21A Class E, CME Term SOFR 3 month Index + 5.7%, 9.9695% 7/20/2037 (b)(c)(d) | 588000 | 590845 |
| Great America Leasing Receivables Funding LLC Series 2025-1 Series 2025-1 Class A3, 4.49% 4/16/2029 (d) | 5000000 | 4989180 |
| Green Lakes Park Clo LLC Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1.18%, 5.4688% 1/25/2038 (b)(c)(d) | 22967000 | 22951612 |
| Hamlin Pk Clo Ltd / Hamlin Pk Clo LLC Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.34%, 5.6095% 10/20/2037 (b)(c)(d) | 26860000 | 26776600 |
| Home Partners of America Trust Series 2019-2 Class F, 3.866% 10/19/2039 (d) | 884712 | 841996 |
| Home Partners of America Trust Series 2021-2 Class G, 4.505% 12/17/2026 (d) | 3986531 | 3840627 |
| Home Partners of America Trust Series 2021-3 Class F, 4.242% 1/17/2041 (d) | 574214 | 514593 |
| Honda Auto Receivables 2023-3 Owner Tr Series 2023-3 Class A3, 5.41% 2/18/2028  | 5688645 | 5723410 |
| Honda Auto Receivables Owner Trust Series 2025-1 Class A2, 4.53% 8/23/2027  | 17600000 | 17610977 |
| Horizon Aircraft Finance I Limited Series 2018-1 Class A, 4.458% 12/15/2038 (d) | 7981856 | 7622566 |
| Hyundai Auto Lease Securitization Trust Series 2024-C Class A3, 4.62% 4/17/2028 (d) | 14100000 | 14131495 |
| Jersey Mike's Funding Series 2024-1A Class A2, 5.636% 2/15/2055 (d) | 19940025 | 20090353 |
| John Deere Owner Trust Series 2025-A Class A2A, 4.23% 3/15/2028  | 9500000 | 9479861 |
| Merchants Fleet Funding LLC Series 2023-1A Class A, 7.21% 5/20/2036 (d) | 6559554 | 6616144 |
| Merchants Fleet Funding LLC Series 2024-1A Class A, 5.82% 4/20/2037 (d) | 13119742 | 13199860 |
| Obra Homes Finance LLC Series 2024-1A Class E, CME Term SOFR 3 month Index + 6.75%, 11.1731% 1/20/2038 (b)(c)(d) | 150000 | 153869 |
| OneMain Financial Issuance Trust Series 2020-2A Class A, 1.75% 9/14/2035 (d) | 23937000 | 23282067 |
| Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2005-WCH1 Class M4, CME Term SOFR 1 month Index + 1.3595%, 5.6842% 1/25/2036 (b)(c) | 5745 | 5736 |
| Peac Solutions Receivables Series 2025-1A Class A2, 4.94% 10/20/2028 (d) | 13385000 | 13401556 |
| Pk Alift Loan Funding 3 LP Series 2024-1 Class A1, 5.842% 9/15/2039 (d) | 4588281 | 4623531 |
| Planet Fitness Master Issuer LLC Series 2019-1A Class A2, 3.858% 12/5/2049 (d) | 16899610 | 15970963 |
| Planet Fitness Master Issuer LLC Series 2022-1A Class A2I, 3.251% 12/5/2051 (d) | 22413790 | 21744165 |
| Planet Fitness Master Issuer LLC Series 2022-1A Class A2II, 4.008% 12/5/2051 (d) | 16253320 | 14811140 |
| Post Road Equipment Finance LLC Series 2025-1A Class A2, 4.9% 5/15/2031 (d) | 7120000 | 7141553 |
| PRMI Securitization Trust Series 2024-CMG1 Class A1, U.S. 30-Day Avg. SOFR Index + 1.3%, 5.8% 7/25/2054 (b)(c)(d) | 8239154 | 8189434 |
| Progress Residential Trust Series 2022-SFR3 Class F, 6.6% 4/17/2039 (d) | 1450000 | 1440854 |
| Progress Residential Trust Series 2022-SFR4 Class E1, 6.121% 5/17/2041 (d) | 1423000 | 1417766 |
| Progress Residential Trust Series 2022-SFR5 Class E2, 6.863% 6/17/2039 (d) | 1544000 | 1546217 |
| PRPM Trust Series 2023-RCF2 Class A1, 4% 11/25/2053 (d) | 5468180 | 5329540 |
| Retained Vantage Data Ctrs Issuer LLC / Vantage Data Ctrs CDA Qc4 Ltd Partnership Series 2024-1A Class B, 5.775% 9/15/2049 (d) | 1286000 | 1254153 |
| Santander Drive Auto Receivables Trust Series 2025-2 Class A3, 4.67% 8/15/2029  | 10000000 | 10029969 |
| Santander Drive Auto Receivables Trust Series 2025-2 Class B, 4.87% 5/15/2031  | 3800000 | 3825434 |
| SAPPHIRE AVIATION FINANCE Series 2020-1A Class A, 3.228% 3/15/2040 (d) | 11923299 | 11290410 |
| SAPPHIRE AVIATION FINANCE Series 2020-1A Class B, 4.335% 3/15/2040 (d) | 1110150 | 1009514 |
| SBA Tower Trust Series 2020, 1.884% 7/15/2050 (d) | 9101000 | 8912493 |
| SBA Tower Trust Series 2020, 2.328% 7/15/2052 (d) | 6959000 | 6472071 |
| SG Commercial Mortgage Securities Trust Series 2019-PREZ Class F, 3.4771% 9/15/2039 (b)(d) | 1360000 | 1096816 |
| SLAM Ltd Series 2025-1A Class A, 5.807% 5/15/2050 (d) | 16270000 | 16595400 |
| Starwood Mortgage Residential Trust Series 2022-SFR3 Class F, CME Term SOFR 1 month Index + 4.5%, 8.8287% 5/17/2039 (b)(c)(d) | 2884000 | 2884001 |
| Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA Class A2, 4.63% 7/20/2027 (d) | 8000000 | 8001604 |
| Subway Funding LLC Series 2024-1A Class A23, 6.505% 7/30/2054 (d) | 20622370 | 20934413 |
| Subway Funding LLC Series 2024-1A Class A2I, 6.028% 7/30/2054 (d) | 39554235 | 39916723 |
| Subway Funding LLC Series 2024-1A Class A2II, 6.268% 7/30/2054 (d) | 23514835 | 23942781 |
| Subway Funding LLC Series 2024-3A Class A23, 5.914% 7/30/2054 (d) | 30024125 | 29305212 |
| Subway Funding LLC Series 2024-3A Class A2I, 5.246% 7/30/2054 (d) | 31304690 | 30742511 |
| Subway Funding LLC Series 2024-3A Class A2II, 5.566% 7/30/2054 (d) | 22618340 | 22198632 |
| Switch Abs Issuer LLC Series 2024-2A Class C, 10.033% 6/25/2054 (d) | 2160000 | 2241640 |
| Terwin Mortgage Trust Series 2003-4HE Class A1, CME Term SOFR 1 month Index + 0.9745%, 5.2992% 9/25/2034 (b)(c) | 12034 | 12354 |
| Tesla Auto Lease Trust 23-A Series 2023-A Class A3, 5.89% 6/22/2026 (d) | 3572943 | 3577734 |
| Tesla Auto Lease Trust Series 2023-B Class A3, 6.13% 9/21/2026 (d) | 8652899 | 8686611 |
| Tesla Series 2024-A Class A2A, 5.37% 6/22/2026 (d) | 1151754 | 1152653 |
| TOWD Point Mortgage Trust Series 2018-1 Class A1, 3% 1/25/2058 (d) | 383302 | 377712 |
| Toyota Lease Owner Trust Series 2023-A Class A3, 4.93% 4/20/2026 (d) | 1296661 | 1296933 |
| Toyota Lease Owner Trust Series 2024-B Class A3, 4.21% 9/20/2027 (d) | 16830000 | 16786543 |
| Tricon American Homes Series 2019-SFR1 Class F, 3.745% 3/17/2038 (d) | 924000 | 907870 |
| Tricon Residential Trust Series 2021-SFR1 Class G, 4.133% 7/17/2038 (d) | 315000 | 305814 |
| Tricon Residential Trust Series 2022-SFR1 Class E1, 5.344% 4/17/2039 (d) | 1931000 | 1911834 |
| Tricon Residential Trust Series 2022-SFR1 Class E2, 5.739% 4/17/2039 (d) | 2399000 | 2383310 |
| Tricon Residential Trust Series 2023-SFR1 Class E, 7.977% 7/17/2040 (d) | 476000 | 488692 |
| Upgrade Receivables Trust Series 2024-1A Class A, 5.37% 2/18/2031 (d) | 2162453 | 2163592 |
| VB-S1 Issuer LLC Series 2024-1A Class D, 6.644% 5/15/2054 (d) | 1980000 | 2017845 |
| VB-S1 Issuer LLC Series 2024-1A Class F, 8.871% 5/15/2054 (d) | 5201000 | 5387576 |
| Verd Series 2025-1A Class A2, 4.85% 3/13/2028 (d) | 10275000 | 10283943 |
| Volvo Financial Equipment LLC Series 2025-1A Class A2, 4.41% 11/15/2027 (d) | 4950000 | 4942493 |
| Wheels Fleet Lease Funding 1 LLC Series 2023-1A Class A, 5.8% 4/18/2038 (d) | 5691295 | 5725140 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-2A Class A1, 4.87% 6/21/2039 (d) | 15500000 | 15541903 |
| Wheels Fleet Lease Funding 1 LLC Series 2025-1A Class A1, 4.57% 1/18/2040 (d) | 30900000 | 30929315 |
| Willis Engine Structured Tr VII Series 2023-A Class A, 8% 10/15/2048 (d) | 10137785 | 10351552 |
| World Omni Auto Receivables Trust 2023-C Series 2023-C Class A3, 5.15% 11/15/2028  | 6547000 | 6569219 |
| World Omni Automobile Lease Securitization Trust Series 2025-A Class A2A, 4.35% 12/15/2027  | 9295000 | 9280363 |
| TOTAL UNITED STATES |  | 1424625181 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $3,492,977,292) |  | <br> **3485494670** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 5.5%** | &nbsp;&nbsp;**Bank Loan Obligations - 5.5%** | &nbsp;&nbsp;**Bank Loan Obligations - 5.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BRAZIL - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Patagonia Holdco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.75%, 10.0482% 8/1/2029 (b)(c)(j) | 2007048 | 1710386 |
| CANADA - 0.1%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Automobiles - 0.0% |  |  |
| Bombardier Recreational Products Inc Tranche B3 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 12/13/2029 (b)(c)(j) | 2935145 | 2924755 |
| Bombardier Recreational Products Inc Tranche B4 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 1/22/2031 (b)(c)(j) | 346612 | 343090 |
|  |  | 3267845 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| 1011778 BC ULC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 9/20/2030 (b)(c)(j) | 5307738 | 5283854 |
| Four Seasons Hotels Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 11/30/2029 (b)(c)(j) | 5114404 | 5126576 |
| Ontario Gaming GTA LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5492% 8/1/2030 (b)(c)(j) | 2992125 | 2941259 |
|  |  | 13351689 |
| TOTAL CONSUMER DISCRETIONARY |  | 16619534 |
| Consumer Staples - 0.0% |  |  |
| Household Products - 0.0% |  |  |
| Kronos Acquisition Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2992% 7/8/2031 (b)(c)(j) | 1557175 | 1324704 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Rockpoint Gas Storage Partners LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2992% 9/18/2031 (b)(c)(j) | 4329150 | 4329150 |
| Financials - 0.0% |  |  |
| Insurance - 0.0% |  |  |
| Jones Deslauriers Insurance Management Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0297% 3/15/2030 (b)(c)(j) | 1945386 | 1920252 |
| Health Care - 0.0% |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| VetStrategy Canada Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0492% 12/12/2028 (b)(c)(j) | 4162418 | 4179317 |
| Industrials - 0.0% |  |  |
| Passenger Airlines - 0.0% |  |  |
| Air Canada Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.3247% 3/21/2031 (b)(c)(j) | 1628550 | 1629364 |
| Information Technology - 0.0% |  |  |
| Software - 0.0% |  |  |
| DH Corporation/Societe DH 1LN, term loan CME Term SOFR 3 month Index + 7.25%, 11.428% 9/13/2029 (b)(c)(e)(j) | 83159 | 83159 |
| Open Text Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 1/31/2030 (b)(c)(j) | 5208225 | 5201141 |
|  |  | 5284300 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Groupe Solmax Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.2555% 5/29/2028 (b)(c)(j) | 2193866 | 1850614 |
| TOTAL CANADA |  | 37137235 |
| FINLAND - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Paper & Forest Products - 0.0% |  |  |
| Ahlstrom Holding 3 Oy Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 0% 5/22/2030 (b)(c)(j)(k) | 3040000 | 3002000 |
| Ahlstrom-Munksjo Oyj 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.3108% 2/4/2028 (b)(c)(j) | 2238527 | 2217082 |
| TOTAL FINLAND |  | 5219082 |
| FRANCE - 0.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Altice France SA Tranche B14 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.7561% 8/15/2028 (b)(c)(j) | 30382891 | 27909420 |
| Media - 0.0% |  |  |
| Numericable US LLC Tranche B-13 1LN, term loan CME Term SOFR 6 month Index + 4%, 10.5% 8/14/2026 (b)(c)(j) | 468801 | 417378 |
| TOTAL FRANCE |  | 28326798 |
| GERMANY - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Machinery - 0.0% |  |  |
| TK Elevator US Newco Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.2368% 4/30/2030 (b)(c)(j) | 3693849 | 3699723 |
| Professional Services - 0.0% |  |  |
| Stepstone Group MidCo 2 GmbH/The Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.6077% 12/19/2031 (b)(c)(j) | 1490000 | 1456475 |
| TOTAL GERMANY |  | 5156198 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| Azorra Soar Tlb Finance Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.7993% 10/18/2029 (b)(c)(j) | 2029800 | 2023873 |
| HONG KONG - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Diversified Consumer Services - 0.0% |  |  |
| Fugue Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5827% 1/9/2032 (b)(c)(j) | 2533924 | 2539195 |
| INDIA - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| Software - 0.0% |  |  |
| BYJU's Alpha Inc Tranche B 1LN, term loan 3 month U.S. LIBOR + 8%, 0% 11/24/2026 (b)(c)(f)(j)(k) | 3386224 | 217294 |
| BYJU's Alpha Inc Tranche BRIDGE TERM LOAN, term loan CME Term SOFR 3 month Index + 8%, 12.3249% 4/9/2026 (b)(c)(e)(j) | 18305 | 18122 |
| BYJU's Alpha Inc Tranche DIP TERM 1LN, term loan CME Term SOFR 1 month Index + 8%, 6.3297% 4/9/2026 (b)(c)(e)(j)(l) | 59552 | 58956 |
| BYJU's Alpha Inc Tranche PREPETITION REIMBURSEMENT TL , term loan CME Term SOFR 3 month Index + 8%, 12.3249% 4/9/2026 (b)(c)(e)(j) | 84503 | 83658 |
| TOTAL INDIA |  | 378030 |
| IRELAND - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Flutter Financing BV Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 0% 5/22/2032 (b)(c)(j)(k) | 1300000 | 1295125 |
| LUXEMBOURG - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Altice Financing SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.2561% 10/31/2027 (b)(c)(j) | 1678852 | 1391348 |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Travelport Finance Luxembourg Sarl 1LN, term loan CME Term SOFR 3 month Index + 2.48%, 12.1842% 9/29/2028 (b)(c)(j) | 3466083 | 2779382 |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| SK Neptune Husky Finance Sarl Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 0% 1/3/2029 (b)(c)(f)(j)(k) | 1442974 | 44011 |
| Materials - 0.0% |  |  |
| Containers & Packaging - 0.0% |  |  |
| Klockner Pentaplast of America Inc Tranche B 1LN, term loan CME Term SOFR 6 month Index + 4.725%, 9.2266% 2/12/2026 (b)(c)(j) | 3182596 | 2885564 |
| TOTAL LUXEMBOURG |  | 7100305 |
| NETHERLANDS - 0.1%  |  |  |
| Consumer Staples - 0.0% |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| Flora Food Management US Corp Tranche B10 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.2762% 1/3/2028 (b)(c)(j) | 3376288 | 3366429 |
| Industrials - 0.1% |  |  |
| Building Products - 0.1% |  |  |
| Hunter Douglas Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5492% 1/17/2032 (b)(c)(j) | 14780611 | 14540427 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Nouryon Finance BV Tranche B-1 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5097% 4/3/2028 (b)(c)(j) | 3330088 | 3335649 |
| Nouryon Finance BV Tranche B-2 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5503% 4/3/2028 (b)(c)(j) | 1629447 | 1631484 |
|  |  | 4967133 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Enstall Group BV Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.5608% 8/30/2028 (b)(c)(j) | 6402165 | 4705591 |
| TOTAL NETHERLANDS |  | 27579580 |
| PUERTO RICO - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Coral-US Co-Borrower LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.4432% 10/15/2029 (b)(c)(j) | 1415000 | 1409439 |
| Coral-US Co-Borrower LLC Tranche B7 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5061% 2/2/2032 (b)(c)(j) | 6532000 | 6454465 |
| LCPR Loan Financing LLC 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1932% 10/16/2028 (b)(c)(j) | 1930000 | 1411313 |
| TOTAL PUERTO RICO |  | 9275217 |
| SWEDEN - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Commercial Services & Supplies - 0.0% |  |  |
| Anticimex Global AB Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 3.4%, 7.66% 11/16/2028 (b)(c)(j) | 4111776 | 4098413 |
| Anticimex Global AB Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.66% 11/16/2028 (b)(c)(j) | 1459701 | 1459701 |
| TOTAL SWEDEN |  | 5558114 |
| SWITZERLAND - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Consolidated Energy Finance SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.8327% 11/15/2030 (b)(c)(j) | 4385700 | 4080894 |
| UNITED KINGDOM - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Connect US FinCo LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 12/12/2026 (b)(c)(j) | 73456 | 73043 |
| Entertainment - 0.0% |  |  |
| Crown Finance US Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.5785% 12/2/2031 (b)(c)(j) | 11926575 | 11930869 |
| TOTAL COMMUNICATION SERVICES |  | 12003912 |
| Consumer Discretionary - 0.1% |  |  |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| City Football Group Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 8.0413% 7/21/2030 (b)(c)(j) | 9579299 | 9435610 |
| Entain Holdings Gibraltar Ltd Tranche B4 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.9027% 3/29/2027 (b)(c)(j) | 1828750 | 1831895 |
| Entain PLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0527% 10/31/2029 (b)(c)(j) | 3074737 | 3083377 |
| Flutter Entertainment PLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 6.0492% 11/30/2030 (b)(c)(j) | 6725863 | 6698556 |
|  |  | 21049438 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| EG America LLC Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5827% 2/7/2028 (b)(c)(j) | 6940081 | 6955279 |
| Health Care - 0.0% |  |  |
| Health Care Providers & Services - 0.0% |  |  |
| Loire Finco Luxembourg Sarl Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.4268% 1/21/2030 (b)(c)(j) | 1435000 | 1431412 |
| Industrials - 0.0% |  |  |
| Construction & Engineering - 0.0% |  |  |
| Red SPV LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5752% 3/15/2032 (b)(c)(j) | 6210000 | 6202238 |
| TOTAL UNITED KINGDOM |  | 47642279 |
| UNITED STATES - 5.1%  |  |  |
| Communication Services - 0.3% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| Aventiv Technologies LLC 1LN, term loan CME Term SOFR 3 month Index + 5.09%, 9.6508% 7/31/2025 (b)(c)(j) | 6677434 | 3927199 |
| Aventiv Technologies LLC 2LN, term loan CME Term SOFR 3 month Index + 8.65%, 13.6108% 3/25/2026 (b)(c)(j) | 4161004 | 31207 |
| Aventiv Technologies LLC Tranche DEC FLSO 1LN, term loan CME Term SOFR 3 month Index + 10%, 14.5645% 12/24/2025 (b)(c)(j) | 302290 | 311359 |
| Aventiv Technologies LLC Tranche FLSO 1LN, term loan 14.5222% 3/25/2026 (b)(j) | 2912292 | 2999661 |
| Aventiv Technologies LLC Tranche FLSO 1LN, term loan CME Term SOFR 3 month Index + 7.5%, 12.0608% 7/31/2025 (b)(c)(j) | 174974 | 167100 |
| Connect Holding II LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 10.0451% 10/3/2031 (b)(c)(j) | 592602 | 448896 |
| Connect Holding II LLC Tranche B-DD 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 0% 4/3/2031 (b)(c)(j)(k) | 2812720 | 2586831 |
| Connect Holding II LLC Tranche B-DD 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 0% 4/3/2031 (b)(c)(j)(k) | 2207280 | 2030013 |
| Frontier Communications Holdings LLC Tranche B 1LN, term loan CME Term SOFR 6 month Index + 2.5%, 6.7923% 7/1/2031 (b)(c)(j) | 4829500 | 4823463 |
| Level 3 Financing Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 0% 3/27/2032 (b)(c)(j)(k) | 7825000 | 7864125 |
| Lumen Technologies Inc Tranche A 1LN, term loan CME Term SOFR 1 month Index + 6%, 10.3285% 6/1/2028 (b)(c)(j) | 2443113 | 2494003 |
| Lumen Technologies Inc Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 6.7913% 4/16/2029 (b)(c)(j) | 4750846 | 4700059 |
| Lumen Technologies Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 6.7913% 4/15/2030 (b)(c)(j) | 16591957 | 16409943 |
| Zayo Group Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.4413% 3/9/2027 (b)(c)(j) | 3494224 | 3329925 |
| Zayo Group Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5768% 3/9/2027 (b)(c)(j) | 1042750 | 996421 |
|  |  | 53120205 |
| Entertainment - 0.0% |  |  |
| Allen Media LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.9492% 2/10/2027 (b)(c)(j) | 8008898 | 4925473 |
| AP Core Holdings II LLC Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.9361% 9/1/2027 (b)(c)(j) | 4654137 | 4202313 |
| AP Core Holdings II LLC Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.9413% 9/1/2027 (b)(c)(j) | 4085000 | 3676500 |
| ECL Entertainment LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 8/30/2030 (b)(c)(j) | 1377615 | 1371870 |
| Sweetwater Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.6913% 8/7/2028 (b)(c)(j) | 2877962 | 2841987 |
|  |  | 17018143 |
| Interactive Media & Services - 0.0% |  |  |
| TripAdvisor Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0492% 7/8/2031 (b)(c)(j) | 1852159 | 1829007 |
| Media - 0.1% |  |  |
| Advantage Sales & Marketing Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.789% 10/28/2027 (b)(c)(j) | 3375117 | 2804317 |
| Charter Comm Operating LLC Tranche B5 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5476% 12/15/2031 (b)(c)(j) | 16375790 | 16361543 |
| CSC Holdings LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.8287% 1/18/2028 (b)(c)(j) | 1192117 | 1175726 |
| Dotdash Meredith Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8242% 12/1/2028 (b)(c)(j) | 7377507 | 7363712 |
| Nexstar Media Inc Tranche B4 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.9413% 9/18/2026 (b)(c)(j) | 2125844 | 2125100 |
| Townsquare Media Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.3244% 2/13/2030 (b)(c)(j) | 1085000 | 981925 |
| Univision Communications Inc 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5492% 6/24/2029 (b)(c)(j) | 2823723 | 2795486 |
| Univision Communications Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6913% 1/31/2029 (b)(c)(j) | 4691135 | 4562129 |
| Univision Communications Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.9413% 1/31/2029 (b)(c)(j) | 1647550 | 1595372 |
| Virgin Media Bristol LLC Tranche Y 1LN, term loan CME Term SOFR 6 month Index + 3.175%, 7.373% 3/31/2031 (b)(c)(j) | 5971000 | 5873314 |
|  |  | 45638624 |
| Wireless Telecommunication Services - 0.0% |  |  |
| Crown Subsea Communications Holding Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3242% 1/30/2031 (b)(c)(j) | 8627975 | 8657655 |
| SBA Senior Finance II LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.08% 1/25/2031 (b)(c)(j) | 898174 | 898785 |
|  |  | 9556440 |
| TOTAL COMMUNICATION SERVICES |  | 127162419 |
| Consumer Discretionary - 1.2% |  |  |
| Automobile Components - 0.1% |  |  |
| American Trailer World Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1768% 3/3/2028 (b)(c)(j) | 4115623 | 3379379 |
| Clarios Global LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 5/6/2030 (b)(c)(j) | 4661604 | 4631304 |
| Clarios Global LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 1/28/2032 (b)(c)(j) | 7830000 | 7803066 |
| Lippert Components Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 3/25/2032 (b)(c)(j) | 2190000 | 2190000 |
| Novae LLC 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.4528% 12/22/2028 (b)(c)(j) | 1947045 | 1776678 |
| Power Stop LLC 1LN, term loan CME Term SOFR 1 month Index + 4.75%, 9.1297% 1/26/2029 (b)(c)(j) | 2918163 | 2166736 |
|  |  | 21947163 |
| Automobiles - 0.0% |  |  |
| CWGS Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.9413% 6/3/2028 (b)(c)(j) | 5096087 | 4874509 |
| HarbourVest Partners LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5492% 4/18/2030 (b)(c)(j) | 3666481 | 3648148 |
|  |  | 8522657 |
| Broadline Retail - 0.2% |  |  |
| CMG Media Corp Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.8992% 6/18/2029 (b)(c)(j) | 14133144 | 13391154 |
| CNT Holdings I Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.7797% 11/8/2032 (b)(c)(j) | 4348842 | 4341710 |
| Great Outdoors Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 1/23/2032 (b)(c)(j) | 60000597 | 59430592 |
|  |  | 77163456 |
| Distributors - 0.0% |  |  |
| BCPE Empire Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 12/11/2030 (b)(c)(j) | 7126260 | 7055924 |
| Gloves Buyer Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3274% 1/17/2032 (b)(c)(j) | 4340000 | 4196780 |
| Windsor Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0747% 8/1/2030 (b)(c)(j) | 4467173 | 4447652 |
|  |  | 15700356 |
| Diversified Consumer Services - 0.1% |  |  |
| AI Aqua Merger Sub Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3231% 7/31/2028 (b)(c)(j) | 9283275 | 9224326 |
| KUEHG Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5492% 6/12/2030 (b)(c)(j) | 4303395 | 4316563 |
| Spin Holdco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5618% 3/4/2028 (b)(c)(j) | 28257932 | 24060499 |
| TKC Holdings Inc 1LN, term loan 13.5% 2/15/2027 (b)(j) | 3423193 | 3145059 |
|  |  | 40746447 |
| Hotels, Restaurants & Leisure - 0.6% |  |  |
| 19th Holdings Golf LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6815% 2/7/2029 (b)(c)(j) | 5321667 | 5155365 |
| Aramark Services Inc Tranche B8 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 6/22/2030 (b)(c)(j) | 2232055 | 2232524 |
| Arcis Golf LLC 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0716% 11/24/2028 (b)(c)(j) | 3095652 | 3085994 |
| Arcis Golf LLC Tranche B-DD 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 1% 11/24/2028 (b)(c)(j)(l) | 205875 | 205232 |
| Caesars Entertainment Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5768% 2/6/2030 (b)(c)(j) | 14870000 | 14818847 |
| Caesars Entertainment Inc Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5768% 2/6/2031 (b)(c)(j) | 4811400 | 4788835 |
| Carnival Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3252% 10/18/2028 (b)(c)(j) | 4453823 | 4447142 |
| Carnival Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3252% 8/8/2027 (b)(c)(j) | 1974388 | 1972532 |
| ClubCorp Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.5608% 9/18/2026 (b)(c)(j) | 6517677 | 6516308 |
| Dave & Buster's Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5625% 11/1/2031 (b)(c)(j) | 2666600 | 2512977 |
| Dave & Buster's Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5625% 6/29/2029 (b)(c)(j) | 2299925 | 2179432 |
| Eagle Parent Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5492% 4/2/2029 (b)(c)(j) | 7377046 | 7164956 |
| Fertitta Entertainment LLC/NV 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 1/27/2029 (b)(c)(j) | 31124534 | 30923470 |
| Fitness International LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.5768% 2/12/2029 (b)(c)(j) | 1732500 | 1731426 |
| Flynn Restaurant Group LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0768% 1/28/2032 (b)(c)(j) | 5765000 | 5713115 |
| Flynn Restaurant Group LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.6913% 12/1/2028 (b)(c)(j) | 1472656 | 1471124 |
| Golden Entertainment Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 5/26/2030 (b)(c)(j) | 4377038 | 4377038 |
| Golden State Foods LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5925% 12/4/2031 (b)(c)(j) | 1980100 | 1989386 |
| Herschend Entertainment Co LLC 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 5/17/2032 (b)(c)(j)(k) | 1615000 | 1618697 |
| Hilton Grand Vacations Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 1/17/2031 (b)(c)(j) | 2588850 | 2562237 |
| Hilton Grand Vacations Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 8/2/2028 (b)(c)(j) | 9243754 | 9189862 |
| Hilton Worldwide Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0747% 11/8/2030 (b)(c)(j) | 2008852 | 2014838 |
| Horizon US Finco LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.75%, 9.0297% 10/31/2031 (b)(c)(j) | 6496419 | 6017308 |
| J&J Ventures Gaming LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 4/26/2030 (b)(c)(j) | 3078989 | 3007803 |
| Life Time Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.7847% 11/5/2031 (b)(c)(j) | 3955088 | 3949313 |
| Light & Wonder International Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5727% 4/16/2029 (b)(c)(j) | 3334904 | 3323232 |
| MajorDrive Holdings IV LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5608% 6/1/2028 (b)(c)(j) | 3048912 | 2963177 |
| Marriott Ownership Resorts Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 4/1/2031 (b)(c)(j) | 3195850 | 3173895 |
| PCI Gaming Authority Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 7/18/2031 (b)(c)(j) | 2238899 | 2233660 |
| Raising Cane's Restaurants LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 9/18/2031 (b)(c)(j) | 666650 | 668316 |
| Station Casinos LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 3/14/2031 (b)(c)(j) | 6899550 | 6896445 |
| United PF Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5413% 12/30/2026 (b)(c)(j) | 16316752 | 15672241 |
| United PF Holdings LLC 2LN, term loan CME Term SOFR 3 month Index + 8.5%, 13.0413% 12/30/2027 (b)(c)(j) | 500000 | 402915 |
| United PF Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 8.5%, 13.0413% 12/30/2026 (b)(c)(j) | 2203308 | 2131700 |
| Whatabrands LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 8/3/2028 (b)(c)(j) | 6762161 | 6741604 |
| Wok Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 6.25%, 10.5298% 9/3/2029 (b)(c)(j) | 2213644 | 2102962 |
|  |  | 175955908 |
| Household Durables - 0.1% |  |  |
| Madison Safety & Flow LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 9/26/2031 (b)(c)(j) | 955200 | 955802 |
| Somnigroup International Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.76% 10/24/2031 (b)(c)(j) | 5675775 | 5695640 |
| TGP Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6768% 6/29/2028 (b)(c)(j) | 4756455 | 4182970 |
| Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6913% 10/30/2027 (b)(c)(j) | 9679094 | 9586853 |
| Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.6768% 10/30/2027 (b)(c)(j) | 1218539 | 1211434 |
|  |  | 21632699 |
| Leisure Products - 0.0% |  |  |
| Topgolf Callaway Brands Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 3/15/2030 (b)(c)(j) | 1659764 | 1617854 |
| Specialty Retail - 0.1% |  |  |
| Academy Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1887% 11/5/2027 (b)(c)(j) | 1421882 | 1415953 |
| At Home Group Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.6913% 7/24/2028 (b)(c)(j) | 1737000 | 347400 |
| Belron Finance 2019 LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0487% 10/16/2031 (b)(c)(j) | 6064050 | 6083758 |
| Johnstone Supply LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8227% 6/9/2031 (b)(c)(j) | 2855650 | 2848054 |
| Kodiak BP LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0347% 12/4/2031 (b)(c)(j) | 4685000 | 4440724 |
| LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1752% 6/6/2031 (b)(c)(j) | 7210330 | 6455841 |
| Needle Holdings LLC Tranche EXIT 1LN, term loan CME Term SOFR 3 month Index + 9.5%, 0% 4/28/2028 (b)(c)(e)(f)(j)(k) | 513380 | 123211 |
| Restoration Hardware Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.9413% 10/20/2028 (b)(c)(j) | 4394341 | 4175723 |
| RVR Dealership Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1768% 2/8/2028 (b)(c)(j) | 3240487 | 2981248 |
| Staples Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.75%, 10.0259% 9/4/2029 (b)(c)(j) | 11090981 | 9900698 |
| Tory Burch LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6913% 4/16/2028 (b)(c)(j) | 3908036 | 3835463 |
| Wand NewCo 3 Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 1/30/2031 (b)(c)(j) | 3391894 | 3357602 |
| Woof Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.3108% 12/21/2027 (b)(c)(j) | 2679758 | 1741842 |
|  |  | 47707517 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| Crocs Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5492% 2/19/2029 (b)(c)(j) | 2691182 | 2699041 |
| Fanatics Commerce Intermediate Holdco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6913% 11/24/2028 (b)(c)(j) | 445802 | 444686 |
| Varsity Brands Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.8298% 8/26/2031 (b)(c)(j) | 5285000 | 5245363 |
|  |  | 8389090 |
| TOTAL CONSUMER DISCRETIONARY |  | 419383147 |
| Consumer Staples - 0.1% |  |  |
| Beverages - 0.1% |  |  |
| Celsius Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5476% 4/1/2032 (b)(c)(j) | 2730000 | 2741084 |
| Naked Juice LLC Tranche EXCH FLSO FL20 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5576% 1/24/2029 (b)(c)(j) | 3996092 | 2831511 |
| Naked Juice LLC Tranche EXCH FLTO FL30 PIK 1LN, term loan CME Term SOFR 1 month Index + 6%, 10.3076% 1/24/2030 (b)(c)(j) | 1085625 | 379969 |
| Naked Juice LLC Tranche NEW $$ FLFO 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.7076% 1/24/2029 (b)(c)(j) | 3169230 | 3119726 |
| Primo Brands Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5492% 3/31/2028 (b)(c)(j) | 12276117 | 12273048 |
|  |  | 21345338 |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| BJ's Wholesale Club Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0925% 2/5/2029 (b)(c)(j) | 1895078 | 1900213 |
| Heritage Grocers Group LLC 1LN, term loan CME Term SOFR 3 month Index + 6.75%, 11.1492% 8/1/2029 (b)(c)(j) | 5584771 | 5098114 |
| JP Intermediate B LLC 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 0% 11/20/2027 (b)(c)(f)(j)(k) | 3757762 | 112733 |
| Primary Products Finance LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5347% 4/1/2029 (b)(c)(j) | 3011283 | 2993215 |
|  |  | 10104275 |
| Food Products - 0.0% |  |  |
| Aspire Bakeries Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5768% 12/23/2030 (b)(c)(j) | 2562210 | 2564336 |
| Chobani LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 10/25/2027 (b)(c)(j) | 4466142 | 4476370 |
| Del Monte Foods Corp II Inc 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.7158% 8/2/2028 (b)(c)(j) | 6726537 | 3867760 |
| Del Monte Foods Corp II Inc 1LN, term loan CME Term SOFR 3 month Index + 8.15%, 15.4685% 8/2/2028 (b)(c)(j) | 3859918 | 3570424 |
| Del Monte Foods Corp II Inc Tranche FLFO B 1LN, term loan CME Term SOFR 3 month Index + 8%, 12.409% 8/2/2028 (b)(c)(j) | 3463412 | 3203656 |
| Fiesta Purchaser Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 2/12/2031 (b)(c)(j) | 3324917 | 3322988 |
|  |  | 21005534 |
| Personal Care Products - 0.0% |  |  |
| Conair Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1913% 5/17/2028 (b)(c)(j) | 3705600 | 2603184 |
| Olaplex Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.9327% 2/23/2029 (b)(c)(j) | 544146 | 519354 |
|  |  | 3122538 |
| TOTAL CONSUMER STAPLES |  | 55577685 |
| Energy - 0.1% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| WaterBridge Midstream Operating LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0528% 6/27/2029 (b)(c)(j) | 5702100 | 5474016 |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Apro LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0488% 7/9/2031 (b)(c)(j) | 3124300 | 3106085 |
| BCP Renaissance Parent LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.2992% 10/31/2028 (b)(c)(j) | 1806334 | 1805882 |
| CQP Holdco LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.2992% 12/31/2030 (b)(c)(j) | 11726555 | 11709434 |
| CVR CHC LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2992% 12/30/2027 (b)(c)(j) | 1920188 | 1911393 |
| Delek US Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.9268% 11/19/2029 (b)(c)(j) | 3245709 | 3156452 |
| EMG Utica Midstream Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2992% 4/1/2030 (b)(c)(j) | 2015000 | 2015000 |
| EPIC Crude Services LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2561% 10/15/2031 (b)(c)(j) | 2797988 | 2804115 |
| GIP II Blue Holding LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0768% 9/29/2028 (b)(c)(j) | 2483720 | 2485782 |
| Hamilton Projects Acquiror LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 5/30/2031 (b)(c)(j) | 1221740 | 1226016 |
| Hilcorp Energy I LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3327% 2/11/2030 (b)(c)(j) | 2225000 | 2218503 |
| Mesquite Energy Inc 1LN, term loan 0% (b)(e)(f)(j)(k) | 907000 | 0 |
| Mesquite Energy Inc 1LN, term loan 3 month U.S. LIBOR + 8%, 0% (b)(c)(e)(f)(j)(k) | 2102309 | 0 |
| New Fortress Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.7948% 10/30/2028 (b)(c)(j) | 29580500 | 16006305 |
| Par Petroleum LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.009% 2/28/2030 (b)(c)(j) | 1858227 | 1802871 |
| Prairie Acquiror LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5768% 8/1/2029 (b)(c)(j) | 1415736 | 1420167 |
|  |  | 51668005 |
| TOTAL ENERGY |  | 57142021 |
| Financials - 0.6% |  |  |
| Capital Markets - 0.1% |  |  |
| BroadStreet Partners Inc Tranche B4 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 6/13/2031 (b)(c)(j) | 5370386 | 5374252 |
| Citadel Securities Global Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 10/31/2031 (b)(c)(j) | 8482667 | 8508115 |
| CPI Holdco B LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 5/17/2031 (b)(c)(j) | 3104400 | 3097601 |
| Focus Financial Partners LLC Tranche B8 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.8268% 9/15/2031 (b)(c)(j) | 5143375 | 5112052 |
| GTCR Everest Borrower LLC 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0492% 9/5/2031 (b)(c)(j) | 4234388 | 4227909 |
| Hightower Holding LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2597% 2/3/2032 (b)(c)(j) | 4504181 | 4492921 |
| Jane Street Group LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.3327% 12/15/2031 (b)(c)(j) | 8732887 | 8707562 |
| PEX Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.9666% 11/26/2031 (b)(c)(j) | 2730000 | 2716350 |
| Superannuation & Investments US LLC 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1913% 12/1/2028 (b)(c)(j) | 2033329 | 2040100 |
|  |  | 44276862 |
| Financial Services - 0.2% |  |  |
| ACNR Holdings Inc term loan 13% (b)(e)(j)(m) | 564772 | 562682 |
| Agellan Portfolio 9% 8/7/2025 (e)(j) | 424000 | 424000 |
| Boost Newco Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.2992% 1/31/2031 (b)(c)(j) | 15027338 | 15036805 |
| CFC USA 2025 LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 0% 5/30/2032 (b)(c)(j)(k) | 4819000 | 4770810 |
| Dragon Buyer Inc 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2992% 9/30/2031 (b)(c)(j) | 2239388 | 2245456 |
| Empire Today LP, LLC Tranche EXCH 1ST OUT TLB 1LN, term loan 10.0413% 8/3/2029 (b)(j) | 173715 | 156343 |
| Empire Today LP, LLC Tranche EXCH FLSO TL 1LN, term loan 9.5413% 8/3/2029 (b)(j) | 1056764 | 443841 |
| Empire Today LP, LLC Tranche NEW $1ST OUT TLA 1LN, term loan 10.0413% 8/3/2029 (b)(j) | 329660 | 296694 |
| Epic Creations Inc Tranche DD DIP TL 1LN, term loan 14.3216% 7/31/2025 (b)(e)(j) | 28533 | 28533 |
| Heubach Holding USA LLC Tranche TL, term loan CME Term SOFR 1 month Index + 10%, 0% (b)(c)(e)(f)(j)(k) | 357500 | 0 |
| MHP Commercial Mortgage Trust U.S. SOFR Index + 5%, 9.3287% 1/9/2026 (b)(c)(e)(j) | 4708527 | 4543729 |
| NCR Atleos Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0297% 4/16/2029 (b)(c)(j) | 1946535 | 1955061 |
| Neon Maple US Debt Mergersub Inc Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 11/17/2031 (b)(c)(j) | 6780000 | 6766372 |
| Nexus Buyer LLC 2LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.6768% 11/5/2029 (b)(c)(j) | 1555000 | 1540834 |
| Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 7/31/2031 (b)(c)(j) | 8622265 | 8625541 |
| Orion US Finco Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 0% 5/20/2032 (b)(c)(j)(k) | 2020000 | 2020626 |
| Priority Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.75%, 9.0768% 5/16/2031 (b)(c)(j) | 1798805 | 1805550 |
| Recess Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0252% 2/20/2030 (b)(c)(j) | 2326544 | 2324799 |
| Shift4 Payments LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 0% 5/12/2032 (b)(c)(j)(k) | 685000 | 688994 |
| STG DISTRIBUTION LLC Tranche EXCHANGE FLFO 1LN, term loan CME Term SOFR 1 month Index + 8.35%, 12.6785% 10/3/2029 (b)(c)(e)(j) | 774090 | 764801 |
| STG DISTRIBUTION LLC Tranche EXCHANGE FLSO 1LN, term loan CME Term SOFR 1 month Index + 7.6%, 11.9285% 10/3/2029 (b)(c)(e)(j) | 1653583 | 955771 |
| Trans Union LLC Tranche B8 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 6/24/2031 (b)(c)(j) | 2817798 | 2816052 |
| Trans Union LLC Tranche B9 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 6/24/2031 (b)(c)(j) | 1839352 | 1837310 |
| UFC Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5715% 11/21/2031 (b)(c)(j) | 1965075 | 1969241 |
| WH Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.072% 2/20/2032 (b)(c)(j) | 16135000 | 15978652 |
|  |  | 78558497 |
| Insurance - 0.3% |  |  |
| Acrisure LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 11/6/2030 (b)(c)(j) | 27752070 | 27549758 |
| Alera Group Inc 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 5/21/2032 (b)(c)(j)(k) | 5800000 | 5803248 |
| Alera Group Inc 2LN, term loan CME Term SOFR 1 month Index + 5.5%, 0% 5/23/2033 (b)(c)(j)(k) | 2600000 | 2613000 |
| AmWINS Group Inc 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 1/30/2032 (b)(c)(j) | 6064800 | 6055885 |
| Amynta Agency Borrower Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3268% 12/29/2031 (b)(c)(j) | 2602210 | 2591905 |
| Asurion LLC Tranche B10 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.4268% 8/19/2028 (b)(c)(j) | 4320244 | 4295057 |
| Asurion LLC Tranche B11 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.6768% 8/19/2028 (b)(c)(j) | 6065955 | 6043207 |
| Asurion LLC Tranche B12 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5768% 9/19/2030 (b)(c)(j) | 20022178 | 19775104 |
| Asurion LLC Tranche B3 2LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.6913% 1/31/2028 (b)(c)(j) | 12190000 | 11748113 |
| Asurion LLC Tranche B4 2LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.6913% 1/20/2029 (b)(c)(j) | 8894000 | 8410433 |
| Asurion LLC Tranche B9 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6913% 7/31/2027 (b)(c)(j) | 3636898 | 3612640 |
| HUB International Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.7695% 6/20/2030 (b)(c)(j) | 15099446 | 15093859 |
| Ryan Specialty LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 9/15/2031 (b)(c)(j) | 3607693 | 3594164 |
| TIH Insurance Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0492% 5/6/2031 (b)(c)(j) | 4136371 | 4124293 |
| USI Inc/NY Tranche C 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5492% 9/29/2030 (b)(c)(j) | 1379105 | 1372044 |
| USI Inc/NY Tranche D 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5492% 11/21/2029 (b)(c)(j) | 6823053 | 6798558 |
|  |  | 129481268 |
| TOTAL FINANCIALS |  | 252316627 |
| Health Care - 0.4% |  |  |
| Health Care Equipment & Supplies - 0.1% |  |  |
| Avantor Funding Inc Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.4268% 11/8/2027 (b)(c)(j) | 158155 | 158438 |
| Embecta Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 3/30/2029 (b)(c)(j) | 3438667 | 3425428 |
| Insulet Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 8/4/2031 (b)(c)(j) | 7898454 | 7922465 |
| Medline Borrower LP 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 10/23/2028 (b)(c)(j) | 18819436 | 18797606 |
| Sotera Health Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5492% 5/30/2031 (b)(c)(j) | 2159150 | 2160510 |
| Viant Medical Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3268% 10/29/2031 (b)(c)(j) | 870938 | 864623 |
|  |  | 33329070 |
| Health Care Providers & Services - 0.1% |  |  |
| Accelerated Health Systems LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.6992% 2/15/2029 (b)(c)(j) | 2489402 | 1533048 |
| Cano Health LLC 1LN, term loan CME Term SOFR 3 month Index + 1%, 13.7992% 6/28/2029 (b)(c)(j) | 1231180 | 1089594 |
| Charlotte Buyer Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5827% 2/11/2028 (b)(c)(j) | 3425226 | 3421561 |
| DaVita Inc Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 5/9/2031 (b)(c)(j) | 3552150 | 3551475 |
| Examworks Bidco Inc Tranche B 1LN, term loan 7.0768% 11/1/2028 (b)(j) | 2135000 | 2136943 |
| Gainwell Acquisition Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.3992% 10/1/2027 (b)(c)(j) | 1769482 | 1691625 |
| HAH Group Holding Co LLC 1LN, term loan CME Term SOFR 1 month Index + 5%, 9.3268% 9/24/2031 (b)(c)(j) | 7851588 | 7683486 |
| Hanger Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 10/23/2031 (b)(c)(j) | 1731996 | 1725935 |
| Hanger Inc Tranche DD 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 4.149% 10/23/2031 (b)(c)(j)(l) | 223004 | 222223 |
| ICON Luxembourg Sarl Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.2992% 7/3/2028 (b)(c)(j) | 1787695 | 1792611 |
| ICON Luxembourg Sarl Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.2992% 7/3/2028 (b)(c)(j) | 445405 | 446630 |
| MED ParentCo LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 4/15/2031 (b)(c)(j) | 3460534 | 3467836 |
| ModivCare Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0492% 7/1/2031 (b)(c)(j) | 1975099 | 1325508 |
| Owens & Minor Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 0% 4/2/2030 (b)(c)(j)(k) | 2840000 | 2818700 |
| Phoenix Guarantor Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 2/21/2031 (b)(c)(j) | 2628516 | 2629121 |
| Phoenix Newco Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 11/15/2028 (b)(c)(j) | 6248480 | 6247043 |
| Radiology Partners Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.0914% 1/31/2029 (b)(c)(j) | 2389780 | 2367221 |
| Southern Veterinary Partners LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5273% 12/4/2031 (b)(c)(j) | 7165000 | 7166218 |
| US Anesthesia Partners Inc 2LN, term loan CME Term SOFR 1 month Index + 7.5%, 11.9387% 10/1/2029 (b)(c)(j) | 280000 | 254800 |
| US Fertility Enterprises LLC Tranche B 1LN, term loan CME Term SOFR 6 month Index + 4.5%, 8.7849% 10/11/2031 (b)(c)(j) | 1579086 | 1579086 |
| US Fertility Enterprises LLC Tranche DD 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 5.8695% 10/11/2031 (b)(c)(j)(l) | 71957 | 71956 |
| US Radiology Specialists Inc 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0492% 12/15/2027 (b)(c)(j) | 1149225 | 1150949 |
|  |  | 54373569 |
| Health Care Technology - 0.1% |  |  |
| athenahealth Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 2/15/2029 (b)(c)(j) | 12782155 | 12720545 |
| Cotiviti Inc 1LN, term loan 7.625% 5/1/2031 (j) | 1300000 | 1301222 |
| Cotiviti Inc 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0742% 3/26/2032 (b)(c)(j) | 1940000 | 1924635 |
| Cotiviti Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0742% 5/1/2031 (b)(c)(j) | 7702395 | 7659107 |
| Zelis Payments Buyer Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 9/28/2029 (b)(c)(j) | 4024350 | 3989136 |
| Zelis Payments Buyer Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 11/26/2031 (b)(c)(j) | 4992488 | 4977660 |
|  |  | 32572305 |
| Pharmaceuticals - 0.1% |  |  |
| 1261229 BC Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.5869% 10/8/2030 (b)(c)(j) | 16320000 | 15465485 |
| Elanco Animal Health Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.1742% 8/1/2027 (b)(c)(j) | 3172471 | 3167173 |
| Endo Finance Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3268% 4/23/2031 (b)(c)(j) | 4751125 | 4635340 |
| Jazz Financing Lux Sarl Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 5/5/2028 (b)(c)(j) | 5934335 | 5928757 |
| Organon & Co Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5727% 5/19/2031 (b)(c)(j) | 4085137 | 3972796 |
|  |  | 33169551 |
| TOTAL HEALTH CARE |  | 153444495 |
| Industrials - 0.8% |  |  |
| Aerospace & Defense - 0.1% |  |  |
| Bleriot US Bidco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0492% 10/31/2030 (b)(c)(j) | 1647832 | 1649002 |
| Goat Holdco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3285% 1/27/2032 (b)(c)(j) | 2340000 | 2329774 |
| Kaman Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0539% 2/26/2032 (b)(c)(j) | 7287500 | 7234010 |
| Kaman Corp Tranche B-DD 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 0% 2/26/2032 (b)(c)(j)(k)(l) | 687500 | 682454 |
| Signia Aerospace LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3003% 12/11/2031 (b)(c)(j) | 3438462 | 3425567 |
| Signia Aerospace LLC Tranche DD 1LN, term loan CME Term SOFR 3 month Index + 3%, 1% 12/11/2031 (b)(c)(j)(l) | 286538 | 285464 |
| TransDigm Inc Tranche I 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0492% 8/24/2028 (b)(c)(j) | 13719969 | 13755367 |
| TransDigm Inc Tranche K 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0492% 3/22/2030 (b)(c)(j) | 2368057 | 2373479 |
| TransDigm Inc Tranche L 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.7992% 1/19/2032 (b)(c)(j) | 3064600 | 3062547 |
|  |  | 34797664 |
| Air Freight & Logistics - 0.0% |  |  |
| Dynasty Acquisition Co Inc Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 10/31/2031 (b)(c)(j) | 3027834 | 3025502 |
| Dynasty Acquisition Co Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 10/31/2031 (b)(c)(j) | 1151691 | 1150805 |
| Echo Global Logistics Inc 2LN, term loan CME Term SOFR 3 month Index + 7.25%, 11.6768% 11/23/2029 (b)(c)(e)(j) | 1525000 | 1464000 |
| Rand Parent LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2992% 3/17/2030 (b)(c)(j) | 1044095 | 1019558 |
|  |  | 6659865 |
| Building Products - 0.1% |  |  |
| ACProducts Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.8108% 5/17/2028 (b)(c)(j) | 5008769 | 3677288 |
| APi Group DE Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 1/3/2029 (b)(c)(j) | 4029370 | 4032433 |
| AZZ Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 5/13/2029 (b)(c)(j) | 303583 | 304417 |
| Chariot Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6768% 11/3/2028 (b)(c)(j) | 2420086 | 2408809 |
| Emrld Borrower LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.7992% 8/4/2031 (b)(c)(j) | 1905425 | 1894716 |
| Griffon Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5716% 1/24/2029 (b)(c)(j) | 3057331 | 3050635 |
| HP PHRG Borrower LLC Tranche B 1LN, term loan CME Term SOFR 6 month Index + 4%, 8.3327% 2/20/2032 (b)(c)(j) | 3760000 | 3584521 |
| Oscar Acquisitionco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5492% 4/29/2029 (b)(c)(j) | 7533202 | 6777999 |
|  |  | 25730818 |
| Commercial Services & Supplies - 0.4% |  |  |
| ABG Intermediate Holdings 2 LLC Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 12/21/2028 (b)(c)(j) | 18094709 | 17961351 |
| Allied Universal Holdco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1768% 5/12/2028 (b)(c)(j) | 15084452 | 15098631 |
| ArchKey Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.75%, 9.0329% 11/1/2031 (b)(c)(j) | 2698621 | 2700861 |
| ArchKey Holdings Inc Tranche B-DD 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 4.75% 11/1/2031 (b)(c)(j)(l) | 311379 | 311637 |
| Artera Services LLC 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.7992% 2/15/2031 (b)(c)(j) | 4764089 | 4132847 |
| Bifm CA Buyer Inc 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0768% 5/31/2028 (b)(c)(j) | 2831553 | 2831553 |
| Brand Industrial Services Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.7759% 8/1/2030 (b)(c)(j) | 15267238 | 12690892 |
| Brock Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 6%, 10.2992% 5/2/2030 (b)(c)(j) | 1243750 | 1178453 |
| Congruex Group LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.75%, 10.9297% 5/3/2029 (b)(c)(j) | 3852781 | 3398153 |
| Core & Main LP Tranche E 1LN, term loan CME Term SOFR 6 month Index + 2%, 6.2704% 2/9/2031 (b)(c)(j) | 1189983 | 1188995 |
| Ensemble RCM LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2797% 8/1/2029 (b)(c)(j) | 7230191 | 7239663 |
| Filtration Group Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 10/21/2028 (b)(c)(j) | 3603258 | 3612771 |
| GEO Group Inc/The Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.5768% 4/13/2029 (b)(c)(j) | 1695438 | 1711680 |
| GFL Environmental Services Inc/ON Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.8185% 3/3/2032 (b)(c)(j) | 5460000 | 5431007 |
| Madison IAQ LLC 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5105% 5/6/2032 (b)(c)(j) | 3970000 | 3969444 |
| Madison IAQ LLC Tranche B 1LN, term loan CME Term SOFR 6 month Index + 2.5%, 6.7622% 6/21/2028 (b)(c)(j) | 5041895 | 5035089 |
| Neptune Bidco US Inc Tranche A 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0797% 10/11/2028 (b)(c)(j) | 984888 | 917708 |
| Neptune Bidco US Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.3297% 4/11/2029 (b)(c)(j) | 20103621 | 18765524 |
| OMNIA Partners LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0326% 7/25/2030 (b)(c)(j) | 4771570 | 4776675 |
| Pitney Bowes Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0768% 3/19/2032 (b)(c)(j) | 2020000 | 2014102 |
| Reworld Holding Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5752% 11/30/2028 (b)(c)(j) | 1854468 | 1855637 |
| Reworld Holding Corp Tranche C 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5752% 11/30/2028 (b)(c)(j) | 142830 | 142920 |
| Sabert Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.443% 12/10/2026 (b)(c)(j) | 2092621 | 2097853 |
| Tidal Waste & Recycling Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.7992% 10/24/2031 (b)(c)(j) | 1385000 | 1388463 |
| Wellful Inc Tranche BOOTSTRAP FLSO TL 1LN, term loan CME Term SOFR 3 month Index + 6.25%, 11.4413% 10/19/2030 (b)(c)(j) | 1845719 | 1474268 |
| Wellful Inc Tranche PRIMING TL 1LN, term loan CME Term SOFR 1 month Index + 5%, 9.4413% 4/19/2030 (b)(c)(j) | 1921215 | 1892397 |
| WMB Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 11/2/2029 (b)(c)(j) | 5449366 | 5439176 |
|  |  | 129257750 |
| Construction & Engineering - 0.0% |  |  |
| Chromalloy Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0379% 3/27/2031 (b)(c)(j) | 2184607 | 2174077 |
| Construction Partners Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8285% 11/3/2031 (b)(c)(j) | 2797988 | 2797121 |
| Traverse Midstream Partners LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2797% 2/16/2028 (b)(c)(j) | 1345896 | 1348143 |
|  |  | 6319341 |
| Electrical Equipment - 0.0% |  |  |
| Array Technologies Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.693% 10/14/2027 (b)(c)(j) | 1797237 | 1788251 |
| Vertiv Group Corp Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0731% 3/2/2027 (b)(c)(j) | 5339309 | 5332475 |
|  |  | 7120726 |
| Ground Transportation - 0.0% |  |  |
| Genesee & Wyoming Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 6.0492% 4/10/2031 (b)(c)(j) | 3800900 | 3781172 |
| Machinery - 0.0% |  |  |
| Ali Group North America Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.4413% 7/30/2029 (b)(c)(j) | 2083967 | 2095220 |
| Chart Industries Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.7879% 3/15/2030 (b)(c)(j) | 4190487 | 4193127 |
| CPM Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.8242% 9/28/2028 (b)(c)(j) | 2341288 | 2314105 |
| Crown Equipment Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5742% 10/10/2031 (b)(c)(j) | 1941675 | 1933578 |
| JBT Marel Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.4268% 1/2/2032 (b)(c)(j) | 1190000 | 1191785 |
| STS Operating Inc 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.4268% 3/25/2031 (b)(c)(j) | 4836150 | 4714232 |
| TNT Crane & Rigging Inc 2LN, term loan CME Term SOFR 1 month Index + 8.75%, 13.3092% 12/3/2026 (b)(c)(e)(j) | 1037872 | 921008 |
|  |  | 17363055 |
| Passenger Airlines - 0.0% |  |  |
| AAdvantage Loyalty IP Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5224% 4/20/2028 (b)(c)(j) | 5716100 | 5650365 |
| AAdvantage Loyalty IP Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 0% 5/7/2032 (b)(c)(j)(k) | 1990000 | 1997045 |
| American Airlines 2016-3 Class A Pass Through Trust Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5068% 6/4/2029 (b)(c)(j) | 2173050 | 2142258 |
| SkyMiles IP Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0224% 10/20/2027 (b)(c)(j) | 1476401 | 1483694 |
| United Airlines Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.2752% 2/22/2031 (b)(c)(j) | 3526763 | 3532935 |
| Vista Management Holding Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0476% 4/1/2031 (b)(c)(j) | 1420000 | 1418821 |
|  |  | 16225118 |
| Professional Services - 0.2% |  |  |
| AlixPartners LLP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.9413% 2/4/2028 (b)(c)(j) | 4455362 | 4459282 |
| Amentum Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 9/29/2031 (b)(c)(j) | 9236850 | 9184940 |
| CACI International Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0744% 10/30/2031 (b)(c)(j) | 1975050 | 1976294 |
| Cast & Crew LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0768% 12/29/2028 (b)(c)(j) | 9584350 | 8853544 |
| CHG Healthcare Services Inc Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3327% 9/29/2028 (b)(c)(j) | 3101395 | 3105923 |
| Dayforce Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.2797% 3/1/2031 (b)(c)(j) | 1761710 | 1763912 |
| EAB Global Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 8/16/2030 (b)(c)(j) | 2851465 | 2788732 |
| Galaxy US Opco Inc 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.2797% 7/31/2030 (b)(c)(j) | 1415598 | 1209983 |
| Maximus Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 5/30/2031 (b)(c)(j) | 1111600 | 1101184 |
| Sedgwick Claims Management Services Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3268% 7/31/2031 (b)(c)(j) | 6537238 | 6541748 |
|  |  | 40985542 |
| Trading Companies & Distributors - 0.0% |  |  |
| Foundation Building Materials Inc 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.791% 1/31/2028 (b)(c)(j) | 1208161 | 1168799 |
| Foundation Building Materials Inc Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2798% 1/29/2031 (b)(c)(j) | 6505053 | 6097577 |
|  |  | 7266376 |
| Transportation Infrastructure - 0.0% |  |  |
| AIT Worldwide Logistics Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2605% 4/8/2030 (b)(c)(j) | 4307338 | 4286878 |
| Lasership Inc Tranche A 1LN, term loan CME Term SOFR 3 month Index + 6.25%, 10.5492% 1/2/2029 (b)(c)(j) | 843178 | 829477 |
| Lasership Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 10.0608% 8/10/2029 (b)(c)(j) | 2107828 | 1298949 |
| Lasership Inc Tranche C 1LN, term loan CME Term SOFR 1 month Index + 7%, 8.2992% 1/2/2029 (b)(c)(j) | 190313 | 120373 |
| Lasership Inc Tranche E 1LN, term loan CME Term SOFR 1 month Index + 7.5%, 6.0608% 8/10/2029 (b)(c)(j) | 368414 | 114207 |
| WWEX Uni Topco Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2992% 7/26/2028 (b)(c)(j) | 3571225 | 3558583 |
|  |  | 10208467 |
| TOTAL INDUSTRIALS |  | 305715894 |
| Information Technology - 1.1% |  |  |
| Communications Equipment - 0.0% |  |  |
| Ciena Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0744% 10/24/2030 (b)(c)(j) | 1097741 | 1099805 |
| CommScope LLC 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.5768% 12/17/2029 (b)(c)(j) | 11880000 | 11982287 |
|  |  | 13082092 |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| Coherent Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 7/2/2029 (b)(c)(j) | 5135540 | 5141959 |
| DG Investment Intermediate Holdings Inc 2LN, term loan CME Term SOFR 1 month Index + 6.75%, 11.1913% 3/30/2029 (b)(c)(j) | 600000 | 595500 |
| DG Investment Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.9413% 3/31/2028 (b)(c)(j) | 3967978 | 3964010 |
| DG Investment Intermediate Holdings Inc Tranche DD 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 3.5% 3/31/2028 (b)(c)(j)(l) | 116071 | 113460 |
| Go Daddy Operating Co LLC Tranche B7 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 5/30/2031 (b)(c)(j) | 5427114 | 5422665 |
| Go Daddy Operating Co LLC Tranche B8 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 11/9/2029 (b)(c)(j) | 2415331 | 2414147 |
| Lightning Power LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5492% 8/18/2031 (b)(c)(j) | 4651625 | 4654881 |
| MX Holdings US Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 3/17/2032 (b)(c)(j) | 2060000 | 2060000 |
| TCP Sunbelt Acquisition Co Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5798% 10/24/2031 (b)(c)(j) | 2598488 | 2593628 |
| TTM Technologies Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5742% 5/30/2030 (b)(c)(j) | 1808547 | 1804025 |
|  |  | 28764275 |
| IT Services - 0.3% |  |  |
| Ahead DB Holdings LLC Tranche B3 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2992% 2/3/2031 (b)(c)(j) | 2464171 | 2464516 |
| Constant Contact Inc 2LN, term loan CME Term SOFR 3 month Index + 7.5%, 12.0177% 2/12/2029 (b)(c)(j) | 290000 | 233813 |
| Constant Contact Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5177% 2/10/2028 (b)(c)(j) | 9723273 | 9109540 |
| GTT Communications Inc Tranche NEW $ HOLDCO 1LN, term loan 14% 7/15/2031 (b)(j) | 854310 | 675973 |
| Indy US Holdco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 3/6/2028 (b)(c)(j) | 2095000 | 2088883 |
| Kaseya Inc 2LN, term loan CME Term SOFR 1 month Index + 5%, 9.3268% 3/20/2033 (b)(c)(j) | 2460000 | 2451538 |
| Kaseya Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 3/20/2032 (b)(c)(j) | 9660000 | 9653141 |
| Mitchell International Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 6/17/2031 (b)(c)(j) | 6159050 | 6134660 |
| Peraton Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1768% 2/1/2028 (b)(c)(j) | 16340111 | 14128314 |
| VFH Parent LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 6/21/2031 (b)(c)(j) | 4000000 | 4000000 |
| X Corp 1LN, term loan 9.5% 10/26/2029 (j) | 15980000 | 15897543 |
| X Corp Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 10.9492% 10/26/2029 (b)(c)(j) | 9463151 | 9367194 |
|  |  | 76205115 |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| MKS Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3247% 8/17/2029 (b)(c)(j) | 3559063 | 3560842 |
| Software - 0.7% |  |  |
| Applied Systems Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.7992% 2/24/2031 (b)(c)(j) | 5791832 | 5809960 |
| Ascend Learning LLC 2LN, term loan CME Term SOFR 1 month Index + 5.75%, 10.1768% 12/10/2029 (b)(c)(j) | 1457616 | 1445314 |
| Ascend Learning LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 12/11/2028 (b)(c)(j) | 10134000 | 10081202 |
| Cloud Software Group Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0492% 3/21/2031 (b)(c)(j) | 7452550 | 7430416 |
| Cloud Software Group Inc Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.7992% 3/29/2029 (b)(c)(j) | 10455404 | 10422783 |
| ConnectWise LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 8.0608% 9/29/2028 (b)(c)(j) | 3213699 | 3217716 |
| Dcert Buyer Inc 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3268% 10/16/2026 (b)(c)(j) | 25158585 | 24800831 |
| Dcert Buyer Inc Tranche B 2LN, term loan CME Term SOFR 1 month Index + 7%, 11.3268% 2/19/2029 (b)(c)(j) | 3918409 | 3379628 |
| Eagle Parent Canada Inc Tranche INCR B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5492% 4/2/2029 (b)(c)(e)(j) | 5346600 | 5034770 |
| Ellucian Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 10/9/2029 (b)(c)(j) | 5461269 | 5465146 |
| Epicor Software Corp 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 5/30/2031 (b)(c)(j) | 4866752 | 4875366 |
| Finastra USA Inc 1LN, term loan CME Term SOFR 1 month Index + 7.25%, 11.428% 9/13/2029 (b)(c)(e)(j) | 3560716 | 3560716 |
| Flexera Software LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.2993% 3/3/2028 (b)(c)(j) | 4009590 | 4004578 |
| Gen Digital Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 9/12/2029 (b)(c)(j) | 7674537 | 7663025 |
| Genesys Cloud Services Holdings II LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 1/30/2032 (b)(c)(j) | 1810463 | 1803999 |
| Leia Finco US LLC 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.4576% 10/9/2031 (b)(c)(j) | 5725000 | 5720420 |
| Leia Finco US LLC 2LN, term loan CME Term SOFR 3 month Index + 5.25%, 9.4576% 10/9/2032 (b)(c)(j) | 2465000 | 2402143 |
| MH Sub I LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5768% 12/31/2031 (b)(c)(j) | 9258360 | 8418164 |
| MH Sub I LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5768% 5/3/2028 (b)(c)(j) | 11101451 | 10648734 |
| MH Sub I LLC Tranche B 2LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.5768% 2/23/2029 (b)(c)(j) | 2065000 | 1861949 |
| Modena Buyer LLC 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.7797% 7/1/2031 (b)(c)(j) | 9576875 | 9277598 |
| Optiv Parent Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.25%, 9.5326% 7/31/2026 (b)(c)(j) | 3493483 | 2847189 |
| Polaris Newco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.2913% 6/2/2028 (b)(c)(j) | 26252322 | 25405161 |
| Polaris Newco LLC Tranche PIK TERM 2LN, term loan CME Term SOFR 1 month Index + 2%, 13.4327% 6/4/2029 (b)(c)(j) | 2110000 | 2027583 |
| Project Alpha Intermediate Holding Inc 2LN, term loan CME Term SOFR 1 month Index + 5%, 9.3073% 5/8/2033 (b)(c)(j) | 2785000 | 2743225 |
| Project Alpha Intermediate Holding Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5519% 10/26/2030 (b)(c)(j) | 7578130 | 7597075 |
| Project Boost Purchaser LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2992% 7/16/2031 (b)(c)(j) | 1815450 | 1812146 |
| Proofpoint Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 8/31/2028 (b)(c)(j) | 8560482 | 8552178 |
| Rackspace Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.1972% 5/15/2028 (b)(c)(j) | 6025291 | 2687942 |
| Rackspace Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.6972% 5/15/2028 (b)(c)(j) | 1403639 | 1399133 |
| RealPage Inc 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0492% 4/24/2028 (b)(c)(j) | 1510000 | 1508580 |
| RealPage Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.5608% 4/24/2028 (b)(c)(j) | 6131097 | 6078860 |
| Red Planet Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 8.1768% 10/2/2028 (b)(c)(j) | 5069538 | 5023354 |
| Renaissance Holdings Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.2797% 4/5/2030 (b)(c)(j) | 7890879 | 7262054 |
| Roper Industrial Products Investment Co 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0492% 11/22/2029 (b)(c)(j) | 2895464 | 2880987 |
| Sovos Compliance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3268% 8/13/2029 (b)(c)(j) | 1336301 | 1335632 |
| SS&C Technologies Inc Tranche B8 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 5/9/2031 (b)(c)(j) | 5399746 | 5417295 |
| UKG Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3285% 2/10/2031 (b)(c)(j) | 18682606 | 18712498 |
| VS Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0195% 4/12/2031 (b)(c)(j) | 4304429 | 4304429 |
|  |  | 244919779 |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |
| Sandisk Corp/DE Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3215% 2/20/2032 (b)(c)(j) | 12770000 | 12578450 |
| TOTAL INFORMATION TECHNOLOGY |  | 379110553 |
| Materials - 0.4% |  |  |
| Chemicals - 0.3% |  |  |
| A-Gas FinCo Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.25%, 9.5492% 12/14/2029 (b)(c)(j) | 3583775 | 3259730 |
| Advancion Holdings LLC 1LN, term loan CME Term SOFR 1 month Index + 4.75%, 9.0768% 11/24/2027 (b)(c)(j) | 1759500 | 1711114 |
| Advancion Holdings LLC 2LN, term loan CME Term SOFR 1 month Index + 7.75%, 12.1768% 11/24/2028 (b)(c)(j) | 935000 | 869942 |
| Advancion Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.4268% 11/24/2027 (b)(c)(j) | 3076411 | 2991041 |
| American Rock Salt Co LLC 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.5943% 6/9/2028 (b)(c)(j) | 745321 | 610544 |
| American Rock Salt Co LLC Tranche 1ST OUT DD TL 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 2% 6/9/2028 (b)(c)(j)(l) | 176059 | 176059 |
| American Rock Salt Co LLC Tranche 1ST OUT TL B 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 11.5943% 6/9/2028 (b)(c)(j) | 277513 | 277513 |
| Arc Falcon I Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.9268% 9/30/2028 (b)(c)(j) | 7248817 | 7245411 |
| Arc Falcon I Inc Tranche B 2LN, term loan CME Term SOFR 1 month Index + 7%, 11.4268% 9/30/2029 (b)(c)(j) | 675000 | 649127 |
| Avient Corp Tranche B8 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.9576% 8/29/2029 (b)(c)(j) | 946318 | 946716 |
| Axalta Coating Systems US Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 6.0492% 12/20/2029 (b)(c)(j) | 1005971 | 1007651 |
| Bakelite US Holdco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0492% 12/23/2031 (b)(c)(j) | 3880275 | 3805114 |
| Chemours Co/The Tranche B3 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 8/18/2028 (b)(c)(j) | 7352463 | 7211516 |
| Derby Buyer LLC 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3425% 11/1/2030 (b)(c)(j) | 2890873 | 2848955 |
| Discovery Purchaser Corp 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0224% 10/4/2029 (b)(c)(j) | 8700608 | 8677030 |
| Herens US Holdco Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.925%, 8.3242% 7/3/2028 (b)(c)(j) | 7468958 | 7085352 |
| Hexion Holdings Corp 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3252% 3/15/2029 (b)(c)(j) | 14476281 | 14370315 |
| Hexion Inc 2LN, term loan CME Term SOFR 1 month Index + 7.4375%, 11.8643% 3/15/2030 (b)(c)(j) | 1281176 | 1230327 |
| INEOS US Petrochem LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1768% 3/14/2030 (b)(c)(j) | 1277250 | 1130366 |
| INEOS US Petrochem LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.6768% 4/2/2029 (b)(c)(j) | 4897411 | 4468888 |
| M2S Group Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0326% 8/25/2031 (b)(c)(j) | 10292080 | 9841802 |
| Manchester Acquisition Sub LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.75%, 10.2185% 12/1/2026 (b)(c)(j) | 1973385 | 1850660 |
| Scih Salt Hldgs Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2797% 1/31/2029 (b)(c)(j) | 3163942 | 3154071 |
| TPC Group Inc 1LN, term loan CME Term SOFR 1 month Index + 5.75%, 9.9524% 12/16/2031 (b)(c)(j) | 4805000 | 4604776 |
| USALCO LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2992% 9/30/2031 (b)(c)(j) | 1813175 | 1818271 |
| USALCO LLC Tranche DD 1LN, term loan CME Term SOFR 3 month Index + 4%, 1% 9/30/2031 (b)(c)(j)(l) | 187280 | 187806 |
| WR Grace Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5492% 9/22/2028 (b)(c)(j) | 1770113 | 1763032 |
|  |  | 93793129 |
| Construction Materials - 0.0% |  |  |
| Eco Material Technologies Inc 1LN, term loan CME Term SOFR 6 month Index + 3.25%, 7.4666% 2/12/2032 (b)(c)(j) | 2340000 | 2337075 |
| Quikrete Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 2/10/2032 (b)(c)(j) | 8585000 | 8542076 |
| Smyrna Ready Mix Concrete LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3247% 4/2/2029 (b)(c)(j) | 1631281 | 1630269 |
| VM Consolidated Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 3/24/2028 (b)(c)(j) | 3277435 | 3291790 |
| White Cap Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 10/19/2029 (b)(c)(j) | 1394730 | 1379151 |
|  |  | 17180361 |
| Containers & Packaging - 0.1% |  |  |
| AOT Packaging Products Acquisition Co LLC 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6913% 3/3/2028 (b)(c)(j) | 5525101 | 5495155 |
| Berlin Packaging LLC Tranche B7 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8215% 6/7/2031 (b)(c)(j) | 8570320 | 8583689 |
| Charter Next Generation Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0925% 11/29/2030 (b)(c)(j) | 4460846 | 4467448 |
| Clydesdale Acquisition Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 3.175%, 7.5018% 4/13/2029 (b)(c)(j) | 16412355 | 16335873 |
| Clydesdale Acquisition Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5476% 4/1/2032 (b)(c)(j) | 8064021 | 7997251 |
| Clydesdale Acquisition Holdings Inc Tranche B-DD 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 1.1944% 4/1/2032 (b)(c)(j)(l) | 140979 | 139812 |
| Graham Packaging Co Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 8/4/2027 (b)(c)(j) | 3687720 | 3686725 |
| LC Ahab US Bidco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 5/1/2031 (b)(c)(j) | 2749903 | 2708655 |
| Pregis TopCo LLC 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3268% 2/1/2029 (b)(c)(j) | 1080742 | 1081077 |
| SupplyOne Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0768% 4/19/2031 (b)(c)(j) | 945450 | 947614 |
|  |  | 51443299 |
| Metals & Mining - 0.0% |  |  |
| Vibrantz Technologies Inc 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 0% 4/23/2029 (b)(c)(j)(k) | 2585000 | 2269966 |
| Paper & Forest Products - 0.0% |  |  |
| Asplundh Tree Expert LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 5/23/2031 (b)(c)(j) | 2563028 | 2566231 |
| TOTAL MATERIALS |  | 167252986 |
| Real Estate - 0.0% |  |  |
| Real Estate Management & Development - 0.0% |  |  |
| Greystar Real Estate Partners LLC 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0785% 8/21/2030 (b)(c)(j) | 2390520 | 2384543 |
| Utilities - 0.1% |  |  |
| Electric Utilities - 0.0% |  |  |
| NRG Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 6.0305% 4/16/2031 (b)(c)(j) | 3129196 | 3128883 |
| Vistra Operations Co LLC Tranche B-3 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 12/20/2030 (b)(c)(j) | 4964462 | 4968036 |
| WEC US Holdings Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5742% 1/27/2031 (b)(c)(j) | 8375829 | 8356146 |
|  |  | 16453065 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Alpha Generation LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 9/30/2031 (b)(c)(j) | 3174050 | 3184969 |
| Calpine Construction Finance Co LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 7/31/2030 (b)(c)(j) | 2115000 | 2112631 |
| Cogentrix Finance Holdco I LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 2/26/2032 (b)(c)(j) | 2460000 | 2465535 |
| MRP Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 5/24/2032 (b)(c)(j)(k) | 1720968 | 1696582 |
| MRP Buyer LLC Tranche DD 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 5/4/2032 (b)(c)(j)(k) | 219032 | 215928 |
| Natgasoline LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.7992% 3/29/2030 (b)(c)(j) | 8231345 | 8128453 |
| Talen Energy Supply LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.8077% 12/13/2031 (b)(c)(j) | 1376550 | 1376330 |
| Win Waste Innovations Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.1913% 3/24/2028 (b)(c)(j) | 8729179 | 8655505 |
| Win Waste Innovations Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1913% 3/27/2028 (b)(c)(j) | 2490000 | 2496225 |
|  |  | 30332158 |
| Multi-Utilities - 0.0% |  |  |
| Osmose Utilities Services Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6913% 6/23/2028 (b)(c)(j) | 175013 | 174663 |
| TOTAL UTILITIES |  | 46959886 |
| TOTAL UNITED STATES |  | 1966450256 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $2,210,722,873) |  | <br> **2151472567** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Capital One NA USD SOFR Spread-Adj ICE Swap Rate 5Y + 1.73%, 5.974% 8/9/2028 (b)(c) | 8844000 | 9018436 |
| KeyBank NA/Cleveland OH 6.95% 2/1/2028  | 1259000 | 1321559 |
| Regions Bank/Birmingham AL 6.45% 6/26/2037  | 15683000 | 15938986 |
| <br> **TOTAL BANK NOTES**<br> (Cost $25,774,154) |  | <br> **26278981** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 2.4%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 2.4%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 2.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 2.4%  |  |  |
| Ajax Mortgage Loan Trust Series 2021-E Class A1, 1.74% 12/25/2060 (d) | 9640824 | 8316774 |
| Bravo Residential Fdg Tr 2025-Nqm5 Series 2025-NQM5 Class A1, 5.496% 2/25/2065 (d)(i) | 6700000 | 6703378 |
| Bravo Residential Funding Trust Series 2023-RPL1 Class A1, 5% 5/25/2063 (d) | 11475434 | 11335970 |
| CFMT LLC Series 2022-HB10 Class A, 3.25% 11/25/2035 (d) | 5987181 | 5939396 |
| CFMT LLC Series 2024-HB13 Class A, 3% 5/25/2034 (b)(d) | 8236897 | 8076953 |
| CFMT LLC Series 2024-HB15 Class A, 4% 8/25/2034 (b)(d) | 4399248 | 4352365 |
| CFMT Series 2025-HB16 Class A, 3% 3/25/2035 (b)(d) | 5477565 | 5340616 |
| CIM Trust Series 2025-NR1 Class A1, 5% 6/25/2064 (d) | 14822417 | 14292872 |
| CIM Trust Series 2025-R1 Class A1, 5% 2/25/2099 (d) | 20330807 | 19955159 |
| CSMC Trust Series 2014-3R Class 2A1, CME Term SOFR 1 month Index + 0.8145%, 0% 5/27/2037 (b)(c)(d)(e) | 153098 | 15 |
| CSMC Trust Series 2015-1R Class 6A1, CME Term SOFR 1 month Index + 0.3945%, 4.3314% 5/27/2037 (b)(c)(d) | 337425 | 334211 |
| CSMC Trust Series 2021-RPL7 Class A1, 4.1993% 7/27/2061 (b)(d) | 4426389 | 4420938 |
| Fannie Mae Guaranteed REMIC Series 1999-17 Class PG, 6% 4/25/2029  | 19665 | 19941 |
| Fannie Mae Guaranteed REMIC Series 1999-25 Class Z, 6% 6/25/2029  | 22840 | 22941 |
| Fannie Mae Guaranteed REMIC Series 1999-32 Class PL, 6% 7/25/2029  | 28812 | 29309 |
| Fannie Mae Guaranteed REMIC Series 1999-33 Class PK, 6% 7/25/2029  | 20855 | 21195 |
| Fannie Mae Guaranteed REMIC Series 2001-20 Class Z, 6% 5/25/2031  | 28411 | 28810 |
| Fannie Mae Guaranteed REMIC Series 2001-31 Class ZC, 6.5% 7/25/2031  | 11854 | 11999 |
| Fannie Mae Guaranteed REMIC Series 2001-52 Class YZ, 6.5% 10/25/2031  | 4294 | 4425 |
| Fannie Mae Guaranteed REMIC Series 2002-16 Class ZD, 6.5% 4/25/2032  | 14002 | 14399 |
| Fannie Mae Guaranteed REMIC Series 2002-18 Class FD, U.S. 30-Day Avg. SOFR Index + 0.9145%, 5.2365% 2/25/2032 (b)(c) | 2940 | 2945 |
| Fannie Mae Guaranteed REMIC Series 2002-39 Class FD, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.4444% 3/18/2032 (b)(c) | 5356 | 5401 |
| Fannie Mae Guaranteed REMIC Series 2002-60 Class FV, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.4365% 4/25/2032 (b)(c) | 5659 | 5696 |
| Fannie Mae Guaranteed REMIC Series 2002-63 Class FN, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.4365% 10/25/2032 (b)(c) | 6684 | 6728 |
| Fannie Mae Guaranteed REMIC Series 2002-7 Class FC, U.S. 30-Day Avg. SOFR Index + 0.8645%, 5.1865% 1/25/2032 (b)(c) | 2767 | 2769 |
| Fannie Mae Guaranteed REMIC Series 2002-74 Class SV, 7.4355% - U.S. 30-Day Avg. SOFR Index 3.1136% 11/25/2032 (b)(h) | 6830 | 179 |
| Fannie Mae Guaranteed REMIC Series 2003-118 Class S, 7.9855% - U.S. 30-Day Avg. SOFR Index 3.6636% 12/25/2033 (b)(h) | 111917 | 12917 |
| Fannie Mae Guaranteed REMIC Series 2003-21 Class SK, 7.9855% - U.S. 30-Day Avg. SOFR Index 3.6636% 3/25/2033 (b)(h) | 6034 | 622 |
| Fannie Mae Guaranteed REMIC Series 2005-102 Class CO, 0% 11/25/2035 (n) | 15424 | 13301 |
| Fannie Mae Guaranteed REMIC Series 2005-47 Class SW, 6.6055% - U.S. 30-Day Avg. SOFR Index 2.2836% 6/25/2035 (b)(h) | 141351 | 10450 |
| Fannie Mae Guaranteed REMIC Series 2005-72 Class ZC, 5.5% 8/25/2035  | 433762 | 446729 |
| Fannie Mae Guaranteed REMIC Series 2005-73 Class SA, U.S. 30-Day Avg. SOFR Index + 17.2524%, 6.0152% 8/25/2035 (b)(c) | 2883 | 2994 |
| Fannie Mae Guaranteed REMIC Series 2005-79 Class ZC, 5.9% 9/25/2035  | 373631 | 366877 |
| Fannie Mae Guaranteed REMIC Series 2005-81 Class PC, 5.5% 9/25/2035  | 55827 | 56996 |
| Fannie Mae Guaranteed REMIC Series 2006-104 Class GI, 6.5655% - U.S. 30-Day Avg. SOFR Index 2.2436% 11/25/2036 (b)(h) | 84660 | 8154 |
| Fannie Mae Guaranteed REMIC Series 2006-116 Class SG, 6.5255% - U.S. 30-Day Avg. SOFR Index 2.2036% 12/25/2036 (b)(h) | 50725 | 5064 |
| Fannie Mae Guaranteed REMIC Series 2006-12 Class BO, 0% 10/25/2035 (n) | 67998 | 60523 |
| Fannie Mae Guaranteed REMIC Series 2006-15 Class OP, 0% 3/25/2036 (n) | 110383 | 93863 |
| Fannie Mae Guaranteed REMIC Series 2006-37 Class OW, 0% 5/25/2036 (n) | 11842 | 9647 |
| Fannie Mae Guaranteed REMIC Series 2007-40 Class SE, 6.3255% - U.S. 30-Day Avg. SOFR Index 2.0036% 5/25/2037 (b)(h) | 28429 | 3115 |
| Fannie Mae Guaranteed REMIC Series 2007-57 Class SA, U.S. 30-Day Avg. SOFR Index + 39.9331%, 14.0013% 6/25/2037 (b)(c) | 22546 | 27847 |
| Fannie Mae Guaranteed REMIC Series 2007-66 Class SA, U.S. 30-Day Avg. SOFR Index + 38.9131%, 12.9813% 7/25/2037 (b)(c) | 34004 | 42300 |
| Fannie Mae Guaranteed REMIC Series 2007-66 Class SB, U.S. 30-Day Avg. SOFR Index + 38.9131%, 12.9813% 7/25/2037 (b)(c) | 6464 | 7164 |
| Fannie Mae Guaranteed REMIC Series 2010-135 Class ZA, 4.5% 12/25/2040  | 969902 | 927164 |
| Fannie Mae Guaranteed REMIC Series 2010-150 Class ZC, 4.75% 1/25/2041  | 1424433 | 1400239 |
| Fannie Mae Guaranteed REMIC Series 2011-39 Class ZA, 6% 11/25/2032  | 126941 | 129931 |
| Fannie Mae Guaranteed REMIC Series 2011-4 Class PZ, 5% 2/25/2041  | 577591 | 572053 |
| Fannie Mae Guaranteed REMIC Series 2011-67 Class AI, 4% 7/25/2026 (h) | 1120 | 5 |
| Fannie Mae Guaranteed REMIC Series 2012-100 Class WI, 3% 9/25/2027 (h) | 263144 | 5839 |
| Fannie Mae Guaranteed REMIC Series 2012-134 Class MX, 3.5% 5/25/2042  | 476106 | 464844 |
| Fannie Mae Guaranteed REMIC Series 2012-149 Class DA, 1.75% 1/25/2043  | 892276 | 826251 |
| Fannie Mae Guaranteed REMIC Series 2012-149 Class GA, 1.75% 6/25/2042  | 1154315 | 1066803 |
| Fannie Mae Guaranteed REMIC Series 2012-67 Class AI, 4.5% 7/25/2027 (h) | 2255 | 31 |
| Fannie Mae Guaranteed REMIC Series 2012-9 Class SH, 6.4355% - U.S. 30-Day Avg. SOFR Index 2.1136% 6/25/2041 (b)(h) | 3332 | 7 |
| Fannie Mae Guaranteed REMIC Series 2013-133 Class IB, 3% 4/25/2032 (h) | 13015 | 43 |
| Fannie Mae Guaranteed REMIC Series 2013-134 Class SA, 5.9355% - U.S. 30-Day Avg. SOFR Index 1.6136% 1/25/2044 (b)(h) | 199021 | 21581 |
| Fannie Mae Guaranteed REMIC Series 2015-42 Class IL, 6% 6/25/2045 (h) | 995579 | 144784 |
| Fannie Mae Guaranteed REMIC Series 2015-70 Class JC, 3% 10/25/2045  | 930377 | 878770 |
| Fannie Mae Guaranteed REMIC Series 2016-104 Class B, 4% 12/25/2044  | 768764 | 761576 |
| Fannie Mae Guaranteed REMIC Series 2016-3 Class PL, 2.5% 2/25/2046  | 8765015 | 7464075 |
| Fannie Mae Guaranteed REMIC Series 2016-99 Class KA, 4% 11/25/2042  | 997465 | 984595 |
| Fannie Mae Guaranteed REMIC Series 2017-22 Class ED, 3.5% 6/25/2044  | 316328 | 312903 |
| Fannie Mae Guaranteed REMIC Series 2017-30 Class AI, 5.5% 5/25/2047 (h) | 609406 | 87318 |
| Fannie Mae Guaranteed REMIC Series 2020-45 Class JC, 1.5% 7/25/2040  | 13308087 | 10979310 |
| Fannie Mae Guaranteed REMIC Series 2020-51 Class BA, 2% 6/25/2046  | 7219082 | 6297108 |
| Fannie Mae Guaranteed REMIC Series 2021-21 Class HG, 2% 11/25/2047  | 3238636 | 2862514 |
| Fannie Mae Guaranteed REMIC Series 2021-45 Class DA, 3% 7/25/2051  | 4439840 | 3851690 |
| Fannie Mae Guaranteed REMIC Series 2021-66 Class DA, 2% 1/25/2048  | 2741621 | 2242212 |
| Fannie Mae Guaranteed REMIC Series 2021-66 Class DM, 2% 1/25/2048  | 2913558 | 2382829 |
| Fannie Mae Guaranteed REMIC Series 2021-69 Class JK, 1.5% 10/25/2051  | 2491627 | 2096376 |
| Fannie Mae Guaranteed REMIC Series 2021-85 Class L, 2.5% 8/25/2048  | 2365489 | 2048070 |
| Fannie Mae Guaranteed REMIC Series 2021-95 Class BA, 2.5% 6/25/2049  | 10885650 | 9329586 |
| Fannie Mae Guaranteed REMIC Series 2021-95, 2.5% 9/25/2048  | 7303273 | 6339771 |
| Fannie Mae Guaranteed REMIC Series 2021-96 Class AH, 2.5% 3/25/2049  | 26060347 | 22401368 |
| Fannie Mae Guaranteed REMIC Series 2021-96 Class HA, 2.5% 2/25/2050  | 3791720 | 3230877 |
| Fannie Mae Guaranteed REMIC Series 2022-1 Class KA, 3% 5/25/2048  | 2307944 | 2095666 |
| Fannie Mae Guaranteed REMIC Series 2022-11 Class B, 3% 6/25/2049  | 3109430 | 2848623 |
| Fannie Mae Guaranteed REMIC Series 2022-12 Class GD, 2.25% 3/25/2052  | 2880124 | 2590211 |
| Fannie Mae Guaranteed REMIC Series 2022-13 Class HA, 3% 8/25/2046  | 2503514 | 2323147 |
| Fannie Mae Guaranteed REMIC Series 2022-13 Class JA, 3% 5/25/2048  | 4444797 | 4038194 |
| Fannie Mae Guaranteed REMIC Series 2022-15 Class GC, 3% 1/25/2047  | 3700557 | 3426149 |
| Fannie Mae Guaranteed REMIC Series 2022-17 Class BH, 3% 5/25/2047  | 4012461 | 3770751 |
| Fannie Mae Guaranteed REMIC Series 2022-2 Class TH, 2.5% 2/25/2052  | 1421910 | 1288886 |
| Fannie Mae Guaranteed REMIC Series 2022-25 Class AB, 4% 9/25/2047  | 3966829 | 3868010 |
| Fannie Mae Guaranteed REMIC Series 2022-3 Class D, 2% 2/25/2048  | 10560446 | 9232893 |
| Fannie Mae Guaranteed REMIC Series 2022-3 Class N, 2% 10/25/2047  | 26936556 | 23267756 |
| Fannie Mae Guaranteed REMIC Series 2022-35 Class CK, 4% 3/25/2047  | 8409962 | 8070794 |
| Fannie Mae Guaranteed REMIC Series 2022-4 Class B, 2.5% 5/25/2049  | 2785029 | 2390960 |
| Fannie Mae Guaranteed REMIC Series 2022-4 Class YT, 2% 2/25/2052  | 3163208 | 2805075 |
| Fannie Mae Guaranteed REMIC Series 2022-49 Class TC, 4% 12/25/2048  | 1822984 | 1769468 |
| Fannie Mae Guaranteed REMIC Series 2022-5 Class BA, 2.5% 12/25/2049  | 3561223 | 3007293 |
| Fannie Mae Guaranteed REMIC Series 2022-5 Class DA, 2.25% 11/25/2047  | 9047751 | 7911217 |
| Fannie Mae Guaranteed REMIC Series 2022-53 Class FG, U.S. 30-Day Avg. SOFR Index + 0.8%, 5.122% 8/25/2052 (b)(c) | 10231838 | 9921104 |
| Fannie Mae Guaranteed REMIC Series 2022-56 Class FJ, U.S. 30-Day Avg. SOFR Index + 0.8%, 5.122% 9/25/2052 (b)(c) | 21712648 | 21053250 |
| Fannie Mae Guaranteed REMIC Series 2022-64 Class GF, U.S. 30-Day Avg. SOFR Index + 0.8%, 5.122% 10/25/2052 (b)(c) | 7244590 | 7099683 |
| Fannie Mae Guaranteed REMIC Series 2022-67 Class FA, U.S. 30-Day Avg. SOFR Index + 0.8%, 5.122% 10/25/2052 (b)(c) | 25443863 | 24683176 |
| Fannie Mae Guaranteed REMIC Series 2022-69 Class AB, 4.5% 1/25/2044  | 7226795 | 7082732 |
| Fannie Mae Guaranteed REMIC Series 2022-7 Class A, 3% 5/25/2048  | 3270307 | 2970462 |
| Fannie Mae Guaranteed REMIC Series 2022-7 Class E, 2.5% 11/25/2047  | 10527215 | 9317743 |
| Fannie Mae Guaranteed REMIC Series 2023-13 Class CK, 1.5% 11/25/2050  | 7896159 | 6251665 |
| Fannie Mae Guaranteed REMIC Series 2023-53 Class FD, U.S. 30-Day Avg. SOFR Index + 1.5%, 5.822% 11/25/2053 (b)(c) | 8275624 | 8330947 |
| Fannie Mae Guaranteed REMIC Series 2023-54 Class FD, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.772% 11/25/2053 (b)(c) | 20545107 | 20691121 |
| Fannie Mae Guaranteed REMIC Series 2023-56 Class FC, U.S. 30-Day Avg. SOFR Index + 1.5%, 5.822% 11/25/2053 (b)(c) | 3468035 | 3491432 |
| Fannie Mae Guaranteed REMIC Series 2024-41 Class FB, U.S. 30-Day Avg. SOFR Index + 1.53%, 5.852% 7/25/2054 (b)(c) | 4289325 | 4290136 |
| Fannie Mae Guaranteed REMIC Series 2024-90 Class FD, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 12/25/2054 (b)(c) | 23730140 | 23662263 |
| Fannie Mae Guaranteed REMIC Series 2024-93 Class FG, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.422% 12/25/2054 (b)(c) | 7462807 | 7453533 |
| Fannie Mae Mortgage pass-thru certificates Series 1997-41 Class J, 7.5% 6/18/2027  | 2513 | 2562 |
| Fannie Mae Mortgage pass-thru certificates Series 2006-45 Class OP, 0% 6/25/2036 (n) | 35441 | 29577 |
| Fannie Mae Mortgage pass-thru certificates Series 2006-62 Class KP, 0% 4/25/2036 (n) | 55854 | 46768 |
| Fannie Mae Mortgage pass-thru certificates Series 2013-51 Class GI, 3% 10/25/2032 (h) | 528930 | 21042 |
| Fannie Mae Mortgage pass-thru certificates Series 2020-55 Class A, 2% 5/25/2043  | 4392841 | 4000478 |
| Fannie Mae Mortgage pass-thru certificates Series 2020-63 Class DA, 2% 9/25/2045  | 2232338 | 1996269 |
| Fannie Mae Mortgage pass-thru certificates Series 2024-100 Class EF, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 6/25/2054 (b)(c) | 12365924 | 12314175 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-12 Class CF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.722% 3/25/2055 (b)(c) | 16632552 | 16615350 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-4 Class FH, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 9/25/2054 (b)(c) | 6029526 | 6010876 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class AF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.722% 2/25/2055 (b)(c) | 9830631 | 9809835 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class DF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.722% 9/25/2054 (b)(c) | 9957538 | 9926933 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FB, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 2/25/2055 (b)(c) | 12476553 | 12439035 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FE, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.472% 2/25/2055 (b)(c) | 5350152 | 5335650 |
| Fannie Mae Series 2010-95 Class ZC, 5% 9/25/2040  | 3014379 | 2842175 |
| Fannie Mae Series 2022-28 Class A, 2.5% 2/25/2052  | 7551044 | 7088905 |
| Fannie Mae Series 2022-30 Class E, 4.5% 7/25/2048  | 5873582 | 5772819 |
| Fannie Mae Series 2022-9 Class BA, 3% 5/25/2048  | 3393546 | 3081781 |
| Fannie Mae Stripped Mortgage-Backed Securities Series 2003-339 Class 5, 5.5% 7/25/2033 (h) | 28470 | 4050 |
| Fannie Mae Stripped Mortgage-Backed Securities Series 2003-343 Class 16, 5.5% 5/25/2034 (h) | 26034 | 3827 |
| Fannie Mae Stripped Mortgage-Backed Securities Series 2003-348 Class 14, 6.5% 8/25/2034 (b)(h) | 17606 | 3159 |
| Fannie Mae Stripped Mortgage-Backed Securities Series 2004-351 Class 12, 5.5% 4/25/2034 (b)(h) | 10735 | 1640 |
| Fannie Mae Stripped Mortgage-Backed Securities Series 2004-351 Class 13, 6% 3/25/2034 (h) | 16337 | 2763 |
| Fannie Mae Stripped Mortgage-Backed Securities Series 2005-359 Class 19, 6% 7/25/2035 (b)(h) | 9577 | 1690 |
| Fannie Mae Stripped Mortgage-Backed Securities Series 2007-384 Class 6, 5% 7/25/2037 (h) | 111589 | 17945 |
| Freddie Mac Manufactured Housing participation certificates Series 1998-2043 Class ZH, 6% 4/15/2028  | 7267 | 7371 |
| Freddie Mac Manufactured Housing participation certificates Series 1998-2056 Class Z, 6% 5/15/2028  | 21299 | 21635 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2014-4386 Class AZ, 4.5% 11/15/2040  | 1374293 | 1337394 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class EA, 2.5% 8/25/2048  | 2324649 | 2012961 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class GC, 2% 11/25/2047  | 2204382 | 1896892 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2021-5164 Class M, 2.5% 7/25/2048  | 2374507 | 2058924 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2021-5165 Class PC, 1.5% 11/25/2051  | 3142085 | 2642146 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2121 Class MG, 6% 2/15/2029  | 10562 | 10767 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2131 Class BG, 6% 3/15/2029  | 80020 | 81610 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2135 Class JE, 6% 3/15/2029  | 4677 | 4776 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2137 Class PG, 6% 3/15/2029  | 12287 | 12512 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2154 Class PT, 6% 5/15/2029  | 22344 | 22779 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2000-2218 Class ZB, 6% 3/15/2030  | 13856 | 14127 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2274 Class ZM, 6.5% 1/15/2031  | 7645 | 7736 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2303 Class ZV, 6% 4/15/2031  | 7607 | 7789 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2357 Class ZB, 6.5% 9/15/2031  | 79945 | 81931 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2412 Class FK, U.S. 30-Day Avg. SOFR Index + 0.9145%, 5.2468% 1/15/2032 (b)(c) | 2189 | 2193 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2423 Class FA, U.S. 30-Day Avg. SOFR Index + 1.0145%, 5.3468% 3/15/2032 (b)(c) | 3083 | 3096 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2424 Class FM, U.S. 30-Day Avg. SOFR Index + 1.1145%, 5.4468% 3/15/2032 (b)(c) | 2970 | 2988 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2432 Class FE, U.S. 30-Day Avg. SOFR Index + 1.0145%, 5.3468% 6/15/2031 (b)(c) | 4794 | 4810 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2432 Class FG, U.S. 30-Day Avg. SOFR Index + 1.0145%, 5.3468% 3/15/2032 (b)(c) | 1681 | 1687 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2502 Class ZC, 6% 9/15/2032  | 20737 | 21222 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2519 Class ZD, 5.5% 11/15/2032  | 28942 | 29234 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2520 Class BE, 6% 11/15/2032  | 55430 | 56938 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2693 Class MD, 5.5% 10/15/2033  | 525970 | 532957 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2004-2802 Class OB, 6% 5/15/2034  | 28952 | 29510 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2933 Class ZM, 5.75% 2/15/2035  | 736239 | 728829 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2947 Class XZ, 6% 3/15/2035  | 233984 | 239527 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2996 Class ZD, 5.5% 6/15/2035  | 469533 | 462698 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2998 Class LY, 5.5% 7/15/2025  | 106 | 106 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2005-3002 Class NE, 5% 7/15/2035  | 124295 | 126621 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3110 Class OP, 0% 9/15/2035 (n) | 6552 | 6458 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3115 Class SM, 6.4855% - U.S. 30-Day Avg. SOFR Index 2.1532% 2/15/2036 (b)(h) | 38619 | 3477 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3119 Class PO, 0% 2/15/2036 (n) | 133064 | 108965 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3121 Class KO, 0% 3/15/2036 (n) | 19514 | 16974 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3123 Class LO, 0% 3/15/2036 (n) | 72087 | 59745 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3145 Class GO, 0% 4/15/2036 (n) | 80130 | 66776 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3189 Class PD, 6% 7/15/2036  | 125216 | 129681 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3237 Class C, 5.5% 11/15/2036  | 598116 | 611100 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3244 Class SG, 6.5455% - U.S. 30-Day Avg. SOFR Index 2.2132% 11/15/2036 (b)(h) | 179449 | 15738 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3258 Class PM, 5.5% 12/15/2036  | 38306 | 39240 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2007-3336 Class LI, 6.4655% - U.S. 30-Day Avg. SOFR Index 2.1332% 6/15/2037 (b)(h) | 119672 | 13338 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2007-3366 Class FD, U.S. 30-Day Avg. SOFR Index + 0.3645%, 4.6968% 5/15/2037 (b)(c) | 139808 | 138049 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2008-3415 Class PC, 5% 12/15/2037  | 57350 | 57599 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3832 Class PE, 5% 3/15/2041  | 584155 | 585486 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3949 Class MK, 4.5% 10/15/2034  | 88275 | 87079 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2012-4026 Class MQ, 4% 4/15/2042  | 108136 | 104191 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2012-4135 Class AB, 1.75% 6/15/2042  | 869102 | 808121 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2013-4149 Class IO, 3% 1/15/2033 (h) | 310533 | 20470 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2013-4281 Class AI, 4% 12/15/2028 (h) | 74 | 0 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2014-4314 Class AI, 5% 3/15/2034 (h) | 552 | 3 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4427 Class LI, 3.5% 2/15/2034 (h) | 375179 | 13517 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4471 Class PA, 4% 12/15/2040  | 260457 | 257228 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4516 Class A, 4% 8/15/2041  | 207880 | 206983 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4646 Class LA, 4% 9/15/2045  | 545917 | 542028 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4661 Class AC, 4% 4/15/2043  | 79524 | 79295 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4676 Class VD, 4% 8/15/2037  | 16925 | 16893 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4683 Class LM, 3% 5/15/2047  | 1355986 | 1292743 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4692 Class KB, 4% 10/15/2046  | 2031773 | 1972110 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4744 Class JA, 3% 9/15/2047  | 919663 | 830229 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4746 Class PA, 4% 2/15/2047  | 978228 | 956894 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-4954 Class KE, 1.5% 2/25/2050  | 2678269 | 2139966 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5001 Class A, 2% 1/25/2045  | 2365042 | 2154563 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5018 Class LC, 3% 10/25/2040  | 1503746 | 1340034 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5050 Class KP, 1% 12/25/2050  | 1651300 | 1365388 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5058 Class BE, 3% 11/25/2050  | 5512857 | 4630697 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5066 Class A, 1.5% 11/25/2044  | 1760959 | 1507022 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5083 Class VA, 1% 8/15/2038  | 3827612 | 3620178 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5115 Class A, 2% 3/25/2040  | 6269424 | 5527158 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5139 Class JC, 2% 8/25/2040  | 6036485 | 5219096 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5141 Class JM, 1.5% 4/25/2051  | 1877877 | 1555323 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5147 Class WN, 2% 1/25/2040  | 6393106 | 5590674 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5148 Class AD, 1.5% 10/25/2051  | 2474874 | 2076440 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5148 Class PC, 1.5% 10/25/2051  | 2443703 | 2027191 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5169 Class BA, 2.5% 5/25/2049  | 6276023 | 5380490 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5169 Class TP, 2.5% 6/25/2049  | 2358803 | 2016797 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5175 Class CB, 2.5% 4/25/2050  | 13904068 | 11913436 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5178 Class CT, 2% 11/25/2040  | 6552924 | 5636866 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5178 Class TP, 2.5% 4/25/2049  | 5479394 | 4700193 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5180 Class KA, 2.5% 10/25/2047  | 2753339 | 2427359 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5182 Class A, 2.5% 10/25/2048  | 18363465 | 15939893 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class DA, 2.5% 5/25/2049  | 1823635 | 1562981 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class TP, 2.5% 5/25/2049  | 3788328 | 3246385 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class BA, 2.5% 11/25/2047  | 1728193 | 1522343 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class CA, 2.5% 5/25/2049  | 3174510 | 2719615 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5191 Class CA, 2.5% 4/25/2050  | 3240309 | 2732281 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class A, 2.5% 6/25/2049  | 3174523 | 2719616 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class DA, 2.5% 11/25/2047  | 1311261 | 1156305 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5198 Class BA, 2.5% 11/25/2047  | 5661190 | 5026231 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5199 Class PH, 2.25% 3/25/2052  | 2316601 | 2002023 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5200 Class C, 3% 5/25/2048  | 7569304 | 7004102 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class AG, 3% 1/25/2049  | 1740249 | 1572501 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class BC, 3% 5/25/2048  | 7194171 | 6533316 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class LB, 2.5% 10/25/2047  | 1405557 | 1241312 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class UA, 3% 4/25/2050  | 2579093 | 2275772 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5210 Class AB, 3% 1/25/2042  | 4048403 | 3754549 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5210 Class TA, 3.5% 11/25/2046  | 2465254 | 2306992 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5213 Class AH, 2.25% 4/25/2037  | 5768297 | 5396719 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5214 Class CG, 3.5% 4/25/2052  | 3405893 | 3209790 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5220 Class PK, 3.5% 1/25/2051  | 4823508 | 4539094 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5236 Class P, 5% 4/25/2048  | 2618664 | 2616241 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5248 Class A, 4% 4/15/2048  | 6867201 | 6755390 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5266 Class CD, 4.5% 10/25/2044  | 6052883 | 5979273 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-5354 Class FC, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.772% 10/25/2053 (b)(c) | 9430952 | 9488139 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5459 Class FD, U.S. 30-Day Avg. SOFR Index + 1%, 5.322% 10/25/2054 (b)(c) | 5295855 | 5265486 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class NF, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.472% 2/25/2055 (b)(c) | 17415158 | 17339817 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class WF, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 2/25/2055 (b)(c) | 5118876 | 5074943 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5500 Class FV, U.S. 30-Day Avg. SOFR Index + 1.25%, 5.572% 10/25/2054 (b)(c) | 9339673 | 9322167 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5509 Class FB, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.472% 2/25/2055 (b)(c) | 22383614 | 22318686 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5517 Class HF, U.S. 30-Day Avg. SOFR Index + 1.35%, 5.672% 3/25/2055 (b)(c) | 17843475 | 17779542 |
| Freddie Mac Non Gold Pool Series 1998-2095 Class PE, 6% 11/15/2028  | 25885 | 26353 |
| Freddie Mac Non Gold Pool Series 1998-2101 Class PD, 6% 11/15/2028  | 2481 | 2522 |
| Freddie Mac Non Gold Pool Series 1999-2162 Class PH, 6% 6/15/2029  | 3864 | 3924 |
| Freddie Mac Non Gold Pool Series 2006-3225 Class EO, 0% 10/15/2036 (n) | 40990 | 33591 |
| Ginnie Mae Mortgage pass-thru certificates Series 2010-H10 Class FA, CME Term SOFR 1 month Index + 0.4445%, 4.7663% 5/20/2060 (b)(c)(o) | 215097 | 215320 |
| Ginnie Mae Mortgage pass-thru certificates Series 2010-H19 Class FG, CME Term SOFR 1 month Index + 0.4145%, 4.7334% 8/20/2060 (b)(c)(o) | 50068 | 50117 |
| Ginnie Mae Mortgage pass-thru certificates Series 2010-H27 Class FA, CME Term SOFR 1 month Index + 0.38%, 4.8134% 12/20/2060 (b)(c)(o) | 137956 | 138272 |
| Ginnie Mae Mortgage pass-thru certificates Series 2011-H05 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 12/20/2060 (b)(c)(o) | 124922 | 125370 |
| Ginnie Mae Mortgage pass-thru certificates Series 2011-H07 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 2/20/2061 (b)(c)(o) | 123160 | 123667 |
| Ginnie Mae Mortgage pass-thru certificates Series 2011-H12 Class FA, CME Term SOFR 1 month Index + 0.6045%, 4.9234% 2/20/2061 (b)(c)(o) | 152199 | 152807 |
| Ginnie Mae Mortgage pass-thru certificates Series 2011-H13 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 4/20/2061 (b)(c)(o) | 135707 | 136182 |
| Ginnie Mae Mortgage pass-thru certificates Series 2011-H14 Class FB, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 5/20/2061 (b)(c)(o) | 122781 | 123317 |
| Ginnie Mae Mortgage pass-thru certificates Series 2011-H14 Class FC, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 5/20/2061 (b)(c)(o) | 124257 | 124732 |
| Ginnie Mae Mortgage pass-thru certificates Series 2011-H17 Class FA, CME Term SOFR 1 month Index + 0.6445%, 4.9634% 6/20/2061 (b)(c)(o) | 130523 | 131062 |
| Ginnie Mae Mortgage pass-thru certificates Series 2011-H21 Class FA, CME Term SOFR 1 month Index + 0.7145%, 5.0334% 10/20/2061 (b)(c)(o) | 276981 | 278419 |
| Ginnie Mae Mortgage pass-thru certificates Series 2012-H01 Class FA, CME Term SOFR 1 month Index + 0.8145%, 5.1334% 11/20/2061 (b)(c)(o) | 175178 | 176227 |
| Ginnie Mae Mortgage pass-thru certificates Series 2012-H03 Class FA, CME Term SOFR 1 month Index + 0.8145%, 5.1334% 1/20/2062 (b)(c)(o) | 94907 | 95474 |
| Ginnie Mae Mortgage pass-thru certificates Series 2012-H06 Class FA, CME Term SOFR 1 month Index + 0.7445%, 5.0634% 1/20/2062 (b)(c)(o) | 186215 | 187308 |
| Ginnie Mae Mortgage pass-thru certificates Series 2012-H07 Class FA, CME Term SOFR 1 month Index + 0.7445%, 5.0634% 3/20/2062 (b)(c)(o) | 96658 | 97162 |
| Ginnie Mae Mortgage pass-thru certificates Series 2012-H21 Class DF, CME Term SOFR 1 month Index + 0.7645%, 5.0834% 5/20/2061 (b)(c)(o) | 11372 | 11373 |
| Ginnie Mae Mortgage pass-thru certificates Series 2012-H23 Class WA, CME Term SOFR 1 month Index + 0.6345%, 4.9534% 10/20/2062 (b)(c)(o) | 76481 | 76821 |
| Ginnie Mae Mortgage pass-thru certificates Series 2013-H07 Class BA, CME Term SOFR 1 month Index + 0.36%, 4.7934% 3/20/2063 (b)(c)(o) | 149548 | 149818 |
| Ginnie Mae Mortgage pass-thru certificates Series 2014-H03 Class FA, CME Term SOFR 1 month Index + 0.7145%, 5.0334% 1/20/2064 (b)(c)(o) | 78148 | 78575 |
| Ginnie Mae Mortgage pass-thru certificates Series 2014-H05 Class FB, CME Term SOFR 1 month Index + 0.7145%, 5.0334% 12/20/2063 (b)(c)(o) | 155755 | 156622 |
| Ginnie Mae Mortgage pass-thru certificates Series 2014-H11 Class BA, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 6/20/2064 (b)(c)(o) | 568677 | 570666 |
| Ginnie Mae Mortgage pass-thru certificates Series 2014-H20 Class BF, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 9/20/2064 (b)(c)(o) | 1975721 | 1983340 |
| Ginnie Mae Mortgage pass-thru certificates Series 2015-H13 Class HA, 2.5% 8/20/2064 (o) | 4359 | 4100 |
| Ginnie Mae Mortgage pass-thru certificates Series 2016-H20 Class FM, CME Term SOFR 1 month Index + 0.5145%, 4.8334% 12/20/2062 (b)(c)(o) | 23993 | 23865 |
| Ginnie Mae Mortgage pass-thru certificates Series 2017-134 Class BA, 2.5% 11/20/2046  | 1341924 | 1208177 |
| Ginnie Mae Mortgage pass-thru certificates Series 2017-H06 Class FA, 1 year U.S. Treasury Index + 0.35%, 4.44% 8/20/2066 (b)(c)(o) | 545479 | 542778 |
| Ginnie Mae REMIC pass-thru certificates Series 2004-24 Class ZM, 5% 4/20/2034  | 192411 | 190851 |
| Ginnie Mae REMIC pass-thru certificates Series 2004-32 Class GS, 6.3855% - CME Term SOFR 1 month Index 2.0569% 5/16/2034 (b)(h) | 38856 | 2521 |
| Ginnie Mae REMIC pass-thru certificates Series 2004-73 Class AL, 7.0855% - CME Term SOFR 1 month Index 2.7569% 8/17/2034 (b)(h) | 38981 | 3387 |
| Ginnie Mae REMIC pass-thru certificates Series 2007-35 Class SC, CME Term SOFR 1 month Index + 39.5131%, 13.5411% 6/16/2037 (b)(c) | 2080 | 2379 |
| Ginnie Mae REMIC pass-thru certificates Series 2007-37 Class TS, 6.5755% - CME Term SOFR 1 month Index 2.2469% 6/16/2037 (b)(h) | 72811 | 7128 |
| Ginnie Mae REMIC pass-thru certificates Series 2010-116 Class QB, 4% 9/16/2040  | 5024930 | 4759805 |
| Ginnie Mae REMIC pass-thru certificates Series 2010-160 Class DY, 4% 12/20/2040  | 2262714 | 2190618 |
| Ginnie Mae REMIC pass-thru certificates Series 2010-170 Class B, 4% 12/20/2040  | 500240 | 483830 |
| Ginnie Mae REMIC pass-thru certificates Series 2010-H03 Class FA, CME Term SOFR 1 month Index + 0.6645%, 4.9863% 3/20/2060 (b)(c)(o) | 250758 | 252008 |
| Ginnie Mae REMIC pass-thru certificates Series 2011-136 Class WI, 4.5% 5/20/2040 (h) | 16667 | 717 |
| Ginnie Mae REMIC pass-thru certificates Series 2011-94 Class SA, 5.9855% - CME Term SOFR 1 month Index 1.6611% 7/20/2041 (b)(h) | 193010 | 18360 |
| Ginnie Mae REMIC pass-thru certificates Series 2013-149 Class MA, 2.5% 5/20/2040  | 918148 | 900152 |
| Ginnie Mae REMIC pass-thru certificates Series 2014-2 Class BA, 3% 1/20/2044  | 2753629 | 2467422 |
| Ginnie Mae REMIC pass-thru certificates Series 2014-21 Class HA, 3% 2/20/2044  | 1037408 | 954382 |
| Ginnie Mae REMIC pass-thru certificates Series 2014-25 Class HC, 3% 2/20/2044  | 1761808 | 1567201 |
| Ginnie Mae REMIC pass-thru certificates Series 2014-5 Class A, 3% 1/20/2044  | 1405268 | 1261604 |
| Ginnie Mae REMIC pass-thru certificates Series 2016-69 Class WA, 3% 2/20/2046  | 907960 | 827454 |
| Ginnie Mae REMIC pass-thru certificates Series 2017-139 Class BA, 3% 9/20/2047  | 4379956 | 3850133 |
| Ginnie Mae REMIC pass-thru certificates Series 2017-186 Class HK, 3% 11/16/2045  | 2530193 | 2326872 |
| Ginnie Mae REMIC pass-thru certificates Series 2019-11 Class F, CME Term SOFR 1 month Index + 0.5145%, 4.8389% 1/20/2049 (b)(c) | 3015215 | 2994383 |
| Ginnie Mae REMIC pass-thru certificates Series 2019-128 Class FH, CME Term SOFR 1 month Index + 0.6145%, 4.9389% 10/20/2049 (b)(c) | 985011 | 963628 |
| Ginnie Mae REMIC pass-thru certificates Series 2019-23 Class NF, CME Term SOFR 1 month Index + 0.5645%, 4.8889% 2/20/2049 (b)(c) | 1967241 | 1931428 |
| GS Mortgage-Backed Securities Trust Series 2024-RPL2 Class A1, 3.75% 7/25/2061 (d) | 8013376 | 7764199 |
| JPMorgan Mortgage Trust Series 2025-NQM2 Class A1, 5.567% 9/25/2065 (b)(d) | 6200000 | 6206955 |
| MFA Trust Series 2022-RPL1 Class A1, 3.3% 8/25/2061 (d) | 6304274 | 5851948 |
| MFRA Trust Series 2024-RPL1 Class A1, 4.25% 2/25/2066 (b)(d) | 4135120 | 3827503 |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3 Series 2025-NQM3 Class A1, 5.53% 5/25/2070 (b)(d) | 13160000 | 13173811 |
| NYMT Loan Trust Series 2021-CP1 Class A1, 2.0424% 7/25/2061 (d) | 2391895 | 2208357 |
| NYMT Loan Trust Series 2024-CP1 Class A1, 3.75% 2/25/2068 (d) | 4655488 | 4287015 |
| Ocwen Loan Investment Trust Series 2023-HB1 Class A, 3% 6/25/2036 (d) | 1088617 | 1074331 |
| Ocwen Loan Investment Trust Series 2024-HB1 Class A, 3% 2/25/2037 (d) | 1231650 | 1197895 |
| Onity Loan Investment Trust 2024-Hb2 Series 2024-HB2 Class A, 5% 8/25/2037 (d) | 3201171 | 3188773 |
| PRET Trust Series 2024-RPL1 Class A1, 3.9% 10/25/2063 (d) | 7760610 | 7278944 |
| PRET Trust Series 2025-RPL2 Class A1, 4% 8/25/2064 (d) | 20852908 | 19962926 |
| PRPM LLC Series 2024-RCF3 Class A1, 4% 5/25/2054 (d) | 9091192 | 8844990 |
| PRPM LLC Series 2024-RCF4 Class A1, 4% 7/25/2054 (d) | 2718179 | 2651441 |
| PRPM LLC Series 2024-RCF6 Class A1, 4% 10/25/2054 (b)(d) | 1451313 | 1403291 |
| PRPM LLC Series 2024-RPL2 Class A1, 3.5% 5/25/2054 (b)(d) | 9899700 | 9536106 |
| RMF Buyout Issuance Trust Series 2020-HB1 Class A1, 1.7188% 10/25/2050 (d) | 2173615 | 2006832 |
| RMF Buyout Issuance Trust Series 2021-HB1 Class A, 1.2586% 11/25/2031 (d) | 227743 | 226937 |
| Sequoia Mortgage Trust Series 2004-6 Class A3B, CME Term SOFR 6 month Index + 1.3083%, 5.5914% 7/20/2034 (b)(c) | 2040 | 1881 |
| Thornburg Mortgage Securities Trust Series 2003-4 Class A1, CME Term SOFR 1 month Index + 0.7545%, 5.0792% 9/25/2043 (b)(c) | 861534 | 830662 |
| TOWD Point Mortgage Trust Series 2018-1 Class A2, 3.25% 1/25/2058 (d) | 7000000 | 6715478 |
| Towd Point Mortgage Trust Series 2022-1 Class A1, 3.75% 7/25/2062 (d) | 6291255 | 5926118 |
| TOTAL UNITED STATES |  | 938783282 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $940,917,654) |  | <br> **938783282** |

---

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| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 5.2%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 5.2%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 5.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| GRAND CAYMAN (UK OVERSEAS TER) - 0.0%  |  |  |
| Prima Capital CRE Securitization Ltd/Llc Series 2019-RK1 Class BT, 4.45% 4/15/2038 (d) | 2000000 | 1918170 |
| UNITED STATES - 5.2%  |  |  |
| ALA Trust Series 2025-OANA Class A, CME Term SOFR 1 month Index + 1.7426%, 6.0426% 6/15/2030 (b)(c)(d) | 19850000 | 19933136 |
| Ares Tr 2 Series 2025-IND3 Class E, CME Term SOFR 1 month Index + 3.55%, 7.8787% 4/15/2042 (b)(c)(d) | 1556000 | 1547175 |
| Ares Trust Series 2024-IND2 Class F, CME Term SOFR 1 month Index + 4.039%, 8.3677% 10/15/2034 (b)(c)(d) | 2069000 | 2070138 |
| BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class ANM, 3.112% 11/5/2032 (d) | 11081323 | 10550000 |
| BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class BNM, 3.465% 11/5/2032 (d) | 2422000 | 2243110 |
| BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class CNM, 3.7186% 11/5/2032 (b)(d) | 1322000 | 1178442 |
| BAMLL Commercial Mortgage Securities Trust Series 2021-JACX Class E, CME Term SOFR 1 month Index + 3.8645%, 8.1935% 9/15/2038 (b)(c)(d) | 1120000 | 974819 |
| BAMLL Commercial Mortgage Securities Trust Series 2022-DKLX Class A, CME Term SOFR 1 month Index + 1.15%, 5.479% 1/15/2039 (b)(c)(d) | 15270484 | 15213220 |
| BAMLL Commercial Mortgage Securities Trust Series 2022-DKLX Class B, CME Term SOFR 1 month Index + 1.55%, 5.879% 1/15/2039 (b)(c)(d) | 2884868 | 2861429 |
| BAMLL Commercial Mortgage Securities Trust Series 2022-DKLX Class C, CME Term SOFR 1 month Index + 2.15%, 6.479% 1/15/2039 (b)(c)(d) | 2059584 | 2039631 |
| Bank of America Merrill Lynch Commercial Mortgage Trust Series 2016-UB10 Class C, 4.8227% 7/15/2049 (b) | 845000 | 808457 |
| Bank of America Merrill Lynch Commercial Mortgage Trust Series 2016-UB10 Class D, 3% 7/15/2049 (d) | 2108000 | 1847777 |
| Bank of America Merrill Lynch Commercial Mortgage Trust Series 2016-UB10 Class XA, 1.7203% 7/15/2049 (b)(h) | 14603082 | 81073 |
| Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 Class C, 4.352% 2/15/2050 (b) | 610000 | 582122 |
| BANK Series 2017-BNK4 Class D, 3.357% 5/15/2050 (d) | 1426000 | 1078038 |
| BANK Series 2017-BNK6 Class ASB, 3.289% 7/15/2060  | 902933 | 893581 |
| BANK Series 2017-BNK8 Class D, 2.6% 11/15/2050 (d) | 1738000 | 900027 |
| BANK Series 2017-BNK8 Class E, 2.8% 11/15/2050 (d) | 1092000 | 487416 |
| BANK Series 2018-BN10 Class ASB, 3.641% 2/15/2061  | 2287862 | 2260305 |
| BANK Series 2018-BN10 Class C, 4.163% 2/15/2061 (b) | 2308000 | 2128790 |
| BANK Series 2018-BN15 Class D, 3% 11/15/2061 (d) | 735000 | 598860 |
| BANK Series 2018-BN15 Class E, 3% 11/15/2061 (d) | 735000 | 550804 |
| BANK Series 2019-BN20 Class ASB, 2.933% 9/15/2062  | 607732 | 584750 |
| BANK Series 2019-BN21 Class A5, 2.851% 10/17/2052  | 2606000 | 2377551 |
| BANK Series 2019-BN23 Class ASB, 2.846% 12/15/2052  | 1645673 | 1578760 |
| BANK Series 2020-BN25 Class C, 3.3494% 1/15/2063 (b) | 1375000 | 1179385 |
| BANK Series 2020-BN27 Class D, 2.5% 4/15/2063 (d) | 430000 | 317437 |
| BANK Series 2020-BN28 Class A4, 1.844% 3/15/2063  | 1473000 | 1264740 |
| BANK Series 2020-BN28 Class AS, 2.14% 3/15/2063  | 639000 | 543859 |
| BANK Series 2020-BN28 Class E, 2.5% 3/15/2063 (d) | 441000 | 312740 |
| BANK Series 2020-BN30 Class MCDG, 2.9182% 12/15/2053 (b) | 3731000 | 1756709 |
| BANK Series 2021-BN32 Class A5, 2.643% 4/15/2054  | 630000 | 555985 |
| BANK Series 2021-BN33 Class A5, 2.556% 5/15/2064  | 1238000 | 1084558 |
| BANK Series 2021-BN33 Class B, 2.893% 5/15/2064  | 1016000 | 856835 |
| BANK Series 2021-BN33 Class XA, 1.0438% 5/15/2064 (b)(h) | 10180844 | 430118 |
| BANK Series 2021-BN35 Class A5, 2.285% 6/15/2064  | 1860000 | 1591036 |
| BANK Series 2021-BN38 Class C, 3.2179% 12/15/2064 (b) | 260000 | 210965 |
| BANK Series 2022-BNK39 Class A4, 2.928% 2/15/2055  | 1626000 | 1427537 |
| BANK Series 2022-BNK40 Class A4, 3.3909% 3/15/2064 (b) | 522000 | 471963 |
| BANK Series 2022-BNK42 Class A5, 4.493% 6/15/2055 (b) | 1746000 | 1667436 |
| BANK Series 2022-BNK42 Class D, 2.5% 6/15/2055 (d) | 943000 | 686147 |
| BANK Series 2022-BNK42 Class E, 2.5% 6/15/2055 (d)(e) | 738000 | 500741 |
| BANK Series 2022-BNK43 Class D, 3% 8/15/2055 (d) | 1759000 | 1217282 |
| BANK Series 2022-BNK44 Class AS, 5.7439% 11/15/2055 (b) | 1097000 | 1116492 |
| BANK Series 2022-BNK44 Class C, 5.7439% 11/15/2055 (b) | 2063000 | 1987221 |
| BANK Series 2023-BNK45 Class A5, 5.203% 2/15/2056 (b) | 4700000 | 4698234 |
| BANK Series 2023-BNK45 Class B, 6.148% 2/15/2056 (b) | 1465000 | 1498794 |
| BANK Series 2023-BNK46 Class A4, 5.745% 8/15/2056  | 2191000 | 2267349 |
| BANK Series 2023-BNK46 Class B, 6.774% 8/15/2056 (b) | 1491000 | 1568405 |
| BANK5 Series 2024-5YR12 Class C, 6.3026% 12/15/2057 (b) | 1461000 | 1471543 |
| BBCMS Mortgage Trust Series 2016-ETC Class D, 3.6089% 8/14/2036 (b)(d) | 868000 | 790362 |
| BBCMS Mortgage Trust Series 2016-ETC Class E, 3.6089% 8/14/2036 (b)(d) | 637000 | 567984 |
| BBCMS Mortgage Trust Series 2019-C3 Class C, 4.178% 5/15/2052  | 477000 | 416101 |
| BBCMS Mortgage Trust Series 2019-C5 Class D, 2.5% 11/15/2052 (d) | 333000 | 267588 |
| BBCMS Mortgage Trust Series 2020-C7 Class B, 3.152% 4/15/2053  | 851000 | 739230 |
| BBCMS Mortgage Trust Series 2020-C7 Class C, 3.5874% 4/15/2053 (b) | 817000 | 688460 |
| BBCMS Mortgage Trust Series 2020-C8 Class E, 2.25% 10/15/2053 (d) | 1476000 | 937792 |
| BBCMS Mortgage Trust Series 2021-C12 Class A5, 2.689% 11/15/2054  | 501000 | 435690 |
| BBCMS Mortgage Trust Series 2022-C14 Class A5, 2.946% 2/15/2055 (b) | 2455000 | 2145968 |
| BBCMS Mortgage Trust Series 2022-C15 Class A5, 3.662% 4/15/2055  | 2126000 | 1924916 |
| BBCMS Mortgage Trust Series 2022-C16 Class A5, 4.6% 6/15/2055  | 3210000 | 3127074 |
| BBCMS Mortgage Trust Series 2022-C16 Class B, 4.6% 6/15/2055  | 791000 | 733437 |
| BBCMS Mortgage Trust Series 2022-C17 Class A5, 4.441% 9/15/2055  | 2520000 | 2409256 |
| BBCMS Mortgage Trust Series 2022-C17 Class B, 4.889% 9/15/2055  | 1050000 | 990873 |
| BBCMS Mortgage Trust Series 2022-C17 Class D, 2.5% 9/15/2055 (d) | 3429000 | 2462085 |
| BBCMS Mortgage Trust Series 2022-C18 Class A5, 5.71% 12/15/2055  | 2816000 | 2902272 |
| BBCMS Mortgage Trust Series 2022-C18 Class B, 6.1512% 12/15/2055 (b) | 1323000 | 1356723 |
| BBCMS Mortgage Trust Series 2023-C19 Class A5, 5.451% 4/15/2056  | 1796000 | 1826140 |
| BBCMS Mortgage Trust Series 2023-C20 Class A5, 5.576% 7/15/2056  | 1566000 | 1605336 |
| BBCMS Mortgage Trust Series 2023-C21 Class AS, 6.2958% 9/15/2056 (b) | 1105000 | 1157298 |
| BBCMS Mortgage Trust Series 2023-C21 Class C, 6.2958% 9/15/2056 (b) | 1661000 | 1651398 |
| BBCMS Mortgage Trust Series 2023-C22 Class C, 7.13% 11/15/2056 (b) | 1757000 | 1768166 |
| BBCMS Mortgage Trust Series 2024-C24 Class B, 5.718% 2/15/2057  | 790000 | 781673 |
| BBCMS Mortgage Trust Series 2024-C26 Class C, 6% 5/15/2057  | 520000 | 511410 |
| BBCMS Mortgage Trust Series 2024-C30 Class C, 5.98% 11/15/2057  | 1264000 | 1235576 |
| BBCMS Mortgage Trust Series 2025-5C33 Class C, 5.981% 3/15/2058  | 948000 | 945305 |
| BBCMS Mortgage Trust Series 2025-5C33 Class D, 6.8473% 3/15/2058 (b)(d) | 1385000 | 1316403 |
| BBCMS Mortgage Trust Series 2025-C32 Class C, 6.125% 2/15/2062 (b) | 1183000 | 1166536 |
| BBCMS Mortgage Trust Series 2025-C32 Class D, 4.5% 2/15/2062 (d) | 713000 | 538617 |
| Benchmark Mortgage Trust Series 2018-B4 Class A5, 4.121% 7/15/2051  | 2953000 | 2886666 |
| Benchmark Mortgage Trust Series 2018-B6 Class D, 3.0873% 10/10/2051 (b)(d) | 1089000 | 835237 |
| Benchmark Mortgage Trust Series 2018-B7 Class A4, 4.51% 5/15/2053  | 2200000 | 2166982 |
| Benchmark Mortgage Trust Series 2018-B7 Class D, 3% 5/15/2053 (b)(d) | 614000 | 476148 |
| Benchmark Mortgage Trust Series 2019-B12 Class B, 3.5702% 8/15/2052  | 840000 | 756506 |
| Benchmark Mortgage Trust Series 2019-B13 Class D, 2.5% 8/15/2057 (d)(e) | 1197000 | 662652 |
| Benchmark Mortgage Trust Series 2019-B14 Class 225D, 3.2943% 12/15/2062 (b)(d) | 719000 | 17537 |
| Benchmark Mortgage Trust Series 2019-B14 Class 225E, 3.2943% 12/15/2062 (b)(d) | 485000 | 3871 |
| Benchmark Mortgage Trust Series 2019-B14 Class XA, 0.75% 12/15/2062 (b)(h) | 30514320 | 651402 |
| Benchmark Mortgage Trust Series 2020-B18 Class AGNG, 4.3885% 7/15/2053 (b)(d) | 1995000 | 1950336 |
| Benchmark Mortgage Trust Series 2020-B18 Class D, 2.25% 7/15/2053 (d)(e) | 1365000 | 780317 |
| Benchmark Mortgage Trust Series 2020-B20 Class E, 2% 10/15/2053 (d) | 1029000 | 588837 |
| Benchmark Mortgage Trust Series 2020-B21 Class A5, 1.9775% 12/17/2053  | 1502000 | 1282230 |
| Benchmark Mortgage Trust Series 2020-B21 Class AS, 2.2543% 12/17/2053  | 592000 | 502811 |
| Benchmark Mortgage Trust Series 2020-B21 Class D, 2% 12/17/2053 (d)(e) | 798000 | 538394 |
| Benchmark Mortgage Trust Series 2020-B22 Class A5, 1.973% 1/15/2054  | 1043000 | 883051 |
| Benchmark Mortgage Trust Series 2020-IG2 Class C, 3.2524% 9/15/2048 (b)(d) | 546000 | 283907 |
| Benchmark Mortgage Trust Series 2020-IG2 Class D, 3.2524% 9/15/2048 (b)(d)(e) | 2679000 | 1152823 |
| Benchmark Mortgage Trust Series 2020-IG3 Class 825C, 3.0763% 9/15/2048 (b)(d) | 1570000 | 1439888 |
| Benchmark Mortgage Trust Series 2020-IG3 Class 825D, 3.0763% 9/15/2048 (b)(d) | 1720000 | 1556472 |
| Benchmark Mortgage Trust Series 2020-IG3 Class 825E, 3.0763% 9/15/2048 (b)(d)(e) | 1400000 | 1250108 |
| Benchmark Mortgage Trust Series 2021-B25 Class 300D, 2.9942% 4/15/2054 (b)(d)(e) | 1520000 | 782915 |
| Benchmark Mortgage Trust Series 2021-B25 Class 300E, 2.9942% 4/15/2054 (b)(d)(e) | 504000 | 199316 |
| Benchmark Mortgage Trust Series 2021-B29 Class A5, 2.3879% 9/15/2054  | 3032000 | 2609552 |
| Benchmark Mortgage Trust Series 2021-B31 Class A5, 2.669% 12/15/2054  | 1900000 | 1640936 |
| Benchmark Mortgage Trust Series 2022-B34 Class A5, 3.786% 4/15/2055  | 942000 | 853186 |
| Benchmark Mortgage Trust Series 2022-B35 Class D, 2.5% 5/15/2055 (d) | 1701000 | 1121079 |
| Benchmark Mortgage Trust Series 2022-B36 Class A5, 4.4699% 7/15/2055  | 1094000 | 1047563 |
| Benchmark Mortgage Trust Series 2022-B36 Class AS, 4.9505% 7/15/2055  | 1092000 | 1055501 |
| Benchmark Mortgage Trust Series 2022-B36 Class D, 2.5% 7/15/2055 (d) | 1259000 | 861805 |
| Benchmark Mortgage Trust Series 2022-B37 Class A5, 5.7499% 11/15/2055 (b) | 1270000 | 1324218 |
| Benchmark Mortgage Trust Series 2022-B37 Class B, 5.7499% 11/15/2055 (b) | 767000 | 754811 |
| Benchmark Mortgage Trust Series 2022-B37 Class C, 5.7499% 11/15/2055 (b) | 1456000 | 1389396 |
| Benchmark Mortgage Trust Series 2023-B38 Class A4, 5.5246% 4/15/2056  | 1084000 | 1112035 |
| Benchmark Mortgage Trust Series 2023-B38 Class B, 6.2445% 4/15/2056 (b) | 1058000 | 1087413 |
| Benchmark Mortgage Trust Series 2023-B38 Class C, 6.2445% 4/15/2056 (b) | 1415000 | 1393083 |
| Benchmark Mortgage Trust Series 2023-B39 Class A5, 5.7536% 7/15/2056  | 2406000 | 2502041 |
| Benchmark Mortgage Trust Series 2023-B39 Class C, 6.5734% 7/15/2056 (b) | 1638000 | 1656095 |
| BFLD Commercial Mortgage Trust Series 2024-UNIV Class E, CME Term SOFR 1 month Index + 3.6395%, 7.9682% 11/15/2041 (b)(c)(d) | 2385000 | 2379513 |
| BFLD Trust Series 2024-WRHS Class E, CME Term SOFR 1 month Index + 3.6889%, 8.0176% 8/15/2026 (b)(c)(d) | 1878096 | 1876020 |
| BLP Commercial Mortgage Trust Series 2024-IND2 Class A, CME Term SOFR 1 month Index + 1.3422%, 5.6709% 3/15/2041 (b)(c)(d) | 12003615 | 12011117 |
| BMO Mortgage Trust Series 2022-C1 Class 360D, 3.9387% 2/17/2055 (b)(d)(e) | 798000 | 624976 |
| BMO Mortgage Trust Series 2022-C1 Class 360E, 3.9387% 2/17/2055 (b)(d)(e) | 966000 | 715937 |
| BMO Mortgage Trust Series 2022-C1 Class A5, 3.374% 2/15/2055  | 2917000 | 2628557 |
| BMO Mortgage Trust Series 2022-C3 Class D, 2.5% 9/15/2054 (d) | 639000 | 394926 |
| BMO Mortgage Trust Series 2023-C4 Class B, 5.3955% 2/15/2056 (b) | 835000 | 832598 |
| BMO Mortgage Trust Series 2023-C4 Class C, 5.8627% 2/15/2056 (b) | 2333000 | 2312349 |
| BMO Mortgage Trust Series 2023-C4 Class D, 5.8627% 2/15/2056 (b)(d) | 520000 | 465182 |
| BMO Mortgage Trust Series 2023-C5 Class A5, 5.7653% 6/15/2056  | 1355000 | 1397080 |
| BMO Mortgage Trust Series 2023-C6 Class A5, 5.9562% 9/15/2056  | 1107000 | 1154810 |
| BMO Mortgage Trust Series 2023-C7 Class B, 6.6738% 12/15/2056 (b) | 2200000 | 2304857 |
| BMO Mortgage Trust Series 2024-C10 Class C, 5.979% 11/15/2057 (b) | 1000000 | 978127 |
| BMO Mortgage Trust Series 2025-5C10 Class A3, 5.5784% 5/15/2058  | 7770000 | 8005503 |
| BMO Mortgage Trust Series 2025-5C10 Class C, 6.485% 5/15/2058 (b) | 262000 | 264012 |
| BMO Mortgage Trust Series 2025-5C9 Class XA, 0.7075% 4/15/2058 (b)(h) | 39531991 | 1201761 |
| BMP Series 2024-MF23 Class A, CME Term SOFR 1 month Index + 1.3719%, 5.7007% 6/15/2041 (b)(c)(d) | 17666000 | 17677042 |
| BMP Series 2024-MF23 Class B, CME Term SOFR 1 month Index + 1.6416%, 5.9703% 6/15/2041 (b)(c)(d) | 8722000 | 8727451 |
| BMP Series 2024-MF23 Class C, CME Term SOFR 1 month Index + 1.8413%, 6.17% 6/15/2041 (b)(c)(d) | 6167000 | 6170854 |
| BPR Commercial Mortgage Trust Series 2024-PARK Class C, 6.1833% 11/5/2039 (b)(d) | 1704000 | 1719460 |
| BPR Commercial Mortgage Trust Series 2024-PARK Class D, 7.001% 11/5/2039 (b)(d) | 2332000 | 2365826 |
| BPR Trust Series 2022-OANA Class A, CME Term SOFR 1 month Index + 1.898%, 6.2267% 4/15/2037 (b)(c)(d) | 45757000 | 45742701 |
| BPR Trust Series 2022-OANA Class B, CME Term SOFR 1 month Index + 2.447%, 6.7757% 4/15/2037 (b)(c)(d) | 17226000 | 17215235 |
| BPR Trust Series 2023-BRK2 Class C, 8.335% 10/5/2038 (b)(d) | 1624000 | 1701637 |
| BPR Trust Series 2024-PMDW Class B, 5.85% 11/5/2041 (b)(d) | 1264000 | 1271427 |
| BPR Trust Series 2024-PMDW Class E, 5.85% 11/5/2041 (b)(d) | 738000 | 679349 |
| Bway Trust Series 2025-1535 Class B, 7.4615% 5/5/2042 (b)(d) | 1882000 | 1945974 |
| BX Commercial Mortgage Trust 2020-VIVA Series 2020-VIVA Class D, 3.5488% 3/11/2044 (b)(d) | 5861000 | 5274963 |
| BX Commercial Mortgage Trust 2020-VIVA Series 2020-VIVA Class E, 3.5488% 3/11/2044 (b)(d) | 5065000 | 4438591 |
| BX Commercial Mortgage Trust 2022-LP2 Series 2022-LP2 Class G, CME Term SOFR 1 month Index + 4.1058%, 8.4345% 2/15/2039 (b)(c)(d) | 3502800 | 3477071 |
| BX Commercial Mortgage Trust 2024-KING Series 2024-KING Class E, CME Term SOFR 1 month Index + 3.688%, 8.0167% 5/15/2034 (b)(c)(d) | 6108582 | 6085675 |
| BX Commercial Mortgage Trust 2024-VLT5 Series 2024-VLT5 Class A, 5.4104% 11/13/2046 (b)(d) | 2095000 | 2075507 |
| BX Commercial Mortgage Trust 2024-VLT5 Series 2024-VLT5 Class B, 5.8015% 11/13/2046 (b)(d) | 513000 | 509635 |
| BX Commercial Mortgage Trust 2024-VLT5 Series 2024-VLT5 Class C, 6.192% 11/13/2046 (b)(d) | 1935000 | 1929760 |
| BX Commercial Mortgage Trust 2024-VLT5 Series 2024-VLT5 Class E, 7.8715% 11/13/2046 (b)(d) | 6680000 | 6946549 |
| BX Commercial Mortgage Trust 2024-XL5 Series 2024-XL5 Class A, CME Term SOFR 1 month Index + 1.3917%, 5.7204% 3/15/2041 (b)(c)(d) | 59264573 | 59301614 |
| BX Commercial Mortgage Trust 2024-XL5 Series 2024-XL5 Class E, CME Term SOFR 1 month Index + 3.6884%, 8.0171% 3/15/2041 (b)(c)(d) | 5152530 | 5123047 |
| BX Commercial Mortgage Trust 21-SOAR Series 2021-SOAR Class G, CME Term SOFR 1 month Index + 2.9145%, 7.2435% 6/15/2038 (b)(c)(d) | 2051566 | 2047079 |
| BX Commercial Mortgage Trust 21-SOAR Series 2021-SOAR Class J, CME Term SOFR 1 month Index + 3.8645%, 8.1935% 6/15/2038 (b)(c)(d) | 2618816 | 2603875 |
| BX Commercial Mortgage Trust 21-SOAR Series 2022-IND Class A, CME Term SOFR 1 month Index + 1.491%, 5.8197% 4/15/2037 (b)(c)(d) | 16810102 | 16810102 |
| BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class A, 5.97% 5/15/2041 (b)(d) | 32357950 | 32398398 |
| BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class E, CME Term SOFR 1 month Index + 3.6883%, 8.017% 5/15/2041 (b)(c)(d) | 2736528 | 2727421 |
| BX Commercial Mortgage Trust Series 2019-IMC Class A, CME Term SOFR 1 month Index + 1.0463%, 5.3753% 4/15/2034 (b)(c)(d) | 10114868 | 10020041 |
| BX Commercial Mortgage Trust Series 2019-IMC Class B, CME Term SOFR 1 month Index + 1.3463%, 5.6753% 4/15/2034 (b)(c)(d) | 11328000 | 11143920 |
| BX Commercial Mortgage Trust Series 2019-IMC Class C, CME Term SOFR 1 month Index + 1.6463%, 5.9753% 4/15/2034 (b)(c)(d) | 7490000 | 7358925 |
| BX Commercial Mortgage Trust Series 2019-IMC Class D, CME Term SOFR 1 month Index + 1.9463%, 6.2753% 4/15/2034 (b)(c)(d) | 7862000 | 7714588 |
| BX Commercial Mortgage Trust Series 2019-IMC Class G, CME Term SOFR 1 month Index + 3.6463%, 7.9753% 4/15/2034 (b)(c)(d) | 1533000 | 1469606 |
| BX Commercial Mortgage Trust Series 2021-MC Class G, CME Term SOFR 1 month Index + 3.2013%, 7.5303% 4/15/2034 (b)(c)(d) | 709000 | 650496 |
| BX Commercial Mortgage Trust Series 2021-PAC Class A, CME Term SOFR 1 month Index + 0.8036%, 5.1326% 10/15/2036 (b)(c)(d) | 37565000 | 37400909 |
| BX Commercial Mortgage Trust Series 2021-PAC Class B, CME Term SOFR 1 month Index + 1.0133%, 5.3423% 10/15/2036 (b)(c)(d) | 4838000 | 4810786 |
| BX Commercial Mortgage Trust Series 2021-PAC Class C, CME Term SOFR 1 month Index + 1.2131%, 5.5421% 10/15/2036 (b)(c)(d) | 6475000 | 6430484 |
| BX Commercial Mortgage Trust Series 2021-PAC Class D, CME Term SOFR 1 month Index + 1.4128%, 5.7418% 10/15/2036 (b)(c)(d) | 6286000 | 6230998 |
| BX Commercial Mortgage Trust Series 2021-PAC Class E, CME Term SOFR 1 month Index + 2.062%, 6.391% 10/15/2036 (b)(c)(d) | 21856000 | 21705740 |
| BX Commercial Mortgage Trust Series 2021-PAC Class G, CME Term SOFR 1 month Index + 3.0606%, 7.3896% 10/15/2036 (b)(c)(d) | 1428000 | 1412827 |
| BX Commercial Mortgage Trust Series 2021-VINO Class F, CME Term SOFR 1 month Index + 2.9168%, 7.2458% 5/15/2038 (b)(c)(d) | 1400000 | 1395187 |
| BX Commercial Mortgage Trust Series 2021-VINO Class G, CME Term SOFR 1 month Index + 4.0668%, 8.3958% 5/15/2038 (b)(c)(d) | 2471700 | 2445911 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class A, CME Term SOFR 1 month Index + 1.0129%, 5.3416% 2/15/2039 (b)(c)(d) | 22582691 | 22540349 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class B, CME Term SOFR 1 month Index + 1.3123%, 5.641% 2/15/2039 (b)(c)(d) | 10531500 | 10498589 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class C, CME Term SOFR 1 month Index + 1.5617%, 5.8904% 2/15/2039 (b)(c)(d) | 8991500 | 8952162 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class D, CME Term SOFR 1 month Index + 1.9608%, 6.2895% 2/15/2039 (b)(c)(d) | 8991500 | 8946542 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class A, CME Term SOFR 1 month Index + 1.7614%, 6.0901% 12/9/2040 (b)(c)(d) | 13154514 | 13208040 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class B, CME Term SOFR 1 month Index + 2.1908%, 6.5195% 12/9/2040 (b)(c)(d) | 2908428 | 2916608 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class C, CME Term SOFR 1 month Index + 2.6402%, 6.9689% 12/9/2040 (b)(c)(d) | 1575219 | 1579649 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class D, CME Term SOFR 1 month Index + 3.5888%, 7.9175% 12/9/2040 (b)(c)(d) | 1967592 | 1973126 |
| BX Commercial Mortgage Trust Series 2024-GPA2 Class E, CME Term SOFR 1 month Index + 3.5395%, 7.8682% 11/15/2041 (b)(c)(d) | 1801000 | 1794927 |
| BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 5.6215% 12/15/2039 (b)(c)(d) | 8403793 | 8403793 |
| BX Commercial Mortgage Trust Series 2024-MF Class E, CME Term SOFR 1 month Index + 3.7383%, 8.067% 2/15/2039 (b)(c)(d) | 1869195 | 1870551 |
| BX Commercial Mortgage Trust Series 2024-WPT Class E, CME Term SOFR 1 month Index + 3.5884%, 7.9171% 3/15/2034 (b)(c)(d) | 1930000 | 1921768 |
| BX Commercial Mortgage Trust Series 2025-SPOT Class A, CME Term SOFR 1 month Index + 1.4434%, 5.7721% 4/15/2040 (b)(c)(d) | 51375000 | 51380975 |
| BX Commercial Mortgage Trust Series 2025-SPOT Class B, CME Term SOFR 1 month Index + 1.743%, 6.0717% 4/15/2040 (b)(c)(d) | 18440000 | 18336707 |
| BX Commercial Mortgage Trust Series 2025-SPOT Class E, CME Term SOFR 1 month Index + 3.6902%, 8.0189% 4/15/2040 (b)(c)(d) | 5847000 | 5799561 |
| Bx Tr 2025-Tail Series 2025-TAIL Class A, CME Term SOFR 1 month Index + 1.4%, 5.7% 6/15/2035 (b)(c)(d) | 9063000 | 9075227 |
| Bx Tr 2025-Tail Series 2025-TAIL Class E, CME Term SOFR 1 month Index + 3.3%, 7.6% 6/15/2035 (b)(c)(d) | 1734000 | 1734000 |
| BX Trust 2019-OC11 Series 2019-OC11 Class A, 3.202% 12/9/2041 (d) | 3131000 | 2893722 |
| BX Trust 2019-OC11 Series 2019-OC11 Class D, 3.944% 12/9/2041 (b)(d) | 168000 | 155326 |
| BX Trust 2019-OC11 Series 2019-OC11 Class E, 3.944% 12/9/2041 (b)(d) | 10841000 | 9824451 |
| BX Trust 2021-VOL Series 2021-VOLT Class F, CME Term SOFR 1 month Index + 2.5145%, 6.8432% 9/15/2036 (b)(c)(d) | 4693000 | 4654869 |
| BX Trust 2021-VOL Series 2021-VOLT Class G, CME Term SOFR 1 month Index + 2.9645%, 7.2932% 9/15/2036 (b)(c)(d) | 6499000 | 6414719 |
| BX Trust 2024 VLT4 Series 2024-VLT4 Class E, CME Term SOFR 1 month Index + 2.8894%, 7.2181% 7/15/2029 (b)(c)(d) | 1227000 | 1210129 |
| BX Trust 2024 VLT4 Series 2024-VLT4 Class F, CME Term SOFR 1 month Index + 3.9379%, 8.2666% 7/15/2029 (b)(c)(d) | 6050000 | 5980777 |
| BX Trust 2024-CNY Series 2024-CNYN Class A, CME Term SOFR 1 month Index + 1.4419%, 5.7706% 4/15/2041 (b)(c)(d) | 38068938 | 38116525 |
| BX Trust 2024-CNY Series 2024-CNYN Class B, CME Term SOFR 1 month Index + 1.6915%, 6.0202% 4/15/2041 (b)(c)(d) | 6067733 | 6075317 |
| BX Trust 2024-CNY Series 2024-CNYN Class C, CME Term SOFR 1 month Index + 1.9412%, 6.2699% 4/15/2041 (b)(c)(d) | 5037141 | 5043438 |
| BX Trust 2024-CNY Series 2024-CNYN Class E, CME Term SOFR 1 month Index + 3.6886%, 8.0174% 4/15/2041 (b)(c)(d) | 4327980 | 4313591 |
| BX Trust 2024-FNX Series 2024-FNX Class D, CME Term SOFR 1 month Index + 2.9402%, 7.2689% 11/15/2041 (b)(c)(d) | 961684 | 962285 |
| BX Trust 2024-FNX Series 2024-FNX Class E, CME Term SOFR 1 month Index + 3.9387%, 8.2675% 11/15/2041 (b)(c)(d) | 4615161 | 4590649 |
| BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.4725% 3/15/2030 (b)(c)(d) | 82441000 | 81822693 |
| BX Trust 2025-ROIC Series 2025-ROIC Class B, CME Term SOFR 1 month Index + 1.3935%, 5.7222% 3/15/2030 (b)(c)(d) | 9826000 | 9727740 |
| BX Trust 2025-ROIC Series 2025-ROIC Class C, CME Term SOFR 1 month Index + 1.69%, 5.872% 3/15/2030 (b)(c)(d) | 13843000 | 13600748 |
| BX Trust 2025-ROIC Series 2025-ROIC Class E, CME Term SOFR 1 month Index + 2.9413%, 7.27% 3/15/2030 (b)(c)(d) | 4768000 | 4648947 |
| BX Trust Series 2021-ACNT Class G, CME Term SOFR 1 month Index + 3.4095%, 7.7385% 11/15/2038 (b)(c)(d) | 1388768 | 1372276 |
| BX Trust Series 2021-LBA Class AJV, CME Term SOFR 1 month Index + 0.9145%, 5.2435% 2/15/2036 (b)(c)(d) | 5800000 | 5796375 |
| BX Trust Series 2021-LBA Class FJV, CME Term SOFR 1 month Index + 2.5145%, 6.8435% 2/15/2036 (b)(c)(d) | 947000 | 935163 |
| BX Trust Series 2021-LBA Class FV, CME Term SOFR 1 month Index + 2.5145%, 6.8435% 2/15/2036 (b)(c)(d) | 270457 | 267075 |
| BX Trust Series 2021-LBA Class GJV, CME Term SOFR 1 month Index + 3.1145%, 7.4435% 2/15/2036 (b)(c)(d) | 2779000 | 2723420 |
| BX Trust Series 2021-LBA Class GV, CME Term SOFR 1 month Index + 3.1145%, 7.4435% 2/15/2036 (b)(c)(d) | 1144302 | 1121416 |
| BX Trust Series 2021-MFM1 Class F, CME Term SOFR 1 month Index + 3.1145%, 7.4435% 1/15/2034 (b)(c)(d) | 2640400 | 2629372 |
| BX Trust Series 2021-MFM1 Class G, CME Term SOFR 1 month Index + 4.0145%, 8.3435% 1/15/2034 (b)(c)(d) | 142800 | 141717 |
| Bx Trust Series 2021-SDMF Class F, CME Term SOFR 1 month Index + 2.0515%, 6.3805% 9/15/2034 (b)(c)(d) | 1275360 | 1259418 |
| BX Trust Series 2021-SOAR Class A, CME Term SOFR 1 month Index + 0.7845%, 5.1135% 6/15/2038 (b)(c)(d) | 14324142 | 14315190 |
| BX Trust Series 2021-XL2 Class A, CME Term SOFR 1 month Index + 0.803%, 5.132% 10/15/2038 (b)(c)(d) | 831050 | 830531 |
| BX Trust Series 2022-IND Class B, CME Term SOFR 1 month Index + 1.94%, 6.2687% 4/15/2037 (b)(c)(d) | 11697700 | 11697700 |
| BX Trust Series 2022-IND Class C, CME Term SOFR 1 month Index + 2.29%, 6.6187% 4/15/2037 (b)(c)(d) | 2324000 | 2324000 |
| BX Trust Series 2022-IND Class D, CME Term SOFR 1 month Index + 2.839%, 7.1677% 4/15/2037 (b)(c)(d) | 1945300 | 1945300 |
| BX Trust Series 2022-IND Class F, CME Term SOFR 1 month Index + 4.786%, 9.1147% 4/15/2037 (b)(c)(d) | 2916200 | 2929682 |
| BX Trust Series 2022-LBA6 Class E, CME Term SOFR 1 month Index + 2.7%, 7.0287% 1/15/2039 (b)(c)(d) | 2075000 | 2062032 |
| BX Trust Series 2022-LBA6 Class F, CME Term SOFR 1 month Index + 3.35%, 7.6787% 1/15/2039 (b)(c)(d) | 2072000 | 2048690 |
| BX Trust Series 2022-LBA6 Class G, CME Term SOFR 1 month Index + 4.2%, 8.5287% 1/15/2039 (b)(c)(d) | 651000 | 644194 |
| BX Trust Series 2022-VAMF Class F, CME Term SOFR 1 month Index + 3.299%, 7.6277% 1/15/2039 (b)(c)(d) | 783000 | 772924 |
| BX Trust Series 2024-XL4 Class A, CME Term SOFR 1 month Index + 1.442%, 5.7707% 2/15/2039 (b)(c)(d) | 36451698 | 36497219 |
| BX Trust Series 2024-XL4 Class B, CME Term SOFR 1 month Index + 1.7915%, 6.1203% 2/15/2039 (b)(c)(d) | 3449810 | 3453044 |
| BX Trust Series 2024-XL4 Class E, CME Term SOFR 1 month Index + 4.1881%, 8.5168% 2/15/2039 (b)(c)(d) | 3305871 | 3304175 |
| BX Trust Series 2024-XL5 Class B, CME Term SOFR 1 month Index + 1.6912%, 6.0199% 3/15/2041 (b)(c)(d) | 10124843 | 10131171 |
| BX Trust Series 2024-XL5 Class C, CME Term SOFR 1 month Index + 1.9409%, 6.2696% 3/15/2041 (b)(c)(d) | 13441674 | 13450075 |
| BX Trust Series 2025-DIME Class A, CME Term SOFR 1 month Index + 1.15%, 5.4787% 2/15/2035 (b)(c)(d) | 26766000 | 26665628 |
| BX Trust Series 2025-DIME Class E, 7.3287% 2/15/2035 (d) | 2846000 | 2823927 |
| Bx Trust Series 2025-LUNR Class E, CME Term SOFR 1 month Index + 3.95%, 8.28% 6/15/2040 (b)(c)(d) | 641000 | 641000 |
| BX Trust Series 2025-VLT6 Class E, CME Term SOFR 1 month Index + 3.1907%, 7.5194% 3/15/2042 (b)(c)(d) | 2906000 | 2884205 |
| BX Trust Series 2025-VLT6 Class F, CME Term SOFR 1 month Index + 3.9397%, 8.2684% 3/15/2042 (b)(c)(d) | 3043000 | 2977915 |
| BXP Trust Series 2021-601L Class E, 2.7755% 1/15/2044 (b)(d) | 336000 | 240529 |
| BXSC Commercial Mortgage Trust Series 2022-WSS Class F, 9.658% 3/15/2035 (b)(d) | 2721000 | 2714221 |
| CALI Mortgage Trust Series 2019-101C Class F, 4.3244% 3/10/2039 (b)(d) | 1743000 | 1092265 |
| CAMB Commercial Mortgage Trust Series 2019-LIFE Class A, CME Term SOFR 1 month Index + 1.367%, 5.696% 12/15/2037 (b)(c)(d) | 1538000 | 1537038 |
| CAMB Commercial Mortgage Trust Series 2019-LIFE Class E, CME Term SOFR 1 month Index + 2.447%, 6.776% 12/15/2037 (b)(c)(d) | 4468000 | 4465208 |
| CAMB Commercial Mortgage Trust Series 2019-LIFE Class G, CME Term SOFR 1 month Index + 3.547%, 7.876% 12/15/2037 (b)(c)(d) | 3325000 | 3297935 |
| CD Mortgage Trust Series 2017-CD3 Class C, 4.5309% 2/10/2050 (b) | 1482000 | 675755 |
| CD Mortgage Trust Series 2017-CD3 Class D, 3.25% 2/10/2050 (d)(e) | 1340000 | 279698 |
| CEDR Commercial Mortgage Trust Series 2022-SNAI Class F, CME Term SOFR 1 month Index + 3.6135%, 7.9422% 2/15/2039 (b)(c)(d) | 3948000 | 3513774 |
| CF Hippolyta Issuer LLC Series 2021-1A Class A1, 1.53% 3/15/2061 (d) | 36435022 | 35079060 |
| CFCRE Commercial Mortgage Trust Series 2016-C7 Class A2, 3.5853% 12/10/2054  | 4691805 | 4606698 |
| CGMS Commercial Mortgage Trust Series 2017-B1 Class A3, 3.197% 8/15/2050  | 3163680 | 3065995 |
| CGMS Commercial Mortgage Trust Series 2017-B1 Class A4, 3.458% 8/15/2050  | 1400000 | 1360612 |
| Citigroup Commercial Mortgage Trust Series 2015-GC33 Class XA, 0.8231% 9/10/2058 (b)(h) | 33925570 | 17014 |
| Citigroup Commercial Mortgage Trust Series 2016-C1 Class A4, 3.209% 5/10/2049  | 3539305 | 3481532 |
| Citigroup Commercial Mortgage Trust Series 2016-P4 Class D, 3.9363% 7/10/2049 (b)(d) | 1707000 | 1363660 |
| Citigroup Commercial Mortgage Trust Series 2016-P6 Class XA, 0.5476% 12/10/2049 (b)(h) | 35912276 | 215115 |
| Citigroup Commercial Mortgage Trust Series 2019-GC41 Class D, 3% 8/10/2056 (d) | 378000 | 292945 |
| Citigroup Commercial Mortgage Trust Series 2020-420K Class D, 3.3118% 11/10/2042 (b)(d) | 496000 | 430131 |
| Citigroup Commercial Mortgage Trust Series 2020-420K Class E, 3.3118% 11/10/2042 (b)(d) | 2374000 | 1986256 |
| Citigroup Commercial Mortgage Trust Series 2022-GC48 Class D, 2.5% 6/15/2055 (d) | 1806000 | 1215575 |
| Citigroup Commercial Mortgage Trust Series 2023-PRM3 Class C, 6.3597% 7/10/2028 (b)(d) | 1225000 | 1250347 |
| Citigroup Commercial Mortgage Trust Series 2023-PRM3 Class D, 6.3597% 7/10/2028 (b)(d) | 1195000 | 1196468 |
| Citigroup Commercial Mortgage Trust Series 2023-SMRT Class D, 5.8524% 10/12/2040 (b)(d) | 2143000 | 2119813 |
| COMM Mortgage Trust Series 2012-CR1 Class D, 5.1034% 5/15/2045 (b)(d) | 1215552 | 1100722 |
| COMM Mortgage Trust Series 2012-LC4 Class C, 5.5066% 12/10/2044 (b) | 38396 | 35804 |
| COMM Mortgage Trust Series 2013-LC6 Class D, 3.7356% 1/10/2046 (b)(d) | 156712 | 150444 |
| COMM Mortgage Trust Series 2013-LC6 Class E, 3.5% 1/10/2046 (d) | 959000 | 882280 |
| COMM Mortgage Trust Series 2014-CR15 Class D, 3.967% 2/10/2047 (b)(d) | 298000 | 271705 |
| COMM Mortgage Trust Series 2014-CR17 Class E, 4.8431% 5/10/2047 (b)(d) | 255000 | 194652 |
| COMM Mortgage Trust Series 2014-CR20 Class C, 4.6707% 11/10/2047 (b)(e) | 511509 | 493402 |
| COMM Mortgage Trust Series 2014-UBS2 Class D, 4.7528% 3/10/2047 (b)(d) | 577621 | 405369 |
| COMM Mortgage Trust Series 2015-DC1 Class B, 4.035% 2/10/2048 (b) | 2526000 | 2440596 |
| COMM Mortgage Trust Series 2015-DC1 Class C, 4.2871% 2/10/2048 (b) | 3558000 | 3218531 |
| COMM Mortgage Trust Series 2015-LC19 Class B, 3.829% 2/10/2048  | 177000 | 174297 |
| COMM Mortgage Trust Series 2015-LC19 Class C, 4.1051% 2/10/2048 (b)(e) | 2097600 | 2021947 |
| COMM Mortgage Trust Series 2017-CD4 Class C, 4.3497% 5/10/2050 (b) | 1316000 | 1204390 |
| COMM Mortgage Trust Series 2017-CD4 Class D, 3.3% 5/10/2050 (d) | 312000 | 256858 |
| COMM Mortgage Trust Series 2017-COR2 Class C, 4.5872% 9/10/2050 (b) | 1148000 | 1081714 |
| COMM Mortgage Trust Series 2017-COR2 Class D, 3% 9/10/2050 (d) | 368000 | 319105 |
| COMM Mortgage Trust Series 2018-HCLV Class F, CME Term SOFR 1 month Index + 3.346%, 7.675% 9/15/2033 (b)(c)(d) | 468000 | 26672 |
| COMM Mortgage Trust Series 2018-HCLV Class G, CME Term SOFR 1 month Index + 5.3523%, 9.6813% 9/15/2033 (b)(c)(d)(e) | 544000 | 9128 |
| Commercial Mortgage Trust Series 2016-CD2 Class C, 3.9747% 11/10/2049 (b) | 619000 | 363542 |
| Commercial Mortgage Trust Series 2016-CD2 Class D, 2.7247% 11/10/2049 (b)(e) | 546000 | 132844 |
| Computershare Corporate Trust Series 2018-C48 Class A5, 4.302% 1/15/2052  | 6748000 | 6650628 |
| Computershare Corporate Trust Series 2020-C58 Class A4, 2.092% 7/15/2053  | 2055000 | 1772291 |
| Cone Trust Series 2024-DFW1 Class E, CME Term SOFR 1 month Index + 3.8885%, 8.2172% 8/15/2041 (b)(c)(d) | 3053000 | 3029471 |
| CPT Mortgage Trust Series 2019-CPT Class E, 2.9968% 11/13/2039 (b)(d) | 1687000 | 1361560 |
| CPT Mortgage Trust Series 2019-CPT Class F, 2.9968% 11/13/2039 (b)(d) | 1196000 | 890372 |
| Credit Suisse Commercial Mortgage Trust Series 2021-SOP2 Class F, CME Term SOFR 1 month Index + 4.4314%, 8.7601% 6/15/2034 (c)(d)(e) | 1135200 | 497141 |
| Credit Suisse Mortgage Trust Series 2021-BRIT Class A, CME Term SOFR 1 month Index + 3.5737%, 7.9027% 5/9/2026 (b)(c)(d) | 1351203 | 1318722 |
| CSAIL Commercial Mortgage Trust Series 2017-C8 Class C, 4.2578% 6/15/2050 (b) | 2305000 | 1979883 |
| CSAIL Commercial Mortgage Trust Series 2018-CX11 Class C, 4.7798% 4/15/2051 (b) | 495000 | 461457 |
| CSAIL Commercial Mortgage Trust Series 2018-CX12 Class A3, 3.9585% 8/15/2051  | 3580000 | 3477706 |
| CSAIL Commercial Mortgage Trust Series 2019-C16 Class C, 4.2371% 6/15/2052 (b) | 1113000 | 1041807 |
| CSMC Trust Series 2019-UVIL Class E, 3.2833% 12/15/2041 (b)(d) | 4421000 | 3687253 |
| CSMC Trust Series 2020-NET Class A, 2.2569% 8/15/2037 (d) | 2871392 | 2838646 |
| DBGS Mortgage Trust Series 2018-C1 Class C, 4.6372% 10/15/2051 (b) | 355000 | 309113 |
| DBGS Mortgage Trust Series 2019-1735 Class F, 4.1946% 4/10/2037 (b)(d) | 1188000 | 764026 |
| DBJPM Mortgage Trust Series 2020-C9 Class AM, 2.34% 8/15/2053  | 639000 | 548199 |
| DBJPM Mortgage Trust Series 2020-C9 Class D, 2.25% 9/15/2053 (d) | 377000 | 265748 |
| DBUBS Mortgage Trust Series 2011-LC3A Class D, 5.3519% 8/10/2044 (b)(d) | 668615 | 640199 |
| DC Commercial Mortgage Trust Series 2023-DC Class D, 7.1405% 9/12/2040 (b)(d) | 2017000 | 2017138 |
| DC Office Trust Series 2019-MTC Class E, 3.072% 9/15/2045 (b)(d) | 449000 | 340915 |
| Deutsche Bank Commercial Mortgage Trust Series 2016-C3 Class C, 3.476% 8/10/2049 (b) | 382000 | 330481 |
| DK Trust Series 2024-SPBX Class E, CME Term SOFR 1 month Index + 4%, 8.3287% 3/15/2034 (b)(c)(d) | 2848000 | 2852150 |
| DTP Commercial Mortgage Trust Series 2023-STE2 Class A, 5.8433% 1/15/2041 (b)(d) | 5523000 | 5639508 |
| DTP Commercial Mortgage Trust Series 2023-STE2 Class C, 6.4734% 1/15/2041 (b)(d) | 621000 | 628896 |
| DTP Commercial Mortgage Trust Series 2023-STE2 Class D, 6.7308% 1/15/2041 (b)(d) | 5078000 | 5072733 |
| DTP Commercial Mortgage Trust Series 2023-STE2 Class E, 5.7759% 1/15/2041 (b)(d) | 810000 | 771990 |
| ELP Commercial Mortgage Trust Series 2021-ELP Class A, CME Term SOFR 1 month Index + 0.8155%, 5.1445% 11/15/2038 (b)(c)(d) | 57379211 | 57235763 |
| ELP Commercial Mortgage Trust Series 2021-ELP Class F, CME Term SOFR 1 month Index + 2.7815%, 7.1105% 11/15/2038 (b)(c)(d) | 3025478 | 3008460 |
| ELP Commercial Mortgage Trust Series 2021-ELP Class G, CME Term SOFR 1 month Index + 3.2305%, 7.5595% 11/15/2038 (b)(c)(d) | 1967710 | 1955411 |
| ELP Commercial Mortgage Trust Series 2021-ELP Class J, CME Term SOFR 1 month Index + 3.7294%, 8.0584% 11/15/2038 (b)(c)(d) | 4948240 | 4893659 |
| EQT Trust Series 2024-EXTR Class B, 1 month U.S. LIBOR + 0%, 5.6546% 7/5/2041 (b)(c)(d) | 1911000 | 1926064 |
| EQT Trust Series 2024-EXTR Class C, 6.0464% 7/5/2041 (b)(d) | 1614000 | 1629539 |
| EQT Trust Series 2024-EXTR Class D, 6.6819% 7/5/2041 (b)(d) | 341000 | 344236 |
| Extended Stay America Trust Series 2021-ESH Class A, CME Term SOFR 1 month Index + 1.1945%, 5.5235% 7/15/2038 (b)(c)(d) | 14705742 | 14705742 |
| Extended Stay America Trust Series 2021-ESH Class B, CME Term SOFR 1 month Index + 1.4945%, 5.8235% 7/15/2038 (b)(c)(d) | 17459048 | 17459049 |
| Extended Stay America Trust Series 2021-ESH Class C, CME Term SOFR 1 month Index + 1.8145%, 6.1435% 7/15/2038 (b)(c)(d) | 5239001 | 5239001 |
| Extended Stay America Trust Series 2021-ESH Class D, CME Term SOFR 1 month Index + 2.3645%, 6.6935% 7/15/2038 (b)(c)(d) | 10584360 | 10584360 |
| Extended Stay America Trust Series 2021-ESH Class F, CME Term SOFR 1 month Index + 3.8145%, 8.1435% 7/15/2038 (b)(c)(d) | 5275026 | 5275025 |
| Fontainebleau Miami Beach Beach Mtg Tr Series 2024-FBLU Class G, CME Term SOFR 1 month Index + 5.65%, 9.9787% 12/15/2039 (b)(c)(d) | 2997000 | 2994704 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2015-K049 Class A2, 3.01% 7/25/2025  | 1044522 | 1041333 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K074 Class A2, 3.6% 1/25/2028  | 8700000 | 8556635 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K735 Class A2, 2.862% 5/25/2026  | 2872142 | 2830005 |
| GS Mortgage Securities Trust Series 2010-C1 Class X, 0.4253% 8/10/2043 (b)(d)(h) | 377933 | 22 |
| GS Mortgage Securities Trust Series 2011-GC5 Class C, 5.148% 8/10/2044 (b)(d) | 908923 | 800150 |
| GS Mortgage Securities Trust Series 2011-GC5 Class D, 5.148% 8/10/2044 (b)(d) | 623936 | 466596 |
| GS Mortgage Securities Trust Series 2011-GC5 Class E, 5.148% 8/10/2044 (b)(d)(e) | 773957 | 232904 |
| GS Mortgage Securities Trust Series 2011-GC5 Class F, 4.5% 8/10/2044 (d)(e) | 1339218 | 4018 |
| GS Mortgage Securities Trust Series 2012-GCJ9 Class D, 4.5879% 11/10/2045 (b)(d) | 917587 | 880883 |
| GS Mortgage Securities Trust Series 2012-GCJ9 Class E, 4.5879% 11/10/2045 (b)(d) | 896000 | 748160 |
| GS Mortgage Securities Trust Series 2015-GC34 Class A3, 3.244% 10/10/2048  | 1063938 | 1061395 |
| GS Mortgage Securities Trust Series 2015-GC34 Class XA, 1.1862% 10/10/2048 (b)(h) | 14199705 | 903 |
| GS Mortgage Securities Trust Series 2016-GS2 Class D, 2.753% 5/10/2049 (d) | 703000 | 649100 |
| GS Mortgage Securities Trust Series 2016-GS4 Class C, 3.9485% 11/10/2049 (b) | 464000 | 409356 |
| GS Mortgage Securities Trust Series 2017-GS5 Class C, 4.299% 3/10/2050 (b) | 1155000 | 650737 |
| GS Mortgage Securities Trust Series 2017-GS6 Class A2, 3.164% 5/10/2050  | 1755354 | 1701262 |
| GS Mortgage Securities Trust Series 2018-GS9 Class D, 3% 3/10/2051 (d) | 835000 | 662328 |
| GS Mortgage Securities Trust Series 2019-GC38 Class D, 3% 2/10/2052 (d) | 1000000 | 807801 |
| GS Mortgage Securities Trust Series 2019-GC39 Class D, 3% 5/10/2052 (d) | 1176000 | 868874 |
| GS Mortgage Securities Trust Series 2019-GC42 Class C, 3.6973% 9/10/2052 (b) | 3532000 | 3022772 |
| GS Mortgage Securities Trust Series 2019-GC42 Class D, 2.8% 9/10/2052 (d) | 408000 | 286344 |
| GS Mortgage Securities Trust Series 2020-GC45 Class D, 2.85% 2/13/2053 (d) | 952000 | 728343 |
| GS Mortgage Securities Trust Series 2020-GC45 Class SWD, 3.2185% 12/13/2039 (b)(d) | 735000 | 556382 |
| GS Mortgage Securities Trust Series 2020-GC47 Class D, 3.4522% 5/12/2053 (b)(d) | 336000 | 247560 |
| GS Mortgage Securities Trust Series 2021-IP Class A, CME Term SOFR 1 month Index + 1.0645%, 5.3935% 10/15/2036 (b)(c)(d) | 18953000 | 18834544 |
| GS Mortgage Securities Trust Series 2021-IP Class B, CME Term SOFR 1 month Index + 1.2645%, 5.5935% 10/15/2036 (b)(c)(d) | 2930000 | 2908025 |
| GS Mortgage Securities Trust Series 2021-IP Class C, CME Term SOFR 1 month Index + 1.6645%, 5.9935% 10/15/2036 (b)(c)(d) | 2414000 | 2395895 |
| GS Mortgage Securities Trust Series 2023-SHIP Class E, 7.4336% 9/10/2038 (b)(d) | 4514000 | 4543838 |
| GS Mortgage Securities Trust Series 2024-RVR Class B, 5.538% 8/10/2041 (b)(d) | 989000 | 985145 |
| GS Mortgage Securities Trust Series 2025-800D Class B, CME Term SOFR 1 month Index + 3.45%, 7.7767% 11/25/2041 (b)(c)(d) | 1168000 | 1168068 |
| Hilton USA Trust Series 2016-HHV Class E, 4.1935% 11/5/2038 (b)(d) | 5051000 | 4881816 |
| Hilton USA Trust Series 2016-HHV Class F, 4.1935% 11/5/2038 (b)(d) | 3760000 | 3604901 |
| Home Partners of America Trust Series 2019-1 Class E, 3.604% 9/17/2039 (d) | 543435 | 512741 |
| Home Partners of America Trust Series 2019-1 Class F, 4.101% 9/17/2039 (d) | 88413 | 82390 |
| Hudson Yards Mortgage Trust Series 2019-30HY Class E, 3.4431% 7/10/2039 (b)(d) | 861000 | 764749 |
| Independence Plaza Trust Series 2018-INDP Class E, 4.996% 7/10/2035 (d) | 1866000 | 1828224 |
| Intown Mortgage Trust Series 2025-STAY Class E, CME Term SOFR 1 month Index + 3.85%, 8.179% 3/15/2042 (b)(c)(d) | 1417000 | 1409026 |
| Ip 2025-Ip Mtg Tr Series 2025-IP, 7.851% 6/10/2042 (b)(d) | 1260000 | 1260000 |
| JPMBB Commercial Mortgage Securities Trust Series 2014-C23 Class A5, 3.9342% 9/15/2047  | 55246 | 54776 |
| JPMBB Commercial Mortgage Securities Trust Series 2014-C23 Class UH5, 4.7094% 9/15/2047 (d) | 194000 | 188787 |
| JPMBB Commercial Mortgage Securities Trust Series 2014-C26 Class D, 3.671% 1/15/2048 (b)(d) | 3811000 | 3163092 |
| JPMBB Commercial Mortgage Securities Trust Series 2015-C30 Class XA, 0.3398% 7/15/2048 (b)(h) | 28317961 | 344 |
| JPMBB Commercial Mortgage Securities Trust Series 2015-C32 Class C, 4.6544% 11/15/2048 (b)(e) | 1942000 | 824901 |
| JPMCC Commercial Mortgage Securities Trust Series 2016-JP4 Class D, 3.3752% 12/15/2049 (b)(d) | 1251000 | 925254 |
| JPMDB Commercial Mortgage Securities Trust Series 2016-C4 Class A2, 2.8822% 12/15/2049  | 3040167 | 2977184 |
| JPMDB Commercial Mortgage Securities Trust Series 2016-C4 Class ASB, 2.9941% 12/15/2049  | 327415 | 323083 |
| JPMDB Commercial Mortgage Securities Trust Series 2016-C4 Class C, 3.0373% 12/15/2049 (b) | 603000 | 510027 |
| JPMDB Commercial Mortgage Securities Trust Series 2016-C4 Class D, 3.0373% 12/15/2049 (b)(d) | 1242000 | 951347 |
| JPMDB Commercial Mortgage Securities Trust Series 2018-C8 Class D, 3.2565% 6/15/2051 (b)(d) | 406000 | 309024 |
| JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 Class D, 2.5% 11/13/2052 (d) | 567000 | 272893 |
| JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 Class A5, 2.1798% 5/13/2053  | 1000000 | 820323 |
| JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 Class D, 1.75% 5/13/2053 (d)(e) | 714000 | 366573 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2011-C3 Class E, 5.525% 2/15/2046 (b)(d) | 933000 | 613115 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2011-C3 Class G, 4.409% 2/15/2046 (b)(d) | 368000 | 48702 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2011-C3 Class H, 4.409% 2/15/2046 (b)(d) | 828000 | 57244 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2011-C3 Class J, 4.409% 2/15/2046 (b)(d)(e) | 106000 | 322 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2012-CBX Class E, 4.6896% 6/15/2045 (b)(d)(e) | 1251110 | 1132674 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2012-CBX Class F, 4% 6/15/2045 (d)(e) | 1124000 | 930438 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2012-CBX Class G, 4% 6/15/2045 (d)(e) | 1233000 | 686975 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 Class C, 3.9582% 4/15/2046 (b) | 1025000 | 614365 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 Class D, 4.1572% 4/15/2046 (b)(e) | 1638000 | 383751 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 Class F, 3.25% 4/15/2046 (b)(d) | 1851000 | 3146 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2014-DSTY Class D, 3.8046% 6/10/2027 (b)(d)(e) | 945000 | 2377 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2014-DSTY Class E, 3.8046% 6/10/2027 (b)(d) | 1519000 | 3800 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-AON Class F, 4.6132% 7/5/2031 (b)(d) | 743000 | 130331 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class AFX, 4.2475% 7/5/2033 (d) | 8593000 | 8143454 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class CFX, 4.9498% 7/5/2033 (d) | 2322000 | 1771029 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class DFX, 5.3503% 7/5/2033 (d) | 4241000 | 2704730 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class XAFX, 1.116% 7/5/2033 (b)(d)(h) | 35039000 | 425446 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-OSB Class A, 3.3973% 6/5/2039 (d) | 1569000 | 1456895 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-OSB Class D, 3.7828% 6/5/2039 (b)(d) | 876000 | 785184 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-OSB Class E, 3.7828% 6/5/2039 (b)(d) | 1690000 | 1479990 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2020-NNN Class EFX, 3.972% 1/16/2037 (d)(e) | 723000 | 216170 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2020-NNN Class FFX, 4.6254% 1/16/2037 (d)(e) | 1145000 | 217997 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2020-NNN Class GFX, 4.8445% 1/16/2037 (b)(d) | 441000 | 42992 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2024-OMNI Class E, 5.7972% 10/5/2039 (b)(d) | 3083000 | 2982377 |
| KNDR Trust Series 2021-KIND Class C, CME Term SOFR 1 month Index + 1.8645%, 6.2% 8/15/2038 (b)(c)(d) | 512789 | 504456 |
| KNDR Trust Series 2021-KIND Class D, CME Term SOFR 1 month Index + 2.4145%, 6.75% 8/15/2038 (b)(c)(d) | 2729584 | 2678405 |
| KNDR Trust Series 2021-KIND Class F, CME Term SOFR 1 month Index + 4.0645%, 8.4% 8/15/2038 (b)(c)(d) | 1968832 | 1916411 |
| KRE COML Mortgage Trust Series 2025-AIP4 Class E, CME Term SOFR 1 month Index + 3%, 7.3287% 3/15/2042 (b)(c)(d) | 2226000 | 2207029 |
| LBA Trust Series 2024-BOLT Class E, CME Term SOFR 1 month Index + 3.6881%, 8.0168% 6/15/2039 (b)(c)(d) | 860000 | 858925 |
| LBA Trust Series 2024-BOLT Class F, CME Term SOFR 1 month Index + 4.437%, 8.7657% 6/15/2039 (b)(c)(d) | 1570000 | 1563520 |
| LCCM Mortgage Trust Series 2017-LC26 Class A3, 3.289% 7/12/2050 (d) | 2795563 | 2708664 |
| Life Financial Services Trust Series 2022-BMR2 Class A1, CME Term SOFR 1 month Index + 1.2952%, 5.624% 5/15/2039 (b)(c)(d) | 41422000 | 40179340 |
| Life Financial Services Trust Series 2022-BMR2 Class B, CME Term SOFR 1 month Index + 1.7939%, 6.1226% 5/15/2039 (b)(c)(d) | 24765000 | 22536150 |
| Life Financial Services Trust Series 2022-BMR2 Class C, CME Term SOFR 1 month Index + 2.0931%, 6.4218% 5/15/2039 (b)(c)(d) | 13877000 | 12489300 |
| Life Financial Services Trust Series 2022-BMR2 Class D, CME Term SOFR 1 month Index + 2.5419%, 6.8706% 5/15/2039 (b)(c)(d) | 12332000 | 11036152 |
| LIFE Mortgage Trust Series 2021-BMR Class C, CME Term SOFR 1 month Index + 1.2145%, 5.5435% 3/15/2038 (b)(c)(d) | 451123 | 448021 |
| LIFE Mortgage Trust Series 2021-BMR Class D, CME Term SOFR 1 month Index + 1.5145%, 5.8435% 3/15/2038 (b)(c)(d) | 4112500 | 4076516 |
| LIFE Mortgage Trust Series 2021-BMR Class E, CME Term SOFR 1 month Index + 1.8645%, 6.1935% 3/15/2038 (b)(c)(d) | 3593100 | 3548186 |
| LV Trust Series 2024-SHOW Class C, 6.0739% 10/10/2041 (b)(d) | 1563000 | 1561075 |
| Market Mortgage Trust Series 2020-525M Class F, 2.9406% 2/12/2040 (b)(d) | 819000 | 552909 |
| Mft Trust Series 2020-B6 Class C, 3.2828% 8/10/2040 (b)(d)(e) | 707000 | 448301 |
| MHC Commercial Mortgage Trust Series 2021-MHC Class F, CME Term SOFR 1 month Index + 2.7154%, 7.0444% 4/15/2038 (b)(c)(d) | 1937600 | 1936389 |
| MHC Commercial Mortgage Trust Series 2021-MHC Class G, CME Term SOFR 1 month Index + 3.3154%, 7.6444% 4/15/2038 (b)(c)(d) | 5853600 | 5849942 |
| MHC Trust Series 2021-MHC2 Class F, CME Term SOFR 1 month Index + 2.5145%, 6.8435% 5/15/2038 (b)(c)(d) | 724800 | 722082 |
| MHP Commercial Mortgage Trust Series 2021-STOR Class A, CME Term SOFR 1 month Index + 0.8145%, 5.1435% 7/15/2038 (b)(c)(d) | 3100000 | 3096125 |
| MHP Commercial Mortgage Trust Series 2021-STOR Class G, CME Term SOFR 1 month Index + 2.8645%, 7.1935% 7/15/2038 (b)(c)(d) | 1752000 | 1748715 |
| MHP Commercial Mortgage Trust Series 2021-STOR Class J, CME Term SOFR 1 month Index + 4.0645%, 8.3935% 7/15/2038 (b)(c)(d) | 1281000 | 1275770 |
| MHP Commercial Mortgage Trust Series 2022-MHIL Class F, CME Term SOFR 1 month Index + 3.2592%, 7.5879% 1/15/2039 (b)(c)(d) | 304000 | 301720 |
| MHP Commercial Mortgage Trust Series 2022-MHIL Class G, CME Term SOFR 1 month Index + 3.9575%, 8.2862% 1/15/2027 (b)(c)(d) | 907200 | 905620 |
| MIRA Trust Series 2023-MILE Class B, 7.2026% 6/10/2038 (d) | 867000 | 879985 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2012-C6 Class D, 4.3446% 11/15/2045 (b)(d)(e) | 1469000 | 1189905 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2012-C6 Class F, 4.3446% 11/15/2045 (b)(d) | 693000 | 94255 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2013 Class C, 4.0426% 2/15/2046 (b) | 39382 | 37621 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C12 Class D, 4.7048% 10/15/2046 (b)(d) | 1299000 | 1181505 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 Class C, 3.7138% 5/15/2046 (b) | 920000 | 844566 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 Class D, 3.8018% 5/15/2046 (b)(d) | 2660000 | 2417201 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 Class XA, 0.9793% 10/15/2048 (b)(h) | 13524782 | 7693 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 Class C, 4.033% 9/15/2049 (b) | 266000 | 231896 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 Class C, 4.254% 11/15/2049 (b) | 603000 | 524706 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 Class C, 4.2632% 12/15/2049 (b) | 415000 | 385157 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 Class D, 3.356% 5/15/2050 (d) | 947000 | 827890 |
| Morgan Stanley Cap I Tr 2020-L4 Series 2020-L4 Class C, 3.536% 2/15/2053  | 205000 | 179934 |
| Morgan Stanley Capital I Trust Series 2011-C2 Class D, 5.2113% 6/15/2044 (b)(d) | 648345 | 641862 |
| Morgan Stanley Capital I Trust Series 2011-C2 Class F, 5.2113% 6/15/2044 (b)(d) | 499000 | 344310 |
| Morgan Stanley Capital I Trust Series 2011-C2 Class XB, 0.4803% 6/15/2044 (b)(d)(h) | 2404526 | 8584 |
| Morgan Stanley Capital I Trust Series 2011-C3 Class E, 4.9414% 7/15/2049 (b)(d) | 329684 | 319979 |
| Morgan Stanley Capital I Trust Series 2011-C3 Class F, 4.9414% 7/15/2049 (b)(d) | 332000 | 308791 |
| Morgan Stanley Capital I Trust Series 2011-C3 Class G, 4.9414% 7/15/2049 (b)(d) | 1123200 | 1023615 |
| Morgan Stanley Capital I Trust Series 2014-150E Class C, 4.295% 9/9/2032 (b)(d)(e) | 418000 | 311818 |
| Morgan Stanley Capital I Trust Series 2014-150E Class F, 4.295% 9/9/2032 (b)(d) | 734000 | 402582 |
| Morgan Stanley Capital I Trust Series 2015-MS1 Class B, 4.0115% 5/15/2048 (b) | 467000 | 447560 |
| Morgan Stanley Capital I Trust Series 2015-MS1 Class C, 4.0115% 5/15/2048 (b) | 1173000 | 1062354 |
| Morgan Stanley Capital I Trust Series 2015-MS1 Class D, 4.0115% 5/15/2048 (b)(d) | 983000 | 786412 |
| Morgan Stanley Capital I Trust Series 2016-BNK2 Class C, 3.8758% 11/15/2049 (b) | 603000 | 510992 |
| Morgan Stanley Capital I Trust Series 2016-BNK2 Class D, 3% 11/15/2049 (d) | 1456000 | 932163 |
| Morgan Stanley Capital I Trust Series 2017-H1 Class AS, 3.773% 6/15/2050  | 1125000 | 1091790 |
| Morgan Stanley Capital I Trust Series 2017-H1 Class C, 4.281% 6/15/2050  | 1985000 | 1851369 |
| Morgan Stanley Capital I Trust Series 2017-H1 Class D, 2.546% 6/15/2050 (d) | 3406000 | 2739622 |
| Morgan Stanley Capital I Trust Series 2017-HR2 Class D, 2.73% 12/15/2050  | 2054000 | 1807191 |
| Morgan Stanley Capital I Trust Series 2018-H4 Class A4, 4.31% 12/15/2051  | 7706000 | 7573258 |
| Morgan Stanley Capital I Trust Series 2018-MP Class E, 4.276% 7/11/2040 (b)(d) | 1711000 | 1161878 |
| Morgan Stanley Capital I Trust Series 2020-CNP Class D, 2.4276% 4/5/2042 (b)(d) | 462000 | 351842 |
| Morgan Stanley Capital I Trust Series 2020-HR8 Class D, 2.5% 7/15/2053 (d) | 756000 | 574039 |
| Morgan Stanley Capital I Trust Series 2021-L5 Class A4, 2.728% 5/15/2054  | 3345000 | 2957031 |
| Morgan Stanley Capital I Trust Series 2021-L6 Class XA, 1.1728% 6/15/2054 (b)(h) | 25723170 | 1131359 |
| Morgan Stanley Capital I Trust Series 2024-BPR2 Class A, 7.291% 5/5/2029 (d) | 1462928 | 1516495 |
| Morgan Stanley Capital I Trust Series 2024-BPR2 Class X, 0.865% 5/5/2029 (b)(d)(h) | 65612368 | 2030467 |
| Morgan Stanley Capital I Trust Series 2024-NSTB Class B, 3.9% 9/24/2057 (b)(d) | 1713000 | 1600668 |
| Morgan Stanley Capital I Trust Series 2024-NSTB Class C, 4.0803% 9/24/2057 (b)(d) | 1849000 | 1735036 |
| MSJP Series 2015-HAUL Class E, 4.851% 9/5/2047 (b)(d) | 311000 | 263024 |
| MSWF Commercial Mortgage Trust Series 2023-1 Class A5, 5.752% 5/15/2056  | 1625000 | 1679342 |
| MSWF Commercial Mortgage Trust Series 2023-1 Class C, 6.6829% 5/15/2056 (b) | 1083000 | 1084547 |
| MSWF Commercial Mortgage Trust Series 2023-2 Class B, 6.8761% 12/15/2056 (b) | 1126000 | 1190666 |
| MSWF Commercial Mortgage Trust Series 2023-2 Class C, 7.0181% 12/15/2056 (b) | 878000 | 890927 |
| MSWF Commercial Mortgage Trust Series 2023-2 Class D, 4% 12/15/2056 (d) | 369000 | 278764 |
| Natixis Commercial Mortgage Securities Trust Series 2019-10K Class E, 4.1346% 5/15/2039 (b)(d) | 1321000 | 1175440 |
| Natixis Commercial Mortgage Securities Trust Series 2019-10K Class F, 4.1346% 5/15/2039 (b)(d) | 1374000 | 1172425 |
| NXPT Commercial Mortgage Trust Series 2024-STOR Class E, 6.7033% 11/5/2041 (b)(d) | 7107000 | 7208159 |
| NYT Mortgage Trust Series 2019-NYT Class F, CME Term SOFR 1 month Index + 3.297%, 7.626% 12/15/2035 (b)(c)(d) | 1385000 | 1191819 |
| OPEN Trust Series 2023-AIR Class A, CME Term SOFR 1 month Index + 3.0891%, 7.4178% 11/15/2040 (b)(c)(d) | 4167519 | 4179080 |
| OPEN Trust Series 2023-AIR Class B, CME Term SOFR 1 month Index + 3.838%, 8.1667% 11/15/2040 (b)(c)(d) | 7805600 | 7805601 |
| OPEN Trust Series 2023-AIR Class C, CME Term SOFR 1 month Index + 5.2359%, 9.5646% 11/15/2040 (b)(c)(d) | 1050400 | 1050400 |
| OPEN Trust Series 2023-AIR Class D, CME Term SOFR 1 month Index + 6.6838%, 11.0125% 11/15/2040 (b)(c)(d) | 3298400 | 3298400 |
| OPEN Trust Series 2023-AIR Class E, CME Term SOFR 1 month Index + 9.4295%, 13.7582% 11/15/2040 (b)(c)(d) | 1400800 | 1399048 |
| PKHL Commercial Mortgage Trust Series 2021-MF Class F, CME Term SOFR 1 month Index + 3.4645%, 7.7935% 7/15/2038 (b)(c)(d)(e) | 986000 | 489066 |
| PKHL Commercial Mortgage Trust Series 2021-MF Class NR, CME Term SOFR 1 month Index + 6.1145%, 10.4435% 7/15/2038 (b)(c)(d)(e) | 280000 | 103258 |
| Prima Capital CRE Securitization Ltd Series 2020-8A Class C, 3% 12/26/2070 (d) | 6499000 | 5363625 |
| PRM5 Trust Series 2025-PRM5 Class E, 6.8678% 3/10/2033 (b)(d) | 3907000 | 3891762 |
| Providence Place Group LP Series 2000-C1 Class A2, 7.75% 7/20/2028 (d) | 589863 | 599987 |
| ROCK Trust Series 2024-CNTR Class E, 8.8191% 11/13/2041 (d) | 3425500 | 3575248 |
| SELF Commercial Mortgage Trust Series 2024-STRG Class E, CME Term SOFR 1 month Index + 4.1885%, 8.5172% 11/15/2034 (b)(c)(d) | 2529000 | 2522098 |
| SELF Commercial Mortgage Trust Series 2024-STRG Class F, CME Term SOFR 1 month Index + 5.187%, 9.5157% 11/15/2034 (b)(c)(d) | 2107000 | 2095003 |
| SG Commercial Mortgage Securities Trust Series 2020-COVE Class F, 3.7276% 3/15/2037 (b)(d) | 2364000 | 1844778 |
| SHR Trust Series 2024-LXRY Class D, CME Term SOFR 1 month Index + 3.6%, 7.9287% 10/15/2041 (b)(c)(d) | 3314000 | 3311927 |
| SHR Trust Series 2024-LXRY Class E, CME Term SOFR 1 month Index + 4.45%, 8.7787% 10/15/2041 (b)(c)(d) | 1166000 | 1155061 |
| SMRT Trust Series 2022-MINI Class E, CME Term SOFR 1 month Index + 2.7%, 7.029% 1/15/2039 (b)(c)(d) | 2039000 | 1982992 |
| SMRT Trust Series 2022-MINI Class F, CME Term SOFR 1 month Index + 3.35%, 7.679% 1/15/2039 (b)(c)(d) | 800000 | 777603 |
| SOHO Trust Series 2021-SOHO Class D, 2.7865% 8/10/2038 (b)(d)(e) | 1113000 | 667245 |
| SPGN Mortgage Trust Series 2022-TFLM Class B, CME Term SOFR 1 month Index + 2%, 6.3287% 2/15/2039 (b)(c)(d) | 7618000 | 7466262 |
| SPGN Mortgage Trust Series 2022-TFLM Class C, CME Term SOFR 1 month Index + 2.65%, 6.9787% 2/15/2039 (b)(c)(d) | 3962000 | 3843620 |
| SREIT Trust Series 2021-FLWR Class A, CME Term SOFR 1 month Index + 0.691%, 5.02% 7/15/2036 (b)(c)(d) | 3306668 | 3304601 |
| SREIT Trust Series 2021-IND Class G, CME Term SOFR 1 month Index + 3.3803%, 7.7093% 10/15/2038 (b)(c)(d) | 1487000 | 1465129 |
| SREIT Trust Series 2021-MFP Class A, CME Term SOFR 1 month Index + 0.8453%, 5.174% 11/15/2038 (b)(c)(d) | 28188430 | 28153195 |
| SREIT Trust Series 2021-MFP Class B, CME Term SOFR 1 month Index + 1.1943%, 5.523% 11/15/2038 (b)(c)(d) | 14313152 | 14268424 |
| SREIT Trust Series 2021-MFP Class C, CME Term SOFR 1 month Index + 1.4435%, 5.7722% 11/15/2038 (b)(c)(d) | 8889204 | 8855869 |
| SREIT Trust Series 2021-MFP Class D, CME Term SOFR 1 month Index + 1.6927%, 6.0214% 11/15/2038 (b)(c)(d) | 5841693 | 5819787 |
| SREIT Trust Series 2021-MFP Class G, CME Term SOFR 1 month Index + 3.0883%, 7.417% 11/15/2038 (b)(c)(d) | 4791463 | 4772505 |
| SREIT Trust Series 2021-MFP2 Class G, CME Term SOFR 1 month Index + 3.082%, 7.411% 11/15/2036 (b)(c)(d) | 1090000 | 1080463 |
| SREIT Trust Series 2021-MFP2 Class J, CME Term SOFR 1 month Index + 4.03%, 8.359% 11/15/2036 (b)(c)(d) | 3205000 | 3169412 |
| SREIT Trust Series 2021-PALM Class G, CME Term SOFR 1 month Index + 3.7306%, 8.0596% 10/15/2034 (b)(c)(d) | 2033000 | 2024529 |
| STWD Trust Series 2021-LIH Class E, CME Term SOFR 1 month Index + 3.0175%, 7.346% 11/15/2036 (b)(c)(d) | 2268000 | 2240814 |
| STWD Trust Series 2021-LIH Class F, CME Term SOFR 1 month Index + 3.6655%, 7.994% 11/15/2036 (b)(c)(d) | 2492000 | 2455334 |
| STWD Trust Series 2021-LIH Class G, CME Term SOFR 1 month Index + 4.3145%, 8.643% 11/15/2036 (b)(c)(d) | 525000 | 516228 |
| SUMIT Mortgage Trust Series 2022-BVUE Class F, 2.8925% 2/12/2041 (b)(d) | 185000 | 127574 |
| SWCH Commercial Mortgage Trust Series 2025-DATA Class F, CME Term SOFR 1 month Index + 4.2389%, 8.5676% 2/15/2042 (b)(c)(d) | 6936000 | 6858926 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class A, CME Term SOFR 1 month Index + 1.2429%, 5.5716% 12/15/2039 (b)(c)(d) | 27997000 | 27988209 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class B, CME Term SOFR 1 month Index + 1.5924%, 5.9211% 12/15/2039 (b)(c)(d) | 6820000 | 6794407 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class C, CME Term SOFR 1 month Index + 1.9919%, 6.3206% 12/15/2039 (b)(c)(d) | 5027000 | 4995351 |
| Tricon Residential Trust Series 2022-SFR2 Class E, 7.507% 7/17/2040 (d) | 2499000 | 2525964 |
| UBS Commercial Mortgage Trust Series 2012-C1 Class E, 5% 5/10/2045 (b)(d) | 446067 | 403691 |
| UBS Commercial Mortgage Trust Series 2012-C1 Class F, 5% 5/10/2045 (b)(d)(e) | 762700 | 243556 |
| UBS Commercial Mortgage Trust Series 2017-C7 Class XA, 0.9712% 12/15/2050 (b)(h) | 40525305 | 849419 |
| UBS Commercial Mortgage Trust Series 2018-C8 Class C, 4.6825% 2/15/2051 (b) | 336000 | 289221 |
| UBS Commercial Mortgage Trust Series 2018-C9 Class A4, 4.117% 3/15/2051  | 2000000 | 1953635 |
| VASA Trust Series 2021-VASA Class B, CME Term SOFR 1 month Index + 1.3645%, 5.6935% 7/15/2039 (b)(c)(d) | 1019000 | 955238 |
| VASA Trust Series 2021-VASA Class F, CME Term SOFR 1 month Index + 4.0145%, 8.3435% 7/15/2039 (b)(c)(d) | 1383000 | 1055128 |
| VASA Trust Series 2021-VASA Class G, CME Term SOFR 1 month Index + 5.1145%, 9.4435% 7/15/2039 (b)(c)(d)(e) | 315000 | 213468 |
| VLS Commercial Mortgage Trust Series 2020-LAB Class A, 2.13% 10/10/2042 (d) | 25554000 | 21179661 |
| VLS Commercial Mortgage Trust Series 2020-LAB Class B, 2.453% 10/10/2042 (d) | 1600000 | 1276785 |
| VLS Commercial Mortgage Trust Series 2020-LAB Class X, 0.4294% 10/10/2042 (b)(d) | 35000000 | 675633 |
| Wells Fargo Commercial Mortgage Trust Series 2015-C31 Class XA, 0.9346% 11/15/2048 (b)(h) | 15646464 | 5432 |
| Wells Fargo Commercial Mortgage Trust Series 2015-NXS4 Class D, 3.6704% 12/15/2048 (b) | 861000 | 817243 |
| Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 Class C, 3.071% 8/15/2049 (e) | 446000 | 330332 |
| Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 Class D, 3% 8/15/2049 (d) | 487000 | 289258 |
| Wells Fargo Commercial Mortgage Trust Series 2016-C34 Class XA, 2.0334% 6/15/2049 (b)(h) | 15185534 | 134477 |
| Wells Fargo Commercial Mortgage Trust Series 2016-LC25 Class C, 4.328% 12/15/2059 (b) | 575000 | 536758 |
| Wells Fargo Commercial Mortgage Trust Series 2016-NXS6 Class C, 4.3944% 11/15/2049 (b) | 1323000 | 1256859 |
| Wells Fargo Commercial Mortgage Trust Series 2016-NXS6 Class D, 3.059% 11/15/2049 (d) | 1337000 | 1167709 |
| Wells Fargo Commercial Mortgage Trust Series 2018-C43 Class C, 4.514% 3/15/2051  | 401000 | 368839 |
| Wells Fargo Commercial Mortgage Trust Series 2018-C44 Class D, 3% 5/15/2051 (d) | 2676000 | 2044969 |
| Wells Fargo Commercial Mortgage Trust Series 2018-C46 Class XA, 0.9005% 8/15/2051 (b)(h) | 40235856 | 776065 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C49 Class C, 4.866% 3/15/2052 (b) | 2887000 | 2755675 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C51 Class ASB, 3.16% 6/15/2052  | 2010856 | 1944938 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C53 Class B, 3.514% 10/15/2052  | 1142000 | 1042749 |
| Wells Fargo Commercial Mortgage Trust Series 2020-C55 Class ASB, 2.651% 2/15/2053  | 3768175 | 3613660 |
| Wells Fargo Commercial Mortgage Trust Series 2020-C57 Class D, 2.5% 8/15/2053 (d) | 1034000 | 788780 |
| Wells Fargo Commercial Mortgage Trust Series 2021-C60 Class A4, 2.342% 8/15/2054  | 2113000 | 1818861 |
| Wells Fargo Commercial Mortgage Trust Series 2021-C60 Class D, 2.5% 8/15/2054 (d) | 880000 | 649978 |
| Wells Fargo Commercial Mortgage Trust Series 2021-C61 Class A4, 2.658% 11/15/2054  | 1095000 | 949387 |
| Wells Fargo Commercial Mortgage Trust Series 2021-FCMT Class A, CME Term SOFR 1 month Index + 1.3145%, 5.6435% 5/15/2031 (b)(c)(d) | 17572000 | 17441266 |
| Wells Fargo Commercial Mortgage Trust Series 2021-SAVE Class D, CME Term SOFR 1 month Index + 2.7145%, 7.0435% 2/15/2040 (b)(c)(d) | 310400 | 310217 |
| Wells Fargo Commercial Mortgage Trust Series 2021-SAVE Class E, CME Term SOFR 1 month Index + 3.8645%, 8.1935% 2/15/2040 (b)(c)(d) | 220800 | 220670 |
| Wells Fargo Commercial Mortgage Trust Series 2024-1CHI Class E, 7.8268% 7/15/2035 (b)(d) | 2784000 | 2817753 |
| Wells Fargo Commercial Mortgage Trust Series 2024-5C2 Class C, 6.3334% 11/15/2057 (b) | 728000 | 733285 |
| Wells Fargo Commercial Mortgage Trust Series 2024-GRP Class A, CME Term SOFR 1 month Index + 1.7913%, 6.12% 10/15/2041 (b)(c)(d) | 24500000 | 24583329 |
| Wells Fargo Commercial Mortgage Trust Series 2024-MGP Class A11, CME Term SOFR 1 month Index + 1.9907%, 6.3194% 8/15/2041 (b)(c)(d) | 5200000 | 5187309 |
| Wells Fargo Commercial Mortgage Trust Series 2024-MGP Class A12, CME Term SOFR 1 month Index + 1.6912%, 6.0199% 8/15/2041 (b)(c)(d) | 12400000 | 12337963 |
| Wells Fargo Commerical Mortgage Trust Series 2025-VTT Class A, 5.1004% 3/15/2038 (b)(d) | 18363000 | 18308394 |
| WF-RBS Commercial Mortgage Trust Series 2011-C3 Class D, 5.8545% 3/15/2044 (b)(d) | 439833 | 142946 |
| WF-RBS Commercial Mortgage Trust Series 2011-C4 Class D, 4.9829% 6/15/2044 (b)(d) | 336810 | 322496 |
| WF-RBS Commercial Mortgage Trust Series 2011-C4 Class E, 4.9829% 6/15/2044 (b)(d) | 335432 | 312958 |
| WF-RBS Commercial Mortgage Trust Series 2011-C4I Class G, 5% 6/15/2044 (b)(e) | 372000 | 118406 |
| WF-RBS Commercial Mortgage Trust Series 2013-C11 Class D, 4.0652% 3/15/2045 (b)(d) | 801251 | 676184 |
| WF-RBS Commercial Mortgage Trust Series 2013-C11 Class E, 4.0652% 3/15/2045 (b)(d) | 1774872 | 1206755 |
| WF-RBS Commercial Mortgage Trust Series 2013-C13 Class D, 3.955% 5/15/2045 (b)(d) | 460667 | 422704 |
| WF-RBS Commercial Mortgage Trust Series 2013-C16 Class D, 4.615% 9/15/2046 (b)(d) | 84080 | 79909 |
| WFCM Series 2022-C62 Class A4, 4% 4/15/2055  | 1461000 | 1361107 |
| WFCM Series 2022-C62 Class C, 4.3483% 4/15/2055 (b) | 1923000 | 1629660 |
| WFCM Series 2022-C62 Class D, 2.5% 4/15/2055 (d) | 1365000 | 909316 |
| Worldwide Plaza Trust Series 2017-WWP Class E, 3.5955% 11/10/2036 (b)(d) | 348000 | 31438 |
| Worldwide Plaza Trust Series 2017-WWP Class F, 3.5955% 11/10/2036 (b)(d) | 1960000 | 98000 |
| WP Glimcher Mall Trust Series 2015-WPG Class PR1, 3.516% 6/5/2035 (b)(d) | 528000 | 492360 |
| WP Glimcher Mall Trust Series 2015-WPG Class PR2, 3.516% 6/5/2035 (b)(d)(e) | 1378000 | 1198447 |
| TOTAL UNITED STATES |  | 2018941338 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $2,062,441,871) |  | <br> **2020859508** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 0.1%** | &nbsp;&nbsp;**Common Stocks - 0.1%** | &nbsp;&nbsp;**Common Stocks - 0.1%** |
|  | Shares | Value ($)<br>|
| GRAND CAYMAN (UK OVERSEAS TER) - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Entertainment - 0.0% |  |  |
| New Cineworld Ltd (e)(p) | 137267 | 2993793 |
| UNITED STATES - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Main Street Sports Group (e) | 10054 | 142847 |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Old Claimco LLC (e)(p) | 65301 | 690232 |
| Specialty Retail - 0.0% |  |  |
| Joann Inc (e)(p) | 945558 | 9 |
| TOTAL CONSUMER DISCRETIONARY |  | 690241 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| California Resources Corp  | 112202 | 4955962 |
| EP Energy Corp (e)(p) | 6556 | 8851 |
| Expand Energy Corp  | 91908 | 10673277 |
| Expand Energy Corp (q) | 619 | 71884 |
| Exxon Mobil Corp  | 22714 | 2323642 |
| Mesquite Energy Inc (e)(p) | 113725 | 9948674 |
| New Fortress Energy Inc  | 155112 | 386229 |
|  |  | 28368519 |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| ACNR Holdings Inc (e)(p) | 30405 | 2870536 |
| Carnelian Point Holdings LP warrants 6/30/2027 (e)(p) | 1766 | 5157 |
| Limetree Bay Cayman Ltd (e)(p) | 809 | 0 |
|  |  | 2875693 |
| Health Care - 0.0% |  |  |
| Health Care Providers & Services - 0.0% |  |  |
| Cano Health LLC (e)(p) | 196812 | 2485736 |
| Cano Health LLC warrants (e)(p) | 10520 | 47129 |
|  |  | 2532865 |
| Industrials - 0.0% |  |  |
| Machinery - 0.0% |  |  |
| Tnt Crane & Rigging LLC (e)(p) | 83132 | 1 |
| Tnt Crane & Rigging LLC warrants 10/31/2025 (e)(p) | 3648 | 0 |
|  |  | 1 |
| Passenger Airlines - 0.0% |  |  |
| Spirit Aviation Holdings Inc  | 21525 | 128935 |
| Spirit Aviation Holdings Inc  | 18884 | 113115 |
|  |  | 242050 |
| TOTAL INDUSTRIALS |  | 242051 |
| Information Technology - 0.0% |  |  |
| IT Services - 0.0% |  |  |
| GTT Communications Inc (e)(p) | 80353 | 3685792 |
| TOTAL UNITED STATES |  | 38538008 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $24,154,547) |  | <br> **41531801** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 0.1%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.1%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| EchoStar Corp 3.875% 11/30/2030 pay-in-kind  | 7420293 | 7121796 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| MKS Inc 1.25% 6/1/2030  | 2571000 | 2350132 |
| ON Semiconductor Corp 0% 5/1/2027 (r) | 2122000 | 2289214 |
| Wolfspeed Inc 1.875% 12/1/2029  | 10858000 | 1954440 |
|  |  | 6593786 |
| Software - 0.0% |  |  |
| Core Scientific Inc 0% 6/15/2031 (d)(r) | 4542000 | 4224060 |
| Core Scientific Inc 3% 9/1/2029 (d) | 373000 | 475575 |
|  |  | 4699635 |
| TOTAL INFORMATION TECHNOLOGY |  | 11293421 |
| Real Estate - 0.1% |  |  |
| Real Estate Management & Development - 0.1% |  |  |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 0.25% 6/15/2026  | 4681000 | 4421204 |
| Redfin Corp 0.5% 4/1/2027  | 7897000 | 7018854 |
|  |  | 11440058 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| PG&E Corp 4.25% 12/1/2027  | 2159000 | 2239963 |
| TOTAL UNITED STATES |  | 32095238 |
| <br> **TOTAL CONVERTIBLE CORPORATE BONDS**<br> (Cost $35,748,794) |  | <br> **32095238** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.0%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Acrisure Holdings Inc Series A-2 (e) | 157072 | 3782294 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.0% |  |  |
| AGNC Investment Corp CME Term SOFR 3 month Index + 4.993%, 0% (b)(c) | 66700 | 1694180 |
| Dynex Capital Inc Series C, CME Term SOFR 3 month Index + 5.7226%, 9.9787% (b)(c) | 20200 | 514999 |
|  |  | 2209179 |
| TOTAL FINANCIALS |  | 5991473 |
| Real Estate - 0.0% |  |  |
| Hotel & Resort REITs - 0.0% |  |  |
| RLJ Lodging Trust Series A,1.95%  | 20725 | 513358 |
| TOTAL UNITED STATES |  | 6504831 |
| <br> **TOTAL CONVERTIBLE PREFERRED STOCKS**<br> (Cost $6,292,856) |  | <br> **6504831** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.2%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| ANGOLA - 0.0%  |  |  |  |
| Angola Republic 8.25% 5/9/2028 (d) |  | 2170000 | 1951373 |
| Angola Republic 8.75% 4/14/2032 (d) |  | 795000 | 654134 |
| Angola Republic 9.375% 5/8/2048 (d) |  | 1610000 | 1180935 |
| Angola Republic 9.5% 11/12/2025 (d) |  | 2245000 | 2242895 |
| TOTAL ANGOLA |  |  | 6029337 |
| ARGENTINA - 0.2%  |  |  |  |
| Argentine Republic 0.75% 7/9/2030 (i) |  | 19281404 | 15099749 |
| Argentine Republic 1% 7/9/2029  |  | 1754099 | 1443624 |
| Argentine Republic 3.5% 7/9/2041 (i) |  | 3950000 | 2454466 |
| Argentine Republic 4.125% 7/9/2035 (i) |  | 14503323 | 9757111 |
| Argentine Republic 5% 1/9/2038 (i) |  | 6812281 | 4851025 |
| Bonos Para La Reconstruccion De Una Argentina Libre 0% 6/30/2025 (r) |  | 216365 | 36261 |
| Provincia de Cordoba 6.99% 6/1/2027 (d)(i) |  | 1310721 | 1279355 |
| TOTAL ARGENTINA |  |  | 34921591 |
| ARMENIA - 0.0%  |  |  |  |
| Republic of Armenia 3.6% 2/2/2031 (d) |  | 1030000 | 873893 |
| Republic of Armenia 6.75% 3/12/2035 (d) |  | 1730000 | 1647663 |
| TOTAL ARMENIA |  |  | 2521556 |
| BAHAMAS (NASSAU) - 0.0%  |  |  |  |
| Bahamas Government International Bond 6% 11/21/2028 (d) |  | 1035000 | 1000844 |
| BAHRAIN - 0.0%  |  |  |  |
| Bahrain Kingdom 5.625% 5/18/2034 (d) |  | 790000 | 717170 |
| Bahrain Kingdom 7.5% 2/12/2036 (d) |  | 580000 | 590150 |
| TOTAL BAHRAIN |  |  | 1307320 |
| BARBADOS - 0.0%  |  |  |  |
| Barbados Government 6.5% 10/1/2029 (d) |  | 1692000 | 1610784 |
| BENIN - 0.0%  |  |  |  |
| Republic of Benin 7.96% 2/13/2038 (d) |  | 2355000 | 2145994 |
| Republic of Benin 8.375% 1/23/2041 (d) |  | 430000 | 398218 |
| TOTAL BENIN |  |  | 2544212 |
| BERMUDA - 0.0%  |  |  |  |
| Bermuda 2.375% 8/20/2030 (d) |  | 385000 | 335342 |
| Bermuda 3.375% 8/20/2050 (d) |  | 630000 | 402215 |
| Bermuda 3.717% 1/25/2027 (d) |  | 2220000 | 2182538 |
| Bermuda 4.75% 2/15/2029 (d) |  | 965000 | 960175 |
| Bermuda 5% 7/15/2032 (d) |  | 490000 | 474933 |
| TOTAL BERMUDA |  |  | 4355203 |
| BRAZIL - 0.0%  |  |  |  |
| Federative Republic of Brazil 3.875% 6/12/2030  |  | 2310000 | 2149455 |
| Federative Republic of Brazil 6% 10/20/2033  |  | 1900000 | 1864375 |
| Federative Republic of Brazil 7.125% 1/20/2037  |  | 2250000 | 2323688 |
| Federative Republic of Brazil 7.125% 5/13/2054  |  | 1435000 | 1328810 |
| Federative Republic of Brazil 8.25% 1/20/2034  |  | 2809000 | 3154507 |
| TOTAL BRAZIL |  |  | 10820835 |
| CANADA - 0.0%  |  |  |  |
| Canadian Government 1.5% 12/1/2031  | CAD | 1600000 | 1064786 |
| Canadian Government 2.75% 6/1/2033  | CAD | 2150000 | 1527414 |
| Canadian Government 3% 6/1/2034  | CAD | 700000 | 503382 |
| TOTAL CANADA |  |  | 3095582 |
| CHILE - 0.0%  |  |  |  |
| Chilean Republic 2.45% 1/31/2031  |  | 4855000 | 4279683 |
| Chilean Republic 2.75% 1/31/2027  |  | 790000 | 766300 |
| Chilean Republic 3.1% 1/22/2061  |  | 3325000 | 1945125 |
| Chilean Republic 3.5% 1/31/2034  |  | 520000 | 460720 |
| Chilean Republic 4% 1/31/2052  |  | 455000 | 340101 |
| Chilean Republic 4.34% 3/7/2042  |  | 915000 | 774090 |
| Chilean Republic 5.33% 1/5/2054  |  | 1440000 | 1321920 |
| TOTAL CHILE |  |  | 9887939 |
| COLOMBIA - 0.2%  |  |  |  |
| Colombian Republic 3% 1/30/2030  |  | 2720000 | 2329680 |
| Colombian Republic 3.125% 4/15/2031  |  | 1455000 | 1190772 |
| Colombian Republic 3.25% 4/22/2032  |  | 1245000 | 976703 |
| Colombian Republic 4.125% 5/15/2051  |  | 600000 | 336000 |
| Colombian Republic 5% 6/15/2045  |  | 5260000 | 3492640 |
| Colombian Republic 5.2% 5/15/2049  |  | 1660000 | 1092280 |
| Colombian Republic 6.125% 1/18/2041  |  | 105000 | 84629 |
| Colombian Republic 7.375% 4/25/2030  |  | 935000 | 962957 |
| Colombian Republic 7.375% 9/18/2037  |  | 630000 | 596534 |
| Colombian Republic 7.5% 2/2/2034  |  | 630000 | 624960 |
| Colombian Republic 8% 11/14/2035  |  | 8500000 | 8508500 |
| Colombian Republic 8% 4/20/2033  |  | 1040000 | 1066260 |
| Colombian Republic 8.5% 4/25/2035  |  | 1050000 | 1083495 |
| Colombian Republic 8.75% 11/14/2053  |  | 11670000 | 11384085 |
| TOTAL COLOMBIA |  |  | 33729495 |
| COSTA RICA - 0.0%  |  |  |  |
| Costa Rica Government International Bond 5.625% 4/30/2043 (d) |  | 785000 | 697080 |
| Costa Rica Government International Bond 7.3% 11/13/2054 (d) |  | 1245000 | 1272390 |
| TOTAL COSTA RICA |  |  | 1969470 |
| COTE D'IVOIRE - 0.0%  |  |  |  |
| Ivory Coast Government International Bond 6.125% 6/15/2033 (d) |  | 2490000 | 2209098 |
| Ivory Coast Government International Bond 6.375% 3/3/2028 (d) |  | 1772000 | 1759445 |
| Ivory Coast Government International Bond 8.075% 4/1/2036 (d) |  | 1060000 | 999108 |
| TOTAL COTE D'IVOIRE |  |  | 4967651 |
| DOMINICAN REPUBLIC - 0.0%  |  |  |  |
| Dominican Republic Bond 4.5% 1/30/2030 (d) |  | 1125000 | 1057500 |
| Dominican Republic Bond 4.875% 9/23/2032 (d) |  | 5535000 | 5047920 |
| Dominican Republic Bond 5.95% 1/25/2027 (d) |  | 1881000 | 1891346 |
| Dominican Republic Bond 6% 7/19/2028 (d) |  | 1011000 | 1021110 |
| Dominican Republic Bond 6.5% 2/15/2048 (d) |  | 635000 | 589914 |
| Dominican Republic Bond 6.6% 6/1/2036 (d) |  | 816000 | 811920 |
| Dominican Republic Bond 6.85% 1/27/2045 (d) |  | 1143000 | 1104481 |
| Dominican Republic Bond 7.05% 2/3/2031 (d) |  | 1295000 | 1343692 |
| Dominican Republic Bond 7.15% 2/24/2055 (d) |  | 1395000 | 1369890 |
| Dominican Republic Bond 7.45% 4/30/2044 (d) |  | 794000 | 816232 |
| TOTAL DOMINICAN REPUBLIC |  |  | 15054005 |
| ECUADOR - 0.0%  |  |  |  |
| Republic of Ecuador 5.5% 7/31/2035 (d)(i) |  | 3915000 | 2431215 |
| Republic of Ecuador 6.9% 7/31/2030 (d)(i) |  | 4136055 | 3206477 |
| TOTAL ECUADOR |  |  | 5637692 |
| EGYPT - 0.0%  |  |  |  |
| Arab Republic of Egypt 7.0529% 1/15/2032 (d) |  | 45000 | 39334 |
| Arab Republic of Egypt 7.5% 1/31/2027 (d) |  | 2427000 | 2447787 |
| Arab Republic of Egypt 7.5% 2/16/2061 (d) |  | 3225000 | 2205062 |
| Arab Republic of Egypt 7.6003% 3/1/2029 (d) |  | 1765000 | 1730733 |
| Arab Republic of Egypt 7.625% 5/29/2032 (d) |  | 1110000 | 996572 |
| Arab Republic of Egypt 7.903% 2/21/2048 (d) |  | 1891000 | 1368895 |
| Arab Republic of Egypt 8.5% 1/31/2047 (d) |  | 1586000 | 1212925 |
| Arab Republic of Egypt 8.7002% 3/1/2049 (d) |  | 1420000 | 1102275 |
| TOTAL EGYPT |  |  | 11103583 |
| EL SALVADOR - 0.0%  |  |  |  |
| El Salvador Republic 0.25% 4/17/2030 (d) |  | 1055000 | 18990 |
| El Salvador Republic 7.1246% 1/20/2050 (d) |  | 1000000 | 811500 |
| El Salvador Republic 7.625% 2/1/2041 (d) |  | 230000 | 206540 |
| El Salvador Republic 7.65% 6/15/2035 (d) |  | 855000 | 808830 |
| El Salvador Republic 9.25% 4/17/2030 (d) |  | 1055000 | 1102541 |
| El Salvador Republic 9.65% 11/21/2054 (d) |  | 640000 | 638400 |
| TOTAL EL SALVADOR |  |  | 3586801 |
| GABON - 0.0%  |  |  |  |
| Gabonese Republic 6.625% 2/6/2031 (d) |  | 1880000 | 1402950 |
| Gabonese Republic 7% 11/24/2031 (d) |  | 1245000 | 926068 |
| TOTAL GABON |  |  | 2329018 |
| GEORGIA - 0.0%  |  |  |  |
| Georgia Republic 2.75% 4/22/2026 (d) |  | 1580000 | 1515230 |
| GERMANY - 0.0%  |  |  |  |
| German Federal Republic 3.25% 7/4/2042 (s) | EUR | 3760000 | 4487666 |
| GHANA - 0.0%  |  |  |  |
| Ghana Republic 0% 1/3/2030 (d)(r) |  | 98997 | 80434 |
| Ghana Republic 0% 7/3/2026 (d)(r) |  | 87000 | 84173 |
| Ghana Republic 5% 7/3/2029 (d)(i) |  | 1002250 | 912048 |
| Ghana Republic 5% 7/3/2035 (d)(i) |  | 1136500 | 838169 |
| TOTAL GHANA |  |  | 1914824 |
| GUATEMALA - 0.0%  |  |  |  |
| Guatemala Government Bond 4.875% 2/13/2028 (d) |  | 305000 | 300196 |
| Guatemala Government Bond 4.9% 6/1/2030 (d) |  | 890000 | 865614 |
| Guatemala Government Bond 6.125% 6/1/2050 (d) |  | 1335000 | 1185480 |
| Guatemala Government Bond 6.6% 6/13/2036 (d) |  | 835000 | 836670 |
| TOTAL GUATEMALA |  |  | 3187960 |
| HUNGARY - 0.0%  |  |  |  |
| Hungary Government 2.125% 9/22/2031 (d) |  | 880000 | 720408 |
| Hungary Government 3.125% 9/21/2051 (d) |  | 1660000 | 964228 |
| Hungary Government 5.25% 6/16/2029 (d) |  | 1305000 | 1309894 |
| Hungary Government 5.5% 6/16/2034 (d) |  | 1745000 | 1689928 |
| Hungary Government 6.125% 5/22/2028 (d) |  | 610000 | 626927 |
| Hungary Government 6.25% 9/22/2032 (d) |  | 615000 | 636143 |
| Hungary Government 6.75% 9/25/2052 (d) |  | 430000 | 429677 |
| TOTAL HUNGARY |  |  | 6377205 |
| INDONESIA - 0.2%  |  |  |  |
| Indonesia Government 3.2% 9/23/2061  |  | 1380000 | 845250 |
| Indonesia Government 3.5% 2/14/2050  |  | 1165000 | 821325 |
| Indonesia Government 3.85% 10/15/2030  |  | 855000 | 824135 |
| Indonesia Government 4.1% 4/24/2028  |  | 1955000 | 1943270 |
| Indonesia Government 4.2% 10/15/2050  |  | 44910000 | 35478900 |
| Indonesia Government 4.35% 1/11/2048  |  | 1225000 | 1003275 |
| Indonesia Government 5.125% 1/15/2045 (d) |  | 4090000 | 3826604 |
| Indonesia Government 5.25% 1/17/2042 (d) |  | 660000 | 636239 |
| Indonesia Government 5.95% 1/8/2046 (d) |  | 985000 | 1007606 |
| Indonesia Government 6.75% 1/15/2044 (d) |  | 690000 | 760380 |
| Indonesia Government 7.75% 1/17/2038 (d) |  | 2648000 | 3172304 |
| Indonesia Government 8.5% 10/12/2035 (d) |  | 4030000 | 5029440 |
| TOTAL INDONESIA |  |  | 55348728 |
| ISRAEL - 0.0%  |  |  |  |
| Israel Government 3.375% 1/15/2050  |  | 2760000 | 1708992 |
| Israel Government 5.75% 3/12/2054  |  | 955000 | 846818 |
| TOTAL ISRAEL |  |  | 2555810 |
| JAMAICA - 0.0%  |  |  |  |
| Jamaican Government 6.75% 4/28/2028  |  | 745000 | 768281 |
| Jamaican Government 7.875% 7/28/2045  |  | 430000 | 492028 |
| TOTAL JAMAICA |  |  | 1260309 |
| JAPAN - 0.0%  |  |  |  |
| Japan Government 0.9% 9/20/2034  | JPY | 555000000 | 3676048 |
| JORDAN - 0.0%  |  |  |  |
| Jordan Government 7.375% 10/10/2047 (d) |  | 640000 | 551360 |
| Jordan Government 7.5% 1/13/2029 (d) |  | 755000 | 762316 |
| Jordan Government 7.75% 1/15/2028 (d) |  | 825000 | 846145 |
| TOTAL JORDAN |  |  | 2159821 |
| KENYA - 0.0%  |  |  |  |
| Republic of Kenya Government Bond 6.3% 1/23/2034 (d) |  | 605000 | 481919 |
| Republic of Kenya Government Bond 7.25% 2/28/2028 (d) |  | 640000 | 619053 |
| Republic of Kenya Government Bond 9.5% 3/5/2036 (d) |  | 305000 | 278159 |
| Republic of Kenya Government Bond 9.75% 2/16/2031 (d) |  | 1485000 | 1481748 |
| TOTAL KENYA |  |  | 2860879 |
| LEBANON - 0.0%  |  |  |  |
| Lebanon Republic 5.8% (f)(s) |  | 1814000 | 313821 |
| Lebanon Republic 6.375% (f)(s) |  | 1956000 | 338388 |
| TOTAL LEBANON |  |  | 652209 |
| MEXICO - 0.2%  |  |  |  |
| United Mexican States 2.659% 5/24/2031  |  | 1235000 | 1052220 |
| United Mexican States 3.25% 4/16/2030  |  | 2460000 | 2243520 |
| United Mexican States 3.5% 2/12/2034  |  | 2315000 | 1901773 |
| United Mexican States 3.75% 1/11/2028  |  | 2265000 | 2214321 |
| United Mexican States 3.75% 4/19/2071  |  | 3325000 | 1795084 |
| United Mexican States 3.771% 5/24/2061  |  | 800000 | 447999 |
| United Mexican States 4.5% 4/22/2029  |  | 905000 | 885090 |
| United Mexican States 4.875% 5/19/2033  |  | 895000 | 826756 |
| United Mexican States 5.75% 10/12/2110  |  | 1615000 | 1219527 |
| United Mexican States 6% 5/7/2036  |  | 2400000 | 2298000 |
| United Mexican States 6.05% 1/11/2040  |  | 1810000 | 1680133 |
| United Mexican States 6.338% 5/4/2053  |  | 1260000 | 1106280 |
| United Mexican States 6.35% 2/9/2035  |  | 1240000 | 1235660 |
| United Mexican States 6.875% 5/13/2037  |  | 910000 | 920920 |
| United Mexican States 7.375% 5/13/2055  |  | 1675000 | 1655738 |
| TOTAL MEXICO |  |  | 21483021 |
| MONGOLIA - 0.0%  |  |  |  |
| Mongolia Government 6.625% 2/25/2030 (d) |  | 1405000 | 1366363 |
| Mongolia Government 7.875% 6/5/2029 (d) |  | 245000 | 248981 |
| TOTAL MONGOLIA |  |  | 1615344 |
| MONTENEGRO - 0.0%  |  |  |  |
| Republic of Montenegro 7.25% 3/12/2031 (d) |  | 2830000 | 2901458 |
| MOROCCO - 0.0%  |  |  |  |
| Moroccan Kingdom 6.5% 9/8/2033 (d) |  | 1735000 | 1794927 |
| MULTI-NATIONAL - 0.0%  |  |  |  |
| European Union 4% 4/4/2044 (s) | EUR | 6405000 | 7665035 |
| NIGERIA - 0.0%  |  |  |  |
| Republic of Nigeria 6.125% 9/28/2028 (d) |  | 4410000 | 4088908 |
| Republic of Nigeria 6.5% 11/28/2027 (d) |  | 600000 | 581064 |
| Republic of Nigeria 7.143% 2/23/2030 (d) |  | 1650000 | 1518000 |
| Republic of Nigeria 7.625% 11/21/2025 (d) |  | 1505000 | 1511110 |
| Republic of Nigeria 7.696% 2/23/2038 (d) |  | 1110000 | 906038 |
| Republic of Nigeria 7.875% 2/16/2032 (d) |  | 1840000 | 1664740 |
| TOTAL NIGERIA |  |  | 10269860 |
| OMAN - 0.0%  |  |  |  |
| Oman Sultanate 5.625% 1/17/2028 (d) |  | 4775000 | 4817678 |
| Oman Sultanate 6% 8/1/2029 (d) |  | 1185000 | 1221071 |
| Oman Sultanate 6.25% 1/25/2031 (d) |  | 895000 | 935391 |
| Oman Sultanate 6.5% 3/8/2047 (d) |  | 325000 | 317389 |
| Oman Sultanate 6.75% 1/17/2048 (d) |  | 2034000 | 2042522 |
| Oman Sultanate 7% 1/25/2051 (d) |  | 185000 | 190435 |
| TOTAL OMAN |  |  | 9524486 |
| PAKISTAN - 0.0%  |  |  |  |
| Islamic Republic of Pakistan 6% 4/8/2026 (d) |  | 2270000 | 2211548 |
| Islamic Republic of Pakistan 6.875% 12/5/2027 (d) |  | 1525000 | 1414941 |
| Islamic Republic of Pakistan 7.375% 4/8/2031 (d) |  | 2260000 | 1924367 |
| TOTAL PAKISTAN |  |  | 5550856 |
| PANAMA - 0.0%  |  |  |  |
| Panamanian Republic 3.298% 1/19/2033  |  | 1135000 | 894522 |
| Panamanian Republic 3.87% 7/23/2060  |  | 2230000 | 1198101 |
| Panamanian Republic 4.5% 4/16/2050  |  | 2915000 | 1853940 |
| Panamanian Republic 6.4% 2/14/2035  |  | 1005000 | 947966 |
| Panamanian Republic 7.875% 3/1/2057  |  | 865000 | 841645 |
| Panamanian Republic 8% 3/1/2038  |  | 915000 | 947483 |
| TOTAL PANAMA |  |  | 6683657 |
| PARAGUAY - 0.0%  |  |  |  |
| Republic of Paraguay 2.739% 1/29/2033 (d) |  | 1045000 | 874247 |
| Republic of Paraguay 4.95% 4/28/2031 (d) |  | 1525000 | 1495930 |
| Republic of Paraguay 5.4% 3/30/2050 (d) |  | 930000 | 781242 |
| Republic of Paraguay 6% 2/9/2036 (d) |  | 560000 | 560691 |
| Republic of Paraguay 6.65% 3/4/2055 (d) |  | 650000 | 633425 |
| TOTAL PARAGUAY |  |  | 4345535 |
| PERU - 0.0%  |  |  |  |
| Peruvian Republic 2.783% 1/23/2031  |  | 2035000 | 1795888 |
| Peruvian Republic 3% 1/15/2034  |  | 1130000 | 938465 |
| Peruvian Republic 3.3% 3/11/2041  |  | 1735000 | 1261345 |
| TOTAL PERU |  |  | 3995698 |
| PHILIPPINES - 0.0%  |  |  |  |
| Philippine Republic 2.65% 12/10/2045  |  | 1655000 | 1047781 |
| Philippine Republic 2.95% 5/5/2045  |  | 430000 | 287562 |
| Philippine Republic 5% 7/17/2033  |  | 920000 | 920460 |
| Philippine Republic 5.5% 1/17/2048  |  | 805000 | 771906 |
| Philippine Republic 5.6% 5/14/2049  |  | 1075000 | 1035354 |
| Philippine Republic 5.609% 4/13/2033  |  | 825000 | 856748 |
| Philippine Republic 5.95% 10/13/2047  |  | 1320000 | 1334850 |
| TOTAL PHILIPPINES |  |  | 6254661 |
| POLAND - 0.0%  |  |  |  |
| Bank Gospodarstwa Krajowego 5.375% 5/22/2033 (d) |  | 780000 | 773830 |
| Bank Gospodarstwa Krajowego 6.25% 10/31/2028 (d) |  | 500000 | 522562 |
| Bank Gospodarstwa Krajowego 6.25% 7/9/2054 (d) |  | 1805000 | 1742385 |
| Republic of Poland 5.5% 3/18/2054  |  | 1110000 | 1004134 |
| Republic of Poland 5.5% 4/4/2053  |  | 585000 | 531911 |
| Republic of Poland 5.75% 11/16/2032  |  | 1500000 | 1563825 |
| TOTAL POLAND |  |  | 6138647 |
| QATAR - 0.0%  |  |  |  |
| State of Qatar 4.4% 4/16/2050 (d) |  | 2090000 | 1744105 |
| State of Qatar 4.625% 6/2/2046 (d) |  | 3535000 | 3118842 |
| State of Qatar 4.817% 3/14/2049 (d) |  | 3480000 | 3090240 |
| State of Qatar 5.103% 4/23/2048 (d) |  | 3255000 | 3023895 |
| State of Qatar 9.75% 6/15/2030 (d) |  | 722000 | 896183 |
| TOTAL QATAR |  |  | 11873265 |
| ROMANIA - 0.0%  |  |  |  |
| Romanian Republic 3% 2/27/2027 (d) |  | 1076000 | 1028925 |
| Romanian Republic 3.625% 3/27/2032 (d) |  | 1206000 | 1009277 |
| Romanian Republic 4% 2/14/2051 (d) |  | 1365000 | 818242 |
| Romanian Republic 6.625% 2/17/2028 (d) |  | 610000 | 623054 |
| Romanian Republic 7.125% 1/17/2033 (d) |  | 350000 | 355075 |
| Romanian Republic 7.5% 2/10/2037 (d) |  | 2112000 | 2120554 |
| TOTAL ROMANIA |  |  | 5955127 |
| RWANDA - 0.0%  |  |  |  |
| Rwanda Republic 5.5% 8/9/2031 (d) |  | 1800000 | 1514250 |
| SAUDI ARABIA - 0.2%  |  |  |  |
| Kingdom of Saudi Arabia 2.25% 2/2/2033 (d) |  | 2285000 | 1883034 |
| Kingdom of Saudi Arabia 3.25% 10/22/2030 (d) |  | 10790000 | 10044843 |
| Kingdom of Saudi Arabia 3.45% 2/2/2061 (d) |  | 4585000 | 2738575 |
| Kingdom of Saudi Arabia 3.75% 1/21/2055 (d) |  | 1250000 | 828124 |
| Kingdom of Saudi Arabia 4.5% 10/26/2046 (d) |  | 2465000 | 1974465 |
| Kingdom of Saudi Arabia 4.5% 4/22/2060 (d) |  | 7675000 | 5799460 |
| Kingdom of Saudi Arabia 4.625% 10/4/2047 (d) |  | 1355000 | 1101778 |
| Kingdom of Saudi Arabia 5% 1/18/2053 (d) |  | 1010000 | 839875 |
| Kingdom of Saudi Arabia 5.75% 1/16/2054 (d) |  | 950000 | 883795 |
| TOTAL SAUDI ARABIA |  |  | 26093949 |
| SENEGAL - 0.0%  |  |  |  |
| Republic of Senegal 6.25% 5/23/2033 (d) |  | 4120000 | 2953546 |
| Republic of Senegal 6.75% 3/13/2048 (d) |  | 735000 | 459375 |
| TOTAL SENEGAL |  |  | 3412921 |
| SERBIA - 0.0%  |  |  |  |
| Republic of Serbia 2.125% 12/1/2030 (d) |  | 2015000 | 1675473 |
| Republic of Serbia 6% 6/12/2034 (d) |  | 750000 | 742972 |
| Republic of Serbia 6.5% 9/26/2033 (d) |  | 1650000 | 1702800 |
| TOTAL SERBIA |  |  | 4121245 |
| SOUTH AFRICA - 0.0%  |  |  |  |
| South African Republic 4.85% 9/27/2027  |  | 1010000 | 999880 |
| South African Republic 4.85% 9/30/2029  |  | 620000 | 590394 |
| South African Republic 5% 10/12/2046  |  | 1415000 | 951588 |
| South African Republic 5.65% 9/27/2047  |  | 760000 | 550999 |
| South African Republic 5.75% 9/30/2049  |  | 2045000 | 1477513 |
| South African Republic 5.875% 4/20/2032  |  | 1415000 | 1357162 |
| South African Republic 7.1% 11/19/2036 (d) |  | 1755000 | 1698893 |
| TOTAL SOUTH AFRICA |  |  | 7626429 |
| SRI LANKA - 0.0%  |  |  |  |
| Democratic Socialist Republic of Sri Lanka 3.1% 1/15/2030 (d)(i) |  | 822214 | 713542 |
| Democratic Socialist Republic of Sri Lanka 3.35% 3/15/2033 (d)(i) |  | 2460850 | 1910236 |
| Democratic Socialist Republic of Sri Lanka 3.6% 2/15/2038 (d)(i) |  | 1125971 | 878257 |
| Democratic Socialist Republic of Sri Lanka 3.6% 5/15/2036 (d)(i) |  | 562748 | 436833 |
| Democratic Socialist Republic of Sri Lanka 3.6% 6/15/2035 (d)(i) |  | 310852 | 210194 |
| Democratic Socialist Republic of Sri Lanka 4% 4/15/2028 (d) |  | 592955 | 552189 |
| TOTAL SRI LANKA |  |  | 4701251 |
| TURKEY - 0.2%  |  |  |  |
| Turkish Republic 4.25% 4/14/2026  |  | 2035000 | 2009115 |
| Turkish Republic 4.75% 1/26/2026  |  | 2780000 | 2771799 |
| Turkish Republic 4.875% 10/9/2026  |  | 3940000 | 3898827 |
| Turkish Republic 4.875% 4/16/2043  |  | 2105000 | 1423506 |
| Turkish Republic 5.125% 2/17/2028  |  | 1445000 | 1400718 |
| Turkish Republic 5.25% 3/13/2030  |  | 1055000 | 982205 |
| Turkish Republic 5.75% 5/11/2047  |  | 3093000 | 2213042 |
| Turkish Republic 5.875% 6/26/2031  |  | 1330000 | 1236568 |
| Turkish Republic 6% 1/14/2041  |  | 3615000 | 2868141 |
| Turkish Republic 6% 3/25/2027  |  | 440000 | 441099 |
| Turkish Republic 6.625% 2/17/2045  |  | 1020000 | 829449 |
| Turkish Republic 7.125% 7/17/2032  |  | 880000 | 861300 |
| Turkish Republic 7.25% 5/29/2032  |  | 815000 | 800777 |
| Turkish Republic 7.625% 5/15/2034  |  | 990000 | 988763 |
| Turkish Republic 9.125% 7/13/2030  |  | 1120000 | 1217093 |
| Turkish Republic 9.375% 1/19/2033  |  | 3315000 | 3653760 |
| Turkish Republic 9.375% 3/14/2029  |  | 2840000 | 3074769 |
| Turkish Republic 9.875% 1/15/2028  |  | 3115000 | 3376847 |
| TOTAL TURKEY |  |  | 34047778 |
| UKRAINE - 0.0%  |  |  |  |
| Ukraine Government 0% 2/1/2030 (d)(i) |  | 425061 | 205092 |
| Ukraine Government 0% 2/1/2034 (d)(i) |  | 1588395 | 591677 |
| Ukraine Government 0% 2/1/2035 (d)(i) |  | 1822305 | 879262 |
| Ukraine Government 0% 2/1/2036 (d)(i) |  | 1118587 | 538600 |
| Ukraine Government 0% 8/1/2041 (b)(d) |  | 975000 | 704438 |
| Ukraine Government 1.75% 2/1/2029 (d)(i) |  | 2180999 | 1330410 |
| Ukraine Government 1.75% 2/1/2034 (d)(i) |  | 2515444 | 1226279 |
| Ukraine Government 1.75% 2/1/2035 (d)(i) |  | 1408878 | 676261 |
| Ukraine Government 1.75% 2/1/2036 (d)(i) |  | 946169 | 444699 |
| TOTAL UKRAINE |  |  | 6596718 |
| UNITED ARAB EMIRATES - 0.0%  |  |  |  |
| Emirate of Abu Dhabi 3% 9/15/2051 (d) |  | 3520000 | 2233686 |
| Emirate of Abu Dhabi 3.125% 9/30/2049 (d) |  | 5230000 | 3464875 |
| Emirate of Abu Dhabi 3.875% 4/16/2050 (d) |  | 2400000 | 1805712 |
| Emirate of Abu Dhabi 5.5% 4/30/2054 (d) |  | 1425000 | 1379500 |
| Emirate of Dubai 3.9% 9/9/2050 (s) |  | 3300000 | 2309835 |
| Emirate of Dubai 5.25% 1/30/2043 (s) |  | 890000 | 828902 |
| TOTAL UNITED ARAB EMIRATES |  |  | 12022510 |
| URUGUAY - 0.0%  |  |  |  |
| Uruguay Republic 5.1% 6/18/2050  |  | 2260000 | 2030158 |
| Uruguay Republic 5.75% 10/28/2034  |  | 1080000 | 1124114 |
| TOTAL URUGUAY |  |  | 3154272 |
| UZBEKISTAN - 0.0%  |  |  |  |
| Republic of Uzbekistan 3.7% 11/25/2030 (d) |  | 725000 | 619875 |
| Republic of Uzbekistan 3.9% 10/19/2031 (d) |  | 495000 | 416294 |
| TOTAL UZBEKISTAN |  |  | 1036169 |
| VENEZUELA - 0.0%  |  |  |  |
| Venezuela Republic 11.95% (f)(s) |  | 1641700 | 291566 |
| Venezuela Republic 12.75% (f)(s) |  | 450400 | 79027 |
| Venezuela Republic 9.25% (f) |  | 10096000 | 1918240 |
| TOTAL VENEZUELA |  |  | 2288833 |
| ZAMBIA - 0.0%  |  |  |  |
| Republic of Zambia 0.5% 12/31/2053 (d) |  | 2612927 | 1587353 |
| Republic of Zambia 5.75% 6/30/2033 (d)(i) |  | 174080 | 156194 |
| TOTAL ZAMBIA |  |  | 1743547 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $486,948,237) |  |  | <br> **456881056** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 27.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 27.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 27.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 27.0%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| ANGOLA - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Azule Energy Finance Plc 8.125% 1/23/2030 (d) |  | 235000 | 228813 |
| ARGENTINA - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Tecpetrol SA 7.625% 1/22/2033 (d) |  | 945000 | 940275 |
| YPF SA 8.25% 1/17/2034 (d) |  | 945000 | 929795 |
| TOTAL ARGENTINA |  |  | 1870070 |
| AUSTRALIA - 0.1%  |  |  |  |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| Commonwealth Bank of Australia 2.688% 3/11/2031 (d) |  | 4591000 | 4023810 |
| Commonwealth Bank of Australia 3.61% 9/12/2034 (b)(d) |  | 9644000 | 9043583 |
| Westpac Banking Corp 4.11% 7/24/2034 (b) |  | 13519000 | 12944754 |
|  |  |  | 26012147 |
| Financial Services - 0.0% |  |  |  |
| Cimic Finance Ltd 1.5% 5/28/2029 (s) | EUR | 3350000 | 3522607 |
| Insurance - 0.0% |  |  |  |
| QBE Insurance Group Ltd 2.5% 9/13/2038 (b)(s) | GBP | 4350000 | 5337459 |
| TOTAL FINANCIALS |  |  | 34872213 |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| FMG Resources August 2006 Pty Ltd 4.375% 4/1/2031 (d) |  | 950000 | 872133 |
| Mineral Resources Ltd 8% 11/1/2027 (d) |  | 3912000 | 3908270 |
| Mineral Resources Ltd 8.125% 5/1/2027 (d) |  | 3787000 | 3789897 |
| Mineral Resources Ltd 8.5% 5/1/2030 (d) |  | 3100000 | 3070546 |
| Mineral Resources Ltd 9.25% 10/1/2028 (d) |  | 1880000 | 1918146 |
|  |  |  | 13558992 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| AusNet Services Holdings Pty Ltd 6.134% 5/31/2033  | AUD | 3530000 | 2399176 |
| TOTAL AUSTRALIA |  |  | 50830381 |
| AZERBAIJAN - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Southern Gas Corridor CJSC 6.875% 3/24/2026 (d) |  | 3096000 | 3122254 |
| State Oil Co of the Azerbaijan Republic 6.95% 3/18/2030 (s) |  | 950000 | 986575 |
| TOTAL AZERBAIJAN |  |  | 4108829 |
| BAHRAIN - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Bapco Energies BSC Closed 7.5% 10/25/2027 (d) |  | 2177000 | 2220714 |
| Bapco Energies BSC Closed 8.375% 11/7/2028 (d) |  | 485000 | 512039 |
| TOTAL BAHRAIN |  |  | 2732753 |
| BAILIWICK OF JERSEY - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobiles - 0.0% |  |  |  |
| Aston Martin Capital Holdings Ltd 10% 3/31/2029 (d) |  | 3013000 | 2823696 |
| BELGIUM - 0.3%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Telenet Finance Luxembourg Notes Sarl 5.5% 3/1/2028 (d) |  | 1800000 | 1773000 |
| Consumer Staples - 0.3% |  |  |  |
| Beverages - 0.3% |  |  |  |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.9% 2/1/2046  |  | 9257000 | 8345393 |
| Anheuser-Busch InBev Worldwide Inc 5.45% 1/23/2039  |  | 18170000 | 18218006 |
| Anheuser-Busch InBev Worldwide Inc 5.55% 1/23/2049  |  | 34229000 | 33590500 |
| Anheuser-Busch InBev Worldwide Inc 5.8% 1/23/2059  |  | 36395000 | 36356178 |
|  |  |  | 96510077 |
| Food Products - 0.0% |  |  |  |
| Barry Callebaut Services NV 4.25% 8/19/2031 (s) | EUR | 4400000 | 5031591 |
| TOTAL CONSUMER STAPLES |  |  | 101541668 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Fluxys SA 4% 11/28/2030 (s) | EUR | 3600000 | 4129285 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| KBC Group NV 3.5% 1/21/2032 (b)(s) | EUR | 4400000 | 5053858 |
| KBC Group NV 6.324% 9/21/2034 (b)(d) |  | 2445000 | 2582413 |
|  |  |  | 7636271 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Shurgard Luxembourg Sarl 4% 5/27/2035 (s) | EUR | 4000000 | 4564014 |
| TOTAL BELGIUM |  |  | 119644238 |
| BRAZIL - 0.1%  |  |  |  |
| Consumer Staples - 0.0% |  |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |  |
| Minerva Luxembourg SA 8.875% 9/13/2033 (d) |  | 1210000 | 1298916 |
| NBM US Holdings Inc 6.625% 8/6/2029 (d) |  | 2015000 | 2018778 |
|  |  |  | 3317694 |
| Food Products - 0.0% |  |  |  |
| Marb Bondco PLC 3.95% 1/29/2031 (d) |  | 1235000 | 1077537 |
| TOTAL CONSUMER STAPLES |  |  | 4395231 |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Guara Norte Sarl 5.198% 6/15/2034 (d) |  | 1337739 | 1247776 |
| Yinson Boronia Production BV 8.947% 7/31/2042 (d) |  | 3669348 | 3819865 |
|  |  |  | 5067641 |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| MC Brazil Downstream Trading SARL 7.25% 6/30/2031 (d) |  | 3461629 | 2717379 |
| Petrorio Luxembourg Holding Sarl 6.125% 6/9/2026 (d) |  | 1115000 | 1120296 |
|  |  |  | 3837675 |
| TOTAL ENERGY |  |  | 8905316 |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Cosan Luxembourg SA 7.25% 6/27/2031 (d) |  | 1655000 | 1706719 |
| Industrials - 0.0% |  |  |  |
| Passenger Airlines - 0.0% |  |  |  |
| Azul Secured Finance LLP 11.5% 8/28/2029 (f) |  | 1271516 | 25430 |
| Azul Secured Finance LLP 11.93% 8/28/2028 (f) |  | 2436847 | 657949 |
| Azul Secured Finance LLP U.S. SOFR Averages Index + 8.25%, 4.2808% 1/28/2030 pay-in-kind (b)(c)(d)(f) |  | 696102 | 859686 |
|  |  |  | 1543065 |
| Materials - 0.1% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Braskem Netherlands Finance BV 5.875% 1/31/2050 (d) |  | 895000 | 590699 |
| Braskem Netherlands Finance BV 7.25% 2/13/2033 (d) |  | 2545000 | 2215423 |
| Braskem Netherlands Finance BV 8% 10/15/2034 (d) |  | 815000 | 727388 |
| Braskem Netherlands Finance BV 8.5% 1/12/2031 (d) |  | 1285000 | 1230516 |
|  |  |  | 4764026 |
| Metals & Mining - 0.1% |  |  |  |
| CSN Inova Ventures 6.75% 1/28/2028 (d) |  | 1630000 | 1541165 |
| CSN Resources SA 5.875% 4/8/2032 (d) |  | 1050000 | 857325 |
| CSN Resources SA 8.875% 12/5/2030 (d) |  | 1185000 | 1157875 |
| ERO Copper Corp 6.5% 2/15/2030 (d) |  | 5821000 | 5726409 |
| Nexa Resources SA 6.6% 4/8/2037 (d) |  | 865000 | 857962 |
| Nexa Resources SA 6.75% 4/9/2034 (d) |  | 885000 | 902258 |
| Samarco Mineracao SA 9% 6/30/2031 pay-in-kind (b)(d) |  | 8269702 | 8011275 |
| Usiminas International Sarl 7.5% 1/27/2032 (d) |  | 2120000 | 2135767 |
| Vale Overseas Ltd 6.4% 6/28/2054  |  | 1870000 | 1780764 |
|  |  |  | 22970800 |
| Paper & Forest Products - 0.0% |  |  |  |
| LD Celulose International GmbH 7.95% 1/26/2032 (d) |  | 1185000 | 1221586 |
| Suzano Austria GmbH 3.75% 1/15/2031  |  | 930000 | 841255 |
| Suzano Austria GmbH 5% 1/15/2030  |  | 2685000 | 2610220 |
|  |  |  | 4673061 |
| TOTAL MATERIALS |  |  | 32407887 |
| Utilities - 0.0% |  |  |  |
| Water Utilities - 0.0% |  |  |  |
| Aegea Finance Sarl 9% 1/20/2031 (d) |  | 530000 | 557162 |
| TOTAL BRAZIL |  |  | 49515380 |
| CAMEROON - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Golar LNG Ltd 7% 10/20/2025 (d) |  | 4431000 | 4433526 |
| Golar LNG Ltd 7.75% 9/19/2029 (d)(s) |  | 3600000 | 3600000 |
| TOTAL CAMEROON |  |  | 8033526 |
| CANADA - 0.5%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Rogers Communications Inc 7% 4/15/2055 (b) |  | 1162000 | 1171096 |
| Rogers Communications Inc 7.125% 4/15/2055 (b) |  | 1162000 | 1163685 |
|  |  |  | 2334781 |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobiles - 0.0% |  |  |  |
| New Flyer Holdings Inc 0% 7/1/2030 (d)(g) |  | 1240000 | 1240000 |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| 1011778 BC ULC / New Red Finance Inc 4% 10/15/2030 (d) |  | 2910000 | 2676232 |
| 1011778 BC ULC / New Red Finance Inc 4.375% 1/15/2028 (d) |  | 4380000 | 4268822 |
| 1011778 BC ULC / New Red Finance Inc 5.625% 9/15/2029 (d) |  | 4420000 | 4445508 |
| 1011778 BC ULC / New Red Finance Inc 6.125% 6/15/2029 (d) |  | 2285000 | 2330309 |
| Ontario Gaming GTA LP/OTG Co-Issuer Inc 8% 8/1/2030 (d) |  | 97000 | 95884 |
|  |  |  | 13816755 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 15056755 |
| Consumer Staples - 0.0% |  |  |  |
| Household Products - 0.0% |  |  |  |
| Kronos Acquisition Holdings Inc 10.75% 6/30/2032 (d) |  | 830000 | 554107 |
| Kronos Acquisition Holdings Inc 8.25% 6/30/2031 (d) |  | 1170000 | 1023363 |
|  |  |  | 1577470 |
| Energy - 0.2% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |  |
| Baytex Energy Corp 7.375% 3/15/2032 (d) |  | 2370000 | 2151386 |
| Canadian Natural Resources Ltd 2.95% 7/15/2030  |  | 23000000 | 20845297 |
| Canadian Natural Resources Ltd 5.85% 2/1/2035  |  | 6942000 | 6904272 |
| Cenovus Energy Inc 3.75% 2/15/2052  |  | 3670000 | 2393534 |
| Cenovus Energy Inc 5.25% 6/15/2037  |  | 9640000 | 8925192 |
| Cenovus Energy Inc 5.4% 6/15/2047  |  | 2422000 | 2084138 |
| Cenovus Energy Inc 6.75% 11/15/2039  |  | 969000 | 1020645 |
| Parkland Corp 4.5% 10/1/2029 (d) |  | 1115000 | 1052914 |
| Parkland Corp 4.625% 5/1/2030 (d) |  | 5315000 | 4993886 |
| Parkland Corp 6.625% 8/15/2032 (d) |  | 1735000 | 1738850 |
| South Bow Canadian Infrastructure Holdings Ltd 7.5% 3/1/2055 (b)(d) |  | 2650000 | 2642504 |
| South Bow Canadian Infrastructure Holdings Ltd 7.625% 3/1/2055 (b)(d) |  | 349000 | 352267 |
|  |  |  | 55104885 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Bank of Nova Scotia/The 3.375% 3/5/2033 (b)(s) | EUR | 11300000 | 12735536 |
| Insurance - 0.0% |  |  |  |
| Sagicor Financial Co Ltd 5.3% 5/13/2028 (d) |  | 1590000 | 1566659 |
| TOTAL FINANCIALS |  |  | 14302195 |
| Industrials - 0.1% |  |  |  |
| Aerospace & Defense - 0.1% |  |  |  |
| Bombardier Inc 6.75% 6/15/2033 (d) |  | 2115000 | 2144633 |
| Bombardier Inc 7% 6/1/2032 (d) |  | 595000 | 608515 |
| Bombardier Inc 7.25% 7/1/2031 (d) |  | 2985000 | 3078285 |
| Bombardier Inc 7.875% 4/15/2027 (d) |  | 1940000 | 1948916 |
| Bombardier Inc 8.75% 11/15/2030 (d) |  | 2955000 | 3171626 |
|  |  |  | 10951975 |
| Commercial Services & Supplies - 0.0% |  |  |  |
| Wrangler Holdco Corp 6.625% 4/1/2032 (d) |  | 3855000 | 3975970 |
| Passenger Airlines - 0.0% |  |  |  |
| Air Canada 3.875% 8/15/2026 (d) |  | 180000 | 177729 |
| TOTAL INDUSTRIALS |  |  | 15105674 |
| Information Technology - 0.0% |  |  |  |
| Software - 0.0% |  |  |  |
| Open Text Corp 3.875% 12/1/2029 (d) |  | 2900000 | 2699040 |
| Open Text Corp 3.875% 2/15/2028 (d) |  | 2780000 | 2662982 |
| Open Text Holdings Inc 4.125% 12/1/2031 (d) |  | 3045000 | 2758918 |
| Open Text Holdings Inc 4.125% 2/15/2030 (d)(t) |  | 2625000 | 2450570 |
|  |  |  | 10571510 |
| Materials - 0.2% |  |  |  |
| Chemicals - 0.1% |  |  |  |
| Methanex Corp 5.125% 10/15/2027  |  | 6667000 | 6610318 |
| Methanex Corp 5.25% 12/15/2029  |  | 510000 | 494655 |
| Methanex Corp 5.65% 12/1/2044  |  | 4732000 | 3631246 |
| NOVA Chemicals Corp 4.25% 5/15/2029 (d) |  | 3875000 | 3704634 |
| NOVA Chemicals Corp 7% 12/1/2031 (d) |  | 2000000 | 2091660 |
| NOVA Chemicals Corp 9% 2/15/2030 (d) |  | 1235000 | 1329630 |
|  |  |  | 17862143 |
| Containers & Packaging - 0.1% |  |  |  |
| Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC 9.5% 5/15/2030 (d) |  | 4645000 | 4618693 |
| Metals & Mining - 0.0% |  |  |  |
| Capstone Copper Corp 6.75% 3/31/2033 (d) |  | 2830000 | 2829480 |
| Hudbay Minerals Inc 4.5% 4/1/2026 (d) |  | 1780000 | 1764186 |
|  |  |  | 4593666 |
| TOTAL MATERIALS |  |  | 27074502 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Emera US Finance LP 3.55% 6/15/2026  |  | 5152000 | 5083543 |
| TOTAL CANADA |  |  | 146211315 |
| CHILE - 0.1%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Media - 0.0% |  |  |  |
| VTR Finance NV 6.375% 7/15/2028 (d) |  | 5035000 | 4800558 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| VTR Comunicaciones SpA 4.375% 4/15/2029 (d) |  | 565000 | 500025 |
| VTR Comunicaciones SpA 5.125% 1/15/2028 (d) |  | 1768000 | 1661920 |
|  |  |  | 2161945 |
| TOTAL COMMUNICATION SERVICES |  |  | 6962503 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Empresa Nacional del Petroleo 5.95% 7/30/2034 (d) |  | 730000 | 730456 |
| Empresa Nacional del Petroleo 6.15% 5/10/2033 (d) |  | 1065000 | 1074990 |
|  |  |  | 1805446 |
| Industrials - 0.0% |  |  |  |
| Construction & Engineering - 0.0% |  |  |  |
| ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C 7.875% 2/3/2030 (d) |  | 2325000 | 2326659 |
| Materials - 0.1% |  |  |  |
| Metals & Mining - 0.1% |  |  |  |
| Antofagasta PLC 2.375% 10/14/2030 (d) |  | 2510000 | 2154609 |
| Antofagasta PLC 5.625% 5/13/2032 (d) |  | 665000 | 667494 |
| Corp Nacional del Cobre de Chile 3% 9/30/2029 (d) |  | 290000 | 264624 |
| Corp Nacional del Cobre de Chile 3.15% 1/14/2030 (d) |  | 1100000 | 1003838 |
| Corp Nacional del Cobre de Chile 3.7% 1/30/2050 (d) |  | 3820000 | 2505920 |
| Corp Nacional del Cobre de Chile 5.125% 2/2/2033 (d) |  | 790000 | 755833 |
| Corp Nacional del Cobre de Chile 5.95% 1/8/2034 (d) |  | 900000 | 901990 |
| Corp Nacional del Cobre de Chile 6.3% 9/8/2053 (d) |  | 865000 | 828047 |
| Corp Nacional del Cobre de Chile 6.44% 1/26/2036 (d) |  | 930000 | 950344 |
| Corp Nacional del Cobre de Chile 6.78% 1/13/2055 (d) |  | 865000 | 859594 |
|  |  |  | 10892293 |
| Paper & Forest Products - 0.0% |  |  |  |
| Celulosa Arauco y Constitucion SA 6.18% 5/5/2032 (d) |  | 835000 | 836403 |
| Inversiones CMPC SA 3% 4/6/2031 (d) |  | 1080000 | 929556 |
| Inversiones CMPC SA 6.125% 2/26/2034 (d) |  | 700000 | 694715 |
|  |  |  | 2460674 |
| TOTAL MATERIALS |  |  | 13352967 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Chile Electricity Lux Mpc II Sarl 5.58% 10/20/2035 (d) |  | 664703 | 659758 |
| Chile Electricity Lux MPC Sarl 6.01% 1/20/2033 (d) |  | 674250 | 692033 |
|  |  |  | 1351791 |
| TOTAL CHILE |  |  | 25799366 |
| CHINA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Interactive Media & Services - 0.0% |  |  |  |
| Tencent Holdings Ltd 1.81% 1/26/2026 (d) |  | 845000 | 829249 |
| Tencent Holdings Ltd 2.39% 6/3/2030 (d) |  | 1765000 | 1601526 |
| Tencent Holdings Ltd 3.975% 4/11/2029 (d) |  | 480000 | 471677 |
|  |  |  | 2902452 |
| Consumer Discretionary - 0.0% |  |  |  |
| Broadline Retail - 0.0% |  |  |  |
| JD.com Inc 3.375% 1/14/2030  |  | 1190000 | 1126930 |
| Prosus NV 3.061% 7/13/2031 (d) |  | 1585000 | 1364612 |
| Prosus NV 3.68% 1/21/2030 (d) |  | 1370000 | 1265113 |
| Prosus NV 4.027% 8/3/2050 (d) |  | 2355000 | 1511627 |
| Prosus NV 4.193% 1/19/2032 (d) |  | 720000 | 654412 |
|  |  |  | 5922694 |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| Meituan 4.625% 10/2/2029 (d) |  | 1020000 | 1014495 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 6937189 |
| Utilities - 0.0% |  |  |  |
| Gas Utilities - 0.0% |  |  |  |
| ENN Energy Holdings Ltd 4.625% 5/17/2027 (d) |  | 2045000 | 2039345 |
| TOTAL CHINA |  |  | 11878986 |
| COLOMBIA - 0.1%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Colombia Telecomunicaciones SA ESP 4.95% 7/17/2030 (d) |  | 2765000 | 2415919 |
| Energy - 0.1% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Oleoducto Central SA 4% 7/14/2027 (d) |  | 1503000 | 1455565 |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| Canacol Energy Ltd 5.75% 11/24/2028 (d) |  | 8274000 | 3789492 |
| Ecopetrol SA 4.625% 11/2/2031  |  | 950000 | 785840 |
| Ecopetrol SA 8.375% 1/19/2036  |  | 870000 | 827405 |
| Ecopetrol SA 8.875% 1/13/2033  |  | 4950000 | 5037615 |
| Geopark Ltd 5.5% 1/17/2027 (d) |  | 1720000 | 1631850 |
| Geopark Ltd 8.75% 1/31/2030 (d) |  | 1590000 | 1266038 |
| Gran Tierra Energy Inc 9.5% 10/15/2029 (d) |  | 5851000 | 4095700 |
|  |  |  | 17433940 |
| TOTAL ENERGY |  |  | 18889505 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Bancolombia SA 8.625% 12/24/2034 (b) |  | 1080000 | 1131165 |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Aris Mining Corp 8% 10/31/2029 (d) |  | 1730000 | 1752610 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Enfragen Energia Sur SA 5.375% 12/30/2030 (d) |  | 7931000 | 6858332 |
| Termocandelaria Power SA 7.75% 9/17/2031 (d) |  | 1490000 | 1482550 |
|  |  |  | 8340882 |
| TOTAL COLOMBIA |  |  | 32530081 |
| CONGO DEMOCRATIC REPUBLIC OF - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Ivanhoe Mine Ltd 7.875% 1/23/2030 (d) |  | 4337000 | 4222620 |
| COSTA RICA - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Liberty Costa Rica Senior Secured Finance 10.875% 1/15/2031 (d) |  | 1395000 | 1481030 |
| COTE D'IVOIRE - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Endeavour Mining PLC 7% 5/28/2030 (d) |  | 1680000 | 1670794 |
| CZECH REPUBLIC - 0.0%  |  |  |  |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| CPI Property Group SA 1.5% 1/27/2031 (s) | EUR | 1600000 | 1458644 |
| DENMARK - 0.1%  |  |  |  |
| Consumer Staples - 0.0% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Carlsberg Breweries A/S 3.25% 2/28/2032 (s) | EUR | 2900000 | 3288179 |
| Tobacco - 0.0% |  |  |  |
| Scandinavian Tobacco Group A/S 4.875% 9/12/2029 (s) | EUR | 1325000 | 1553328 |
| TOTAL CONSUMER STAPLES |  |  | 4841507 |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| Danske Bank A/S 3.875% 1/9/2032 (b)(s) | EUR | 8780000 | 10272316 |
| Jyske Bank A/S 3.625% 4/29/2031 (b)(s) | EUR | 2335000 | 2683571 |
| Jyske Bank A/S 5.125% 5/1/2035 (b)(s) | EUR | 2128000 | 2543465 |
|  |  |  | 15499352 |
| Health Care - 0.0% |  |  |  |
| Pharmaceuticals - 0.0% |  |  |  |
| Novo Nordisk Finance Netherlands BV 3.625% 5/27/2037 (s) | EUR | 6225000 | 7101962 |
| TOTAL DENMARK |  |  | 27442821 |
| DOMINICAN REPUBLIC - 0.0%  |  |  |  |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| Aeropuertos Dominicanos Siglo XXI SA 7% 6/30/2034 (d) |  | 1095000 | 1108600 |
| FINLAND - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Leisure Products - 0.0% |  |  |  |
| Amer Sports Co 6.75% 2/16/2031 (d)(t) |  | 4735000 | 4923052 |
| Materials - 0.0% |  |  |  |
| Paper & Forest Products - 0.0% |  |  |  |
| Ahlstrom Holding 3 Oy 4.875% 2/4/2028 (d) |  | 1880000 | 1771331 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Citycon Treasury BV 5% 3/11/2030 (s) | EUR | 800000 | 922594 |
| Citycon Treasury BV 5.375% 7/8/2031 (s) | EUR | 1000000 | 1156172 |
|  |  |  | 2078766 |
| TOTAL FINLAND |  |  | 8773149 |
| FRANCE - 0.6%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |  |
| Altice France SA 5.125% 1/15/2029 (d) |  | 6475000 | 5442444 |
| Altice France SA 5.125% 7/15/2029 (d) |  | 13538000 | 11423544 |
| Altice France SA 5.5% 1/15/2028 (d) |  | 4686000 | 4033770 |
| Altice France SA 5.5% 10/15/2029 (d) |  | 1335000 | 1134204 |
| Iliad Holding SASU 7% 4/15/2032 (d) |  | 2975000 | 2994125 |
| Iliad Holding SASU 8.5% 4/15/2031 (d) |  | 3605000 | 3797197 |
|  |  |  | 28825284 |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobiles - 0.0% |  |  |  |
| RCI Banque SA 4.75% 3/24/2037 (b)(s) | EUR | 1300000 | 1479696 |
| RCI Banque SA 5.5% 10/9/2034 (b)(s) | EUR | 1900000 | 2266146 |
|  |  |  | 3745842 |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Vallourec SACA 7.5% 4/15/2032 (d) |  | 5780000 | 6030326 |
| Viridien 10% 10/15/2030 (d) |  | 2700000 | 2547912 |
|  |  |  | 8578238 |
| Financials - 0.5% |  |  |  |
| Banks - 0.5% |  |  |  |
| BNP Paribas SA 2.159% 9/15/2029 (b)(d) |  | 10072000 | 9243769 |
| BNP Paribas SA 2.219% 6/9/2026 (b)(d) |  | 27762000 | 27747790 |
| BNP Paribas SA 3.945% 2/18/2037 (b)(s) | EUR | 8000000 | 9025011 |
| BNP Paribas SA 5.786% 1/13/2033 (b)(d) |  | 32823000 | 33620312 |
| BPCE SA 4.25% 7/16/2035 (b)(s) | EUR | 1100000 | 1274109 |
| BPCE SA 5.716% 1/18/2030 (b)(d) |  | 2250000 | 2299236 |
| BPCE SA 7.003% 10/19/2034 (b)(d) |  | 1959000 | 2122010 |
| Societe Generale SA 1.488% 12/14/2026 (b)(d) |  | 37622000 | 36916087 |
| Societe Generale SA 5.5% 4/13/2029 (b)(d) |  | 22413000 | 22684043 |
| Societe Generale SA 6.691% 1/10/2034 (b)(d) |  | 1700000 | 1790884 |
|  |  |  | 146723251 |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| Holding d'Infrastructures des Metiers de l'Environnement 0.625% 9/16/2028 (s) | EUR | 1900000 | 1960654 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Electricite de France SA 4.75% 10/12/2034 (s) | EUR | 3100000 | 3816517 |
| Electricite de France SA 5.5% 1/25/2035 (s) | GBP | 1700000 | 2193870 |
|  |  |  | 6010387 |
| Multi-Utilities - 0.0% |  |  |  |
| Engie SA 3.875% 3/6/2036 (s) | EUR | 2600000 | 3004928 |
| Engie SA 4.25% 9/6/2034 (s) | EUR | 2000000 | 2382292 |
|  |  |  | 5387220 |
| TOTAL UTILITIES |  |  | 11397607 |
| TOTAL FRANCE |  |  | 201230876 |
| GEORGIA - 0.0%  |  |  |  |
| Industrials - 0.0% |  |  |  |
| Ground Transportation - 0.0% |  |  |  |
| Georgian Railway JSC 4% 6/17/2028 (d) |  | 520000 | 463369 |
| GERMANY - 0.6%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Robert Bosch GmbH 4.375% 6/2/2043 (s) | EUR | 1500000 | 1737150 |
| Schaeffler AG 4.75% 8/14/2029 (s) | EUR | 3000000 | 3440277 |
| Schaeffler AG 5.375% 4/1/2031 (s) | EUR | 1200000 | 1382978 |
| ZF Europe Finance BV 4.75% 1/31/2029 (s) | EUR | 4600000 | 4983827 |
| ZF North America Capital Inc 6.75% 4/23/2030 (d) |  | 2900000 | 2754214 |
| ZF North America Capital Inc 6.875% 4/14/2028 (d) |  | 1040000 | 1030712 |
| ZF North America Capital Inc 6.875% 4/23/2032 (d) |  | 1760000 | 1612337 |
| ZF North America Capital Inc 7.125% 4/14/2030 (d) |  | 1040000 | 1002657 |
|  |  |  | 17944152 |
| Consumer Staples - 0.0% |  |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |  |
| METRO AG 4% 3/5/2030 (s) | EUR | 2075000 | 2383860 |
| Financials - 0.4% |  |  |  |
| Banks - 0.0% |  |  |  |
| Commerzbank AG 3.625% 1/14/2032 (b)(s) | EUR | 2400000 | 2744036 |
| Commerzbank AG 4.875% 10/16/2034 (b)(s) | EUR | 2600000 | 3071520 |
| Commerzbank AG 8.625% 2/28/2033 (b)(s) | GBP | 700000 | 1006556 |
|  |  |  | 6822112 |
| Capital Markets - 0.3% |  |  |  |
| Deutsche Bank AG 4.1% 1/13/2026  |  | 5495000 | 5473595 |
| Deutsche Bank AG 6.125% 12/12/2030 (b)(s) | GBP | 6100000 | 8437390 |
| Deutsche Bank AG/New York NY 3.729% 1/14/2032 (b) |  | 60841000 | 54801667 |
| Deutsche Bank AG/New York NY 5.882% 7/8/2031 (b) |  | 10000000 | 10138335 |
| Deutsche Bank AG/New York NY 6.72% 1/18/2029 (b) |  | 1700000 | 1774129 |
|  |  |  | 80625116 |
| Financial Services - 0.1% |  |  |  |
| KfW 1.125% 6/15/2037 (s) | EUR | 3280000 | 3023591 |
| KfW 2.75% 1/17/2035 (s) | EUR | 9550000 | 10776209 |
|  |  |  | 13799800 |
| TOTAL FINANCIALS |  |  | 101247028 |
| Health Care - 0.1% |  |  |  |
| Pharmaceuticals - 0.1% |  |  |  |
| Bayer AG 4.625% 5/26/2033 (s) | EUR | 2550000 | 3049693 |
| Bayer US Finance II LLC 4.25% 12/15/2025 (d) |  | 13965000 | 13913073 |
| Bayer US Finance LLC 6.375% 11/21/2030 (d) |  | 4640000 | 4883697 |
| Bayer US Finance LLC 6.5% 11/21/2033 (d) |  | 4350000 | 4529263 |
|  |  |  | 26375726 |
| Industrials - 0.0% |  |  |  |
| Air Freight & Logistics - 0.0% |  |  |  |
| Deutsche Post AG 3.125% 6/5/2032 (s) | EUR | 4825000 | 5479204 |
| Machinery - 0.0% |  |  |  |
| TK Elevator US Newco Inc 5.25% 7/15/2027 (d) |  | 6660000 | 6596944 |
| TOTAL INDUSTRIALS |  |  | 12076148 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| ACCENTRO 2 Wohneigentum GmbH 20% 6/30/2025 (e) | EUR | 400000 | 454180 |
| ACCENTRO 2 Wohneigentum GmbH 20% 6/30/2025 (e) | EUR | 300000 | 340635 |
| Accentro Real Estate AG 5.625% 2/13/2026 (i)(s) | EUR | 4086000 | 1716596 |
| LEG Immobilien SE 3.875% 1/20/2035 (s) | EUR | 1600000 | 1777642 |
| Sirius Real Estate Ltd 4% 1/22/2032 (s) | EUR | 2500000 | 2800071 |
|  |  |  | 7089124 |
| Utilities - 0.1% |  |  |  |
| Electric Utilities - 0.1% |  |  |  |
| Amprion GmbH 3.125% 8/27/2030 (s) | EUR | 4400000 | 5007069 |
| Amprion GmbH 3.625% 5/21/2031 (s) | EUR | 1000000 | 1160651 |
| Amprion GmbH 3.875% 6/5/2036 (s) | EUR | 2700000 | 3072613 |
| EnBW Energie Baden-Wuerttemberg AG 1.375% 8/31/2081 (b)(s) | EUR | 3700000 | 3900764 |
| EnBW International Finance BV 3.5% 7/22/2031 (s) | EUR | 2200000 | 2554225 |
| EnBW International Finance BV 3.75% 11/20/2035 (s) | EUR | 7050000 | 8021927 |
|  |  |  | 23717249 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| RWE Finance US LLC 5.875% 4/16/2034 (d) |  | 6901000 | 7007625 |
| Multi-Utilities - 0.0% |  |  |  |
| E.ON SE 3.5% 4/16/2033 (s) | EUR | 4700000 | 5379970 |
| TOTAL UTILITIES |  |  | 36104844 |
| TOTAL GERMANY |  |  | 203220882 |
| GHANA - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Kosmos Energy Ltd 7.125% 4/4/2026 (d) |  | 3855000 | 3704655 |
| Kosmos Energy Ltd 7.5% 3/1/2028 (d) |  | 1740000 | 1420814 |
| Kosmos Energy Ltd 7.75% 5/1/2027 (d) |  | 568000 | 493353 |
| Kosmos Energy Ltd 8.75% 10/1/2031 (d) |  | 5680000 | 4317994 |
| Tullow Oil PLC 10.25% 5/15/2026 (d) |  | 7748000 | 6702794 |
| TOTAL GHANA |  |  | 16639610 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Global Aircraft Leasing Co Ltd 8.75% 9/1/2027 (d) |  | 3465000 | 3503930 |
| GUATEMALA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| CT Trust 5.125% 2/3/2032 (d) |  | 2520000 | 2305800 |
| Millicom International Cellular SA 4.5% 4/27/2031 (d) |  | 3335000 | 2968150 |
| Millicom International Cellular SA 5.125% 1/15/2028 (d) |  | 549000 | 537334 |
| Millicom International Cellular SA 7.375% 4/2/2032 (d) |  | 2850000 | 2880994 |
|  |  |  | 8692278 |
| Consumer Staples - 0.0% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Cntl Amr Bottling Corp 5.25% 4/27/2029 (d) |  | 2520000 | 2421720 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Investment Energy Resources Ltd 6.25% 4/26/2029 (d) |  | 1600000 | 1531200 |
| TOTAL GUATEMALA |  |  | 12645198 |
| HONG KONG - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Insurance - 0.0% |  |  |  |
| AIA Group Ltd 0.88% 9/9/2033 (b)(s) | EUR | 2000000 | 2092326 |
| Prudential Funding Asia PLC 2.95% 11/3/2033 (b)(s) |  | 11200000 | 10345518 |
|  |  |  | 12437844 |
| Industrials - 0.0% |  |  |  |
| Marine Transportation - 0.0% |  |  |  |
| Seaspan Corp 5.5% 8/1/2029 (d) |  | 2405000 | 2218072 |
| TOTAL HONG KONG |  |  | 14655916 |
| HUNGARY - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Magyar Export-Import Bank Zrt 6.125% 12/4/2027 (d) |  | 540000 | 548370 |
| OTP Bank Nyrt 8.75% 5/15/2033 (b)(s) |  | 650000 | 689813 |
|  |  |  | 1238183 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| MVM Energetika Zrt 6.5% 3/13/2031 (s) |  | 520000 | 529831 |
| TOTAL HUNGARY |  |  | 1768014 |
| INDIA - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Consumer Finance - 0.0% |  |  |  |
| Shriram Finance Ltd 4.15% 7/18/2025 (d) |  | 1640000 | 1634260 |
| Shriram Finance Ltd 6.625% 4/22/2027 (d) |  | 1235000 | 1236544 |
|  |  |  | 2870804 |
| Health Care - 0.0% |  |  |  |
| Biotechnology - 0.0% |  |  |  |
| Biocon Biologics Global PLC 6.67% 10/9/2029 (d) |  | 1460000 | 1357623 |
| Information Technology - 0.0% |  |  |  |
| IT Services - 0.0% |  |  |  |
| CA Magnum Holdings 5.375% 10/31/2026 (d) |  | 1985000 | 1960188 |
| TOTAL INDIA |  |  | 6188615 |
| INDONESIA - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Medco Laurel Tree Pte Ltd 6.95% 11/12/2028 (d) |  | 2195000 | 2155358 |
| Medco Maple Tree Pte Ltd 8.96% 4/27/2029 (d) |  | 1995000 | 2064825 |
| Medco Oak Tree Pte Ltd 7.375% 5/14/2026 (d) |  | 288000 | 291600 |
| Pertamina Persero PT 4.175% 1/21/2050 (d) |  | 1425000 | 1030104 |
|  |  |  | 5541887 |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Freeport Indonesia PT 4.763% 4/14/2027 (d) |  | 580000 | 577755 |
| Freeport Indonesia PT 5.315% 4/14/2032 (d) |  | 2305000 | 2272154 |
| Freeport Indonesia PT 6.2% 4/14/2052 (d) |  | 670000 | 641240 |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT 5.45% 5/15/2030 (d) |  | 3310000 | 3327626 |
|  |  |  | 6818775 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Pertamina Geothermal Energy PT 5.15% 4/27/2028 (d) |  | 775000 | 779844 |
| TOTAL INDONESIA |  |  | 13140506 |
| IRELAND - 0.7%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| Flutter Treasury DAC 5.875% 6/4/2031 (d)(g) |  | 4995000 | 5019974 |
| Financials - 0.5% |  |  |  |
| Consumer Finance - 0.4% |  |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  |  | 15103000 | 14637744 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028  |  | 15819000 | 14932600 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3% 1/30/2032  |  | 26922000 | 23905607 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.45% 4/3/2026  |  | 10546000 | 10512365 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027  |  | 49188000 | 50617503 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.5% 1/31/2056 (b) |  | 2881000 | 2839743 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.5% 7/15/2025  |  | 13367000 | 13372751 |
|  |  |  | 130818313 |
| Financial Services - 0.1% |  |  |  |
| GGAM Finance Ltd 5.875% 3/15/2030 (d) |  | 3120000 | 3101436 |
| GGAM Finance Ltd 6.875% 4/15/2029 (d) |  | 765000 | 779297 |
| GGAM Finance Ltd 7.75% 5/15/2026 (d) |  | 1905000 | 1923311 |
| GGAM Finance Ltd 8% 2/15/2027 (d) |  | 4725000 | 4861959 |
| GGAM Finance Ltd 8% 6/15/2028 (d) |  | 5914000 | 6212758 |
| TrueNoord Capital DAC 8.75% 3/1/2030 (d) |  | 2705000 | 2805188 |
|  |  |  | 19683949 |
| TOTAL FINANCIALS |  |  | 150502262 |
| Industrials - 0.2% |  |  |  |
| Air Freight & Logistics - 0.0% |  |  |  |
| AerCap Global Aviation Trust 6.5% 6/15/2045 (b)(d) |  | 1856000 | 1857941 |
| Transportation Infrastructure - 0.2% |  |  |  |
| Avolon Holdings Funding Ltd 4.25% 4/15/2026 (d) |  | 5430000 | 5390333 |
| Avolon Holdings Funding Ltd 4.375% 5/1/2026 (d) |  | 16881000 | 16767260 |
| Avolon Holdings Funding Ltd 5.15% 1/15/2030 (d) |  | 2440000 | 2431295 |
| Avolon Holdings Funding Ltd 5.375% 5/30/2030 (d) |  | 13121000 | 13123362 |
| Avolon Holdings Funding Ltd 5.5% 1/15/2026 (d) |  | 14454000 | 14472313 |
| Avolon Holdings Funding Ltd 6.375% 5/4/2028 (d) |  | 26728000 | 27668487 |
|  |  |  | 79853050 |
| TOTAL INDUSTRIALS |  |  | 81710991 |
| TOTAL IRELAND |  |  | 237233227 |
| ISRAEL - 0.1%  |  |  |  |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| Energean Israel Finance Ltd 4.875% 3/30/2026 (d)(s) |  | 3528000 | 3477652 |
| Energean Israel Finance Ltd 5.375% 3/30/2028 (d)(s) |  | 2565000 | 2434170 |
| Energean Israel Finance Ltd 5.875% 3/30/2031 (d)(s) |  | 1010000 | 927180 |
| Energean Israel Finance Ltd 8.5% 9/30/2033 (d)(s) |  | 800000 | 814611 |
| Energean PLC 6.5% 4/30/2027 (d) |  | 5594000 | 5468135 |
| Leviathan Bond Ltd 6.125% 6/30/2025 (d)(s) |  | 686005 | 684839 |
| Leviathan Bond Ltd 6.5% 6/30/2027 (d)(s) |  | 510000 | 503616 |
| Leviathan Bond Ltd 6.75% 6/30/2030 (d)(s) |  | 480000 | 471000 |
|  |  |  | 14781203 |
| Health Care - 0.0% |  |  |  |
| Pharmaceuticals - 0.0% |  |  |  |
| Teva Pharmaceutical Finance Netherlands III BV 3.15% 10/1/2026  |  | 2295000 | 2244163 |
| Teva Pharmaceutical Finance Netherlands III BV 4.75% 5/9/2027  |  | 1320000 | 1307710 |
| Teva Pharmaceutical Finance Netherlands III BV 6% 12/1/2032  |  | 2755000 | 2779641 |
| Teva Pharmaceutical Finance Netherlands III BV 7.875% 9/15/2029  |  | 1535000 | 1656148 |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  |  | 2930000 | 2959146 |
|  |  |  | 10946808 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Israel Electric Corp Ltd 3.75% 2/22/2032 (d)(s) |  | 925000 | 819439 |
| TOTAL ISRAEL |  |  | 26547450 |
| ITALY - 0.2%  |  |  |  |
| Financials - 0.2% |  |  |  |
| Banks - 0.2% |  |  |  |
| Intesa Sanpaolo SpA 3.875% 7/14/2027 (d) |  | 5666000 | 5567485 |
| Intesa Sanpaolo SpA 4.198% 6/1/2032 (b)(d) |  | 4469000 | 4026444 |
| Intesa Sanpaolo SpA 5.71% 1/15/2026 (d) |  | 65914000 | 66064191 |
| Intesa Sanpaolo SpA 6.625% 6/20/2033 (d) |  | 2500000 | 2662402 |
| UniCredit SpA 5.459% 6/30/2035 (b)(d) |  | 3269000 | 3197450 |
|  |  |  | 81517972 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Enel Finance International NV 5.5% 6/26/2034 (d) |  | 2800000 | 2803698 |
| Enel Finance International NV 7.5% 10/14/2032 (d) |  | 992000 | 1116304 |
| Enel SpA 3.375% (b)(m)(s) | EUR | 2091000 | 2374104 |
|  |  |  | 6294106 |
| Gas Utilities - 0.0% |  |  |  |
| Snam SpA 5.75% 5/28/2035 (d) |  | 3019000 | 3022008 |
| TOTAL UTILITIES |  |  | 9316114 |
| TOTAL ITALY |  |  | 90834086 |
| JAMAICA - 0.0%  |  |  |  |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| Kingston Airport Revenue Finance Ltd 6.75% 12/15/2036 (d) |  | 785000 | 775431 |
| JAPAN - 0.0%  |  |  |  |
| Consumer Staples - 0.0% |  |  |  |
| Tobacco - 0.0% |  |  |  |
| Japan Tobacco Inc 5.856% 6/15/2035 (d) |  | 2970000 | 3062254 |
| KAZAKHSTAN - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| KazMunayGas National Co JSC 3.5% 4/14/2033 (d) |  | 1415000 | 1188161 |
| KazMunayGas National Co JSC 5.375% 4/24/2030 (d) |  | 520000 | 513159 |
| KazMunayGas National Co JSC 5.75% 4/19/2047 (d) |  | 460000 | 385940 |
| Tengizchevroil Finance Co International Ltd 3.25% 8/15/2030 (d) |  | 1507000 | 1318625 |
| TOTAL KAZAKHSTAN |  |  | 3405885 |
| KOREA (SOUTH) - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| POSCO 5.75% 1/17/2028 (d) |  | 1535000 | 1569962 |
| POSCO 5.875% 1/17/2033 (d) |  | 490000 | 497818 |
| TOTAL KOREA (SOUTH) |  |  | 2067780 |
| KUWAIT - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| MEGlobal BV 2.625% 4/28/2028 (d) |  | 1085000 | 1017524 |
| LUXEMBOURG - 0.2%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Media - 0.0% |  |  |  |
| Altice Financing SA 5.75% 8/15/2029 (d) |  | 10779000 | 8238850 |
| Altice France Holding SA 6% 2/15/2028 (d) |  | 4500000 | 1638791 |
|  |  |  | 9877641 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Intelsat Jackson Holdings SA 6.5% 3/15/2030 (d) |  | 2503000 | 2461422 |
| TOTAL COMMUNICATION SERVICES |  |  | 12339063 |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| CBRE Global Investors Open-Ended Funds SCA SICAV-SIF-Pan European Core Fund 4.75% 3/27/2034 (s) | EUR | 1450000 | 1721517 |
| Titanium 2l Bondco Sarl 6.25% 1/14/2031 pay-in-kind  | EUR | 19337400 | 6460745 |
|  |  |  | 8182262 |
| Industrials - 0.0% |  |  |  |
| Electrical Equipment - 0.0% |  |  |  |
| Albion Financing 1 SARL / Aggreko Holdings Inc 7% 5/21/2030 (d) |  | 3510000 | 3565641 |
| Ground Transportation - 0.0% |  |  |  |
| Alpha Trains Finance SA 2.064% 6/30/2030 (s) | EUR | 4151000 | 4708724 |
| TOTAL INDUSTRIALS |  |  | 8274365 |
| Information Technology - 0.0% |  |  |  |
| Software - 0.0% |  |  |  |
| ION Trading Technologies Sarl 5.75% 5/15/2028 (d) |  | 3043000 | 2941290 |
| ION Trading Technologies Sarl 9.5% 5/30/2029 (d) |  | 840000 | 866057 |
|  |  |  | 3807347 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Herens Holdco Sarl 4.75% 5/15/2028 (d) |  | 1955000 | 1712650 |
| Real Estate - 0.2% |  |  |  |
| Industrial REITs - 0.0% |  |  |  |
| Prologis International Funding II SA 4.375% 7/1/2036 (s) | EUR | 1300000 | 1524741 |
| Real Estate Management & Development - 0.2% |  |  |  |
| Blackstone Property Partners Europe Holdings Sarl 1% 5/4/2028 (s) | EUR | 6912000 | 7378121 |
| Blackstone Property Partners Europe Holdings Sarl 1.75% 3/12/2029 (s) | EUR | 4975000 | 5281976 |
| Blackstone Property Partners Europe Holdings Sarl 2.625% 10/20/2028 (s) | GBP | 1900000 | 2347475 |
| Logicor Financing Sarl 0.875% 1/14/2031 (s) | EUR | 2100000 | 2044459 |
| Logicor Financing Sarl 4.25% 7/18/2029 (s) | EUR | 3700000 | 4318840 |
| P3 Group Sarl 4% 4/19/2032 (s) | EUR | 2400000 | 2737926 |
|  |  |  | 24108797 |
| TOTAL REAL ESTATE |  |  | 25633538 |
| TOTAL LUXEMBOURG |  |  | 59949225 |
| MALAYSIA - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| GENM Capital Labuan Ltd 3.882% 4/19/2031 (d) |  | 1985000 | 1746800 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Petronas Capital Ltd 3.404% 4/28/2061 (d) |  | 2425000 | 1521445 |
| Petronas Capital Ltd 3.5% 4/21/2030 (d) |  | 625000 | 592875 |
|  |  |  | 2114320 |
| Industrials - 0.0% |  |  |  |
| Marine Transportation - 0.0% |  |  |  |
| MISC Capital Two Labuan Ltd 3.75% 4/6/2027 (d) |  | 2601000 | 2556263 |
| TOTAL MALAYSIA |  |  | 6417383 |
| MAURITIUS - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Axian Telecom 7.375% 2/16/2027 (d) |  | 3040000 | 3052342 |
| MEXICO - 1.2%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Media - 0.0% |  |  |  |
| TV Azteca SAB de CV 8.25% (f)(s) |  | 4321000 | 1555560 |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Metalsa Sapi De Cv 3.75% 5/4/2031 (d) |  | 1525000 | 1233343 |
| Consumer Staples - 0.0% |  |  |  |
| Food Products - 0.0% |  |  |  |
| Gruma SAB de CV 5.761% 12/9/2054 (d) |  | 1750000 | 1611120 |
| Energy - 1.2% |  |  |  |
| Oil, Gas & Consumable Fuels - 1.2% |  |  |  |
| FEL Energy VI SARL 5.75% 12/1/2040 (d) |  | 1287896 | 1192463 |
| Petroleos Mexicanos 4.5% 1/23/2026  |  | 22915000 | 22442034 |
| Petroleos Mexicanos 5.35% 2/12/2028  |  | 650000 | 613600 |
| Petroleos Mexicanos 5.95% 1/28/2031  |  | 123292000 | 106573606 |
| Petroleos Mexicanos 6.35% 2/12/2048  |  | 43373000 | 28235823 |
| Petroleos Mexicanos 6.49% 1/23/2027  |  | 36590000 | 35949675 |
| Petroleos Mexicanos 6.5% 3/13/2027  |  | 62806000 | 61648485 |
| Petroleos Mexicanos 6.5% 6/2/2041  |  | 380000 | 267364 |
| Petroleos Mexicanos 6.625% 6/15/2035  |  | 6753000 | 5387206 |
| Petroleos Mexicanos 6.7% 2/16/2032  |  | 64277000 | 57392933 |
| Petroleos Mexicanos 6.75% 9/21/2047  |  | 33853000 | 22898169 |
| Petroleos Mexicanos 6.84% 1/23/2030  |  | 17201000 | 16082075 |
| Petroleos Mexicanos 6.875% 10/16/2025  |  | 1060000 | 1053375 |
| Petroleos Mexicanos 6.875% 8/4/2026  |  | 1895000 | 1877756 |
| Petroleos Mexicanos 6.95% 1/28/2060  |  | 24897000 | 16822903 |
| Petroleos Mexicanos 7.69% 1/23/2050  |  | 57080000 | 42033712 |
|  |  |  | 420471179 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 5.25% 9/10/2029 (d) |  | 1605000 | 1609013 |
| Industrials - 0.0% |  |  |  |
| Industrial Conglomerates - 0.0% |  |  |  |
| KUO SAB De CV 5.75% 7/7/2027 (d) |  | 2130000 | 2083140 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Braskem Idesa SAPI 7.45% 11/15/2029 (d) |  | 1665000 | 1332000 |
| Orbia Advance Corp SAB de CV 2.875% 5/11/2031 (d) |  | 1525000 | 1256005 |
| Orbia Advance Corp SAB de CV 6.8% 5/13/2030 (d) |  | 2500000 | 2514250 |
|  |  |  | 5102255 |
| Metals & Mining - 0.0% |  |  |  |
| Fresnillo PLC 4.25% 10/2/2050 (d) |  | 1545000 | 1077638 |
| TOTAL MATERIALS |  |  | 6179893 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy 7.875% 2/15/2039 (d) |  | 1850000 | 1859250 |
| Saavi Energia Sarl 8.875% 2/10/2035 (d) |  | 2735000 | 2784230 |
|  |  |  | 4643480 |
| TOTAL MEXICO |  |  | 439386728 |
| MOROCCO - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| OCP SA 3.75% 6/23/2031 (d) |  | 1405000 | 1239168 |
| OCP SA 5.125% 6/23/2051 (d) |  | 880000 | 644325 |
| OCP SA 6.1% 4/30/2030 (d) |  | 1045000 | 1044791 |
| OCP SA 6.75% 5/2/2034 (d) |  | 935000 | 945285 |
| OCP SA 6.875% 4/25/2044 (d) |  | 1515000 | 1415813 |
| OCP SA 7.5% 5/2/2054 (d) |  | 710000 | 691994 |
| TOTAL MOROCCO |  |  | 5981376 |
| MULTI-NATIONAL - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| European Investment Bank 3% 11/15/2028 (s) | EUR | 1410000 | 1644689 |
| NETHERLANDS - 0.1%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Koninklijke KPN NV 3.875% 2/16/2036 (s) | EUR | 900000 | 1032327 |
| Media - 0.0% |  |  |  |
| Ziggo BV 4.875% 1/15/2030 (d) |  | 1260000 | 1149928 |
| TOTAL COMMUNICATION SERVICES |  |  | 2182255 |
| Consumer Staples - 0.0% |  |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |  |
| REWE International Finance BV 4.875% 9/13/2030 (s) | EUR | 1100000 | 1340369 |
| Sigma Holdco BV 7.875% 5/15/2026 (d) |  | 1636000 | 1626142 |
|  |  |  | 2966511 |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| ABN AMRO Bank NV 3.875% 1/15/2032 (s) | EUR | 3400000 | 3966579 |
| Cooperatieve Rabobank UA 1.125% 5/7/2031 (s) | EUR | 5300000 | 5369187 |
| Cooperatieve Rabobank UA 4.375% 8/4/2025  |  | 16524000 | 16502548 |
| ING Groep NV 3% 8/17/2031 (b)(s) | EUR | 14400000 | 16158722 |
| ING Groep NV 4.5% 5/23/2029 (b)(s) | EUR | 2300000 | 2736209 |
|  |  |  | 44733245 |
| TOTAL NETHERLANDS |  |  | 49882011 |
| NIGERIA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| IHS Holding Ltd 5.625% 11/29/2026 (d) |  | 1940000 | 1896350 |
| IHS Holding Ltd 6.25% 11/29/2028 (d) |  | 730000 | 704906 |
| IHS Holding Ltd 7.875% 5/29/2030 (d) |  | 3545000 | 3496256 |
| IHS Holding Ltd 8.25% 11/29/2031 (d) |  | 2575000 | 2559705 |
|  |  |  | 8657217 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| SEPLAT Energy PLC 9.125% 3/21/2030 (d) |  | 1030000 | 976698 |
| Information Technology - 0.0% |  |  |  |
| Communications Equipment - 0.0% |  |  |  |
| IHS Netherlands Holdco BV 8% 9/18/2027 (d) |  | 546543 | 547909 |
| TOTAL NIGERIA |  |  | 10181824 |
| NORWAY - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Seadrill Finance Ltd 8.375% 8/1/2030 (d) |  | 925000 | 906258 |
| TGS ASA 8.5% 1/15/2030 (d) |  | 2350000 | 2391125 |
|  |  |  | 3297383 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| DNB Bank ASA 0.25% 2/23/2029 (b)(s) | EUR | 1600000 | 1698342 |
| DNB Bank ASA 3% 11/29/2030 (b)(s) | EUR | 2175000 | 2471696 |
|  |  |  | 4170038 |
| TOTAL NORWAY |  |  | 7467421 |
| PANAMA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Sable International Finance Ltd 7.125% 10/15/2032 (d) |  | 6610000 | 6479866 |
| Media - 0.0% |  |  |  |
| Telecomunicaciones Digitales SA 4.5% 1/30/2030 (d) |  | 3155000 | 2892425 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| C&W Senior Finance Ltd 9% 1/15/2033 (d) |  | 8720000 | 8677950 |
| TOTAL COMMUNICATION SERVICES |  |  | 18050241 |
| Industrials - 0.0% |  |  |  |
| Air Freight & Logistics - 0.0% |  |  |  |
| Aeropuerto Internacional de Tocumen SA 5.125% 8/11/2061 (d) |  | 545000 | 367570 |
| TOTAL PANAMA |  |  | 18417811 |
| PARAGUAY - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Telefonica Celular del Paraguay SA 5.875% 4/15/2027 (d) |  | 959000 | 954205 |
| PERU - 0.0%  |  |  |  |
| Consumer Staples - 0.0% |  |  |  |
| Food Products - 0.0% |  |  |  |
| Camposol SA 6% 2/3/2027 (d) |  | 1395000 | 1337024 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Banco de Credito del Peru S.A. 5.8% 3/10/2035 (b)(d) |  | 1760000 | 1728760 |
| Health Care - 0.0% |  |  |  |
| Health Care Providers & Services - 0.0% |  |  |  |
| Auna SA 10% 12/18/2029 (d) |  | 2442200 | 2606340 |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Cia de Minas Buenaventura SAA 5.5% 7/23/2026 (d) |  | 1420000 | 1409776 |
| Cia de Minas Buenaventura SAA 6.8% 2/4/2032 (d) |  | 1360000 | 1369832 |
| Volcan Cia Minera SAA 8.75% 1/24/2030 (d) |  | 5597000 | 5433568 |
|  |  |  | 8213176 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Niagara Energy SAC 5.746% 10/3/2034 (d) |  | 1805000 | 1763305 |
| TOTAL PERU |  |  | 15648605 |
| POLAND - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| ORLEN SA 6% 1/30/2035 (d) |  | 1740000 | 1758512 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| GTC Aurora Luxembourg SA 2.25% 6/23/2026 (s) | EUR | 4150000 | 4279215 |
| TOTAL POLAND |  |  | 6037727 |
| PORTUGAL - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Banco Espirito Santo SA 4% (e)(f)(s) | EUR | 1300000 | 309978 |
| Insurance - 0.0% |  |  |  |
| Fidelidade - Co De Seguros SA/Portugal 4.25% 9/4/2031 (b)(s) | EUR | 2400000 | 2733980 |
| TOTAL PORTUGAL |  |  | 3043958 |
| PUERTO RICO - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Media - 0.0% |  |  |  |
| Lcpr Senior Secured Financing Dac 5.125% 7/15/2029 (d) |  | 4407000 | 2845619 |
| Lcpr Senior Secured Financing Dac 6.75% 10/15/2027 (d) |  | 4046000 | 2933257 |
| TOTAL PUERTO RICO |  |  | 5778876 |
| QATAR - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Ooredoo International Finance Ltd 2.625% 4/8/2031 (d) |  | 1280000 | 1135270 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| QatarEnergy 1.375% 9/12/2026 (d) |  | 2965000 | 2847141 |
| QatarEnergy 2.25% 7/12/2031 (d) |  | 4935000 | 4300803 |
| QatarEnergy 3.125% 7/12/2041 (d) |  | 3545000 | 2567799 |
| QatarEnergy 3.3% 7/12/2051 (d) |  | 5580000 | 3657690 |
|  |  |  | 13373433 |
| Utilities - 0.0% |  |  |  |
| Gas Utilities - 0.0% |  |  |  |
| Nakilat Inc 6.067% 12/31/2033 (d) |  | 968572 | 1007877 |
| TOTAL QATAR |  |  | 15516580 |
| RUSSIA - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| TMK OAO Via TMK Capital SA loan participation 4.3% (e)(f)(s) |  | 990000 | 148500 |
| SAUDI ARABIA - 0.1%  |  |  |  |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| EIG Pearl Holdings Sarl 3.545% 8/31/2036 (d) |  | 5032700 | 4425631 |
| SA Global Sukuk Ltd 1.602% 6/17/2026 (d) |  | 2520000 | 2438842 |
| Saudi Arabian Oil Co 2.25% 11/24/2030 (d) |  | 5210000 | 4582196 |
| Saudi Arabian Oil Co 3.25% 11/24/2050 (d) |  | 2170000 | 1338890 |
| Saudi Arabian Oil Co 3.5% 11/24/2070 (d) |  | 1580000 | 926275 |
| Saudi Arabian Oil Co 3.5% 4/16/2029 (d) |  | 3740000 | 3573383 |
| Saudi Arabian Oil Co 4.25% 4/16/2039 (d) |  | 4395000 | 3724806 |
| Saudi Arabian Oil Co 4.375% 4/16/2049 (d) |  | 640000 | 491302 |
| Saudi Arabian Oil Co 5.875% 7/17/2064 (d) |  | 615000 | 550616 |
|  |  |  | 22051941 |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Gaci First Investment Co 5.25% 10/13/2032 (s) |  | 785000 | 788458 |
| Industrials - 0.0% |  |  |  |
| Construction & Engineering - 0.0% |  |  |  |
| Greensaif Pipelines Bidco Sarl 5.8528% 2/23/2036 (d) |  | 1860000 | 1859144 |
| Greensaif Pipelines Bidco Sarl 6.1027% 8/23/2042 (d) |  | 1390000 | 1361853 |
| Greensaif Pipelines Bidco Sarl 6.129% 2/23/2038 (d) |  | 4065000 | 4120325 |
| Greensaif Pipelines Bidco Sarl 6.51% 2/23/2042 (d) |  | 850000 | 863281 |
|  |  |  | 8204603 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Ma'aden Sukuk Ltd 5.25% 2/13/2030 (d) |  | 2155000 | 2177854 |
| TOTAL SAUDI ARABIA |  |  | 33222856 |
| SERBIA - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Distributors - 0.0% |  |  |  |
| Telecommunications co Telekom Srbija AD Belgrade 7% 10/28/2029 (d) |  | 1710000 | 1694465 |
| SOUTH AFRICA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Liquid Telecommunications Financing Plc 5.5% 9/4/2026 (d) |  | 8965000 | 7578205 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| MTN Mauritius Investments Ltd 6.5% 10/13/2026 (d) |  | 1019000 | 1024095 |
| TOTAL COMMUNICATION SERVICES |  |  | 8602300 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Sasol Financing USA LLC 4.375% 9/18/2026  |  | 2840000 | 2769000 |
| Sasol Financing USA LLC 5.5% 3/18/2031  |  | 690000 | 565564 |
| Sasol Financing USA LLC 6.5% 9/27/2028  |  | 535000 | 504773 |
| Sasol Financing USA LLC 8.75% 5/3/2029 (d) |  | 295000 | 290070 |
|  |  |  | 4129407 |
| Metals & Mining - 0.0% |  |  |  |
| Windfall Mining Group Inc / Groupe Minier Windfall Inc 5.854% 5/13/2032 (d) |  | 1240000 | 1238113 |
| TOTAL MATERIALS |  |  | 5367520 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Eskom Holdings SOC Ltd 6.35% 8/10/2028 (d) |  | 2630000 | 2626713 |
| Eskom Holdings SOC Ltd 8.45% 8/10/2028 (d) |  | 1470000 | 1518693 |
|  |  |  | 4145406 |
| TOTAL SOUTH AFRICA |  |  | 18115226 |
| SPAIN - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Banco Bilbao Vizcaya Argentaria SA 6.033% 3/13/2035 (b) |  | 4800000 | 4906155 |
| CaixaBank SA 3.625% 9/19/2032 (b)(s) | EUR | 5000000 | 5731638 |
| CaixaBank SA 5.673% 3/15/2030 (b)(d) |  | 2450000 | 2516264 |
|  |  |  | 13154057 |
| Health Care - 0.0% |  |  |  |
| Biotechnology - 0.0% |  |  |  |
| Grifols SA 4.75% 10/15/2028 (d) |  | 1089000 | 1035922 |
| Health Care Equipment & Supplies - 0.0% |  |  |  |
| Werfen SA/Spain 4.625% 6/6/2028 (s) | EUR | 2300000 | 2730611 |
| TOTAL HEALTH CARE |  |  | 3766533 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Atlantica Sustainable Infrastructure Ltd 4.125% 6/15/2028 (d) |  | 485000 | 464261 |
| TOTAL SPAIN |  |  | 17384851 |
| SWEDEN - 0.0%  |  |  |  |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Heimstaden AB 4.375% 3/6/2027 (s) | EUR | 4100000 | 4472521 |
| Samhallsbyggnadsbolaget I Norden Holding AB 2.25% 7/12/2027 (s) | EUR | 2000000 | 2026778 |
| TOTAL SWEDEN |  |  | 6499299 |
| SWITZERLAND - 0.6%  |  |  |  |
| Financials - 0.6% |  |  |  |
| Capital Markets - 0.5% |  |  |  |
| UBS Group AG 1.494% 8/10/2027 (b)(d) |  | 21621000 | 20801560 |
| UBS Group AG 2.125% 11/15/2029 (b)(s) | GBP | 3900000 | 4784346 |
| UBS Group AG 3.869% 1/12/2029 (b)(d) |  | 11793000 | 11543504 |
| UBS Group AG 4.125% 6/9/2033 (b)(s) | EUR | 3230000 | 3807052 |
| UBS Group AG 4.125% 9/24/2025 (d) |  | 12029000 | 12001286 |
| UBS Group AG 4.194% 4/1/2031 (b)(d) |  | 36361000 | 35237300 |
| UBS Group AG 4.75% 3/17/2032 (b)(s) | EUR | 9810000 | 11978039 |
| UBS Group AG 5.428% 2/8/2030 (b)(d) |  | 65000000 | 66299028 |
|  |  |  | 166452115 |
| Insurance - 0.1% |  |  |  |
| Argentum Netherlands BV for Swiss Re Ltd 5.625% 8/15/2052 (b)(s) |  | 6561000 | 6536396 |
| Argentum Netherlands BV for Swiss Re Ltd 5.75% 8/15/2050 (b)(s) |  | 14850000 | 14818340 |
| Swiss Re Finance Luxembourg SA 5% 4/2/2049 (b)(d) |  | 2600000 | 2564497 |
| Zurich Finance Ireland Designated Activity Co 3.5% 5/2/2052 (b)(s) |  | 4950000 | 4293630 |
|  |  |  | 28212863 |
| TOTAL FINANCIALS |  |  | 194664978 |
| Industrials - 0.0% |  |  |  |
| Aerospace & Defense - 0.0% |  |  |  |
| VistaJet Malta Finance PLC / Vista Management Holding Inc 6.375% 2/1/2030 (d) |  | 6465000 | 5804957 |
| VistaJet Malta Finance PLC / Vista Management Holding Inc 7.875% 5/1/2027 (d) |  | 3182000 | 3114760 |
| VistaJet Malta Finance PLC / Vista Management Holding Inc 9.5% 6/1/2028 (d) |  | 1969000 | 1939665 |
|  |  |  | 10859382 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Consolidated Energy Finance SA 12% 2/15/2031 (d) |  | 3414000 | 3127580 |
| Consolidated Energy Finance SA 5.625% 10/15/2028 (d) |  | 740000 | 597434 |
|  |  |  | 3725014 |
| Containers & Packaging - 0.0% |  |  |  |
| SIG Combibloc PurchaseCo Sarl 3.75% 3/19/2030 (s) | EUR | 1100000 | 1267157 |
| TOTAL MATERIALS |  |  | 4992171 |
| TOTAL SWITZERLAND |  |  | 210516531 |
| TANZANIA - 0.0%  |  |  |  |
| Information Technology - 0.0% |  |  |  |
| Communications Equipment - 0.0% |  |  |  |
| HTA Group Ltd/Mauritius 7.5% 6/4/2029 (d) |  | 9105000 | 9255506 |
| THAILAND - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| PTT Treasury Center Co Ltd 3.7% 7/16/2070 (d) |  | 1375000 | 877896 |
| TURKEY - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Turkiye Ihracat Kredi Bankasi AS 9% 1/28/2027 (d) |  | 1080000 | 1127587 |
| Industrials - 0.0% |  |  |  |
| Building Products - 0.0% |  |  |  |
| Sisecam UK PLC 8.625% 5/2/2032 (d) |  | 1370000 | 1370000 |
| Transportation Infrastructure - 0.0% |  |  |  |
| TAV Havalimanlari Holding AS 8.5% 12/7/2028 (d) |  | 700000 | 720125 |
| TOTAL INDUSTRIALS |  |  | 2090125 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Aydem Yenilenebilir Enerji AS 7.75% 2/2/2027 (d) |  | 1161000 | 1153744 |
| TOTAL TURKEY |  |  | 4371456 |
| UKRAINE - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| NAK Naftogaz Ukraine via Kondor Finance PLC loan participation 7.625% 11/8/2028 pay-in-kind (d) |  | 1360207 | 1071163 |
| NAK Naftogaz Ukraine via Kondor Finance PLC loan participation 7.65% 7/19/2025 pay-in-kind (s) |  | 792803 | 761091 |
| TOTAL UKRAINE |  |  | 1832254 |
| UNITED ARAB EMIRATES - 0.1%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Adnoc Murban Rsc Ltd 5.125% 9/11/2054 (d) |  | 1370000 | 1215532 |
| Galaxy Pipeline Assets Bidco Ltd 2.16% 3/31/2034 (d) |  | 1312127 | 1150735 |
| Galaxy Pipeline Assets Bidco Ltd 2.625% 3/31/2036 (d) |  | 5030000 | 4208853 |
|  |  |  | 6575120 |
| Financials - 0.1% |  |  |  |
| Financial Services - 0.1% |  |  |  |
| Abu Dhabi Developmental Holding Co PJSC 5.25% 10/2/2054 (d) |  | 1720000 | 1543700 |
| Abu Dhabi Developmental Holding Co PJSC 5.5% 5/8/2034 (d) |  | 835000 | 857328 |
| MDGH GMTN RSC Ltd 2.875% 11/7/2029 (d) |  | 1925000 | 1786381 |
| MDGH GMTN RSC Ltd 4.375% 11/22/2033 (d) |  | 870000 | 821976 |
| MDGH GMTN RSC Ltd 5.084% 5/22/2053 (d) |  | 2140000 | 1921999 |
| MDGH GMTN RSC Ltd Series 1, 5.5% 4/28/2033 (d) |  | 810000 | 831165 |
| Sobha Sukuk Ltd 8.75% 7/17/2028 (s) |  | 865000 | 893139 |
|  |  |  | 8655688 |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| DP World Crescent Ltd 3.7495% 1/30/2030 (d) |  | 2070000 | 1950458 |
| DP World Ltd/United Arab Emirates 5.625% 9/25/2048 (d) |  | 1480000 | 1350500 |
|  |  |  | 3300958 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Aldar Properties PJSC 6.6227% 4/15/2055 (b)(s) |  | 1310000 | 1314380 |
| Alpha Star Holding IX Ltd 7% 8/26/2028 (s) |  | 420000 | 423504 |
| Alpha Star Holding VIII Ltd 8.375% 4/12/2027 (s) |  | 900000 | 929547 |
|  |  |  | 2667431 |
| Utilities - 0.0% |  |  |  |
| Multi-Utilities - 0.0% |  |  |  |
| Abu Dhabi National Energy Co PJSC 4% 10/3/2049 (d) |  | 1960000 | 1468785 |
| Abu Dhabi National Energy Co PJSC 4.375% 1/24/2029 (d) |  | 880000 | 871904 |
| Abu Dhabi National Energy Co PJSC 4.696% 4/24/2033 (d) |  | 985000 | 959232 |
| Abu Dhabi National Energy Co PJSC 4.75% 3/9/2037 (d) |  | 1720000 | 1622717 |
| Abu Dhabi National Energy Co PJSC 4.875% 4/23/2030 (d) |  | 520000 | 525008 |
|  |  |  | 5447646 |
| TOTAL UNITED ARAB EMIRATES |  |  | 26646843 |
| UNITED KINGDOM - 1.3%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Connect Finco Sarl / Connect Us Finco LLC 9% 9/15/2029 (d) |  | 1515000 | 1443789 |
| Virgin Media Finance PLC 5% 7/15/2030 (d) |  | 805000 | 729991 |
|  |  |  | 2173780 |
| Media - 0.0% |  |  |  |
| Virgin Media Secured Finance PLC 4.5% 8/15/2030 (d) |  | 4925000 | 4547775 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Vmed O2 UK Financing I PLC 4.25% 1/31/2031 (d) |  | 4510000 | 4081443 |
| Vmed O2 UK Financing I PLC 7.75% 4/15/2032 (d) |  | 240000 | 247133 |
| Vodafone Group PLC 4.875% 10/3/2078 (b)(s) | GBP | 5150000 | 6921503 |
|  |  |  | 11250079 |
| TOTAL COMMUNICATION SERVICES |  |  | 17971634 |
| Consumer Discretionary - 0.1% |  |  |  |
| Automobile Components - 0.1% |  |  |  |
| Macquarie Airfinance Holdings Ltd 6.4% 3/26/2029 (d) |  | 2775000 | 2869245 |
| Macquarie Airfinance Holdings Ltd 6.5% 3/26/2031 (d) |  | 2435000 | 2530737 |
| Macquarie Airfinance Holdings Ltd 8.125% 3/30/2029 (d) |  | 3335000 | 3489984 |
|  |  |  | 8889966 |
| Broadline Retail - 0.0% |  |  |  |
| John Lewis PLC 4.25% 12/18/2034 (s) | GBP | 1850000 | 1973230 |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| InterContinental Hotels Group PLC 3.375% 10/8/2028 (s) | GBP | 2700000 | 3443523 |
| Whitbread Group PLC 2.375% 5/31/2027 (s) | GBP | 1850000 | 2357262 |
|  |  |  | 5800785 |
| Household Durables - 0.0% |  |  |  |
| Berkeley Group PLC/The 2.5% 8/11/2031 (s) | GBP | 3350000 | 3684849 |
| Specialty Retail - 0.0% |  |  |  |
| Belron UK Finance PLC 5.75% 10/15/2029 (d) |  | 3660000 | 3669849 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 24018679 |
| Consumer Staples - 0.3% |  |  |  |
| Tobacco - 0.3% |  |  |  |
| BAT Capital Corp 6.421% 8/2/2033  |  | 21453000 | 22997735 |
| BAT International Finance PLC 4.125% 4/12/2032 (s) | EUR | 8900000 | 10368369 |
| Imperial Brands Finance Netherlands BV 5.25% 2/15/2031 (s) | EUR | 5685000 | 6983765 |
| Imperial Brands Finance PLC 3.875% 2/12/2034 (s) | EUR | 3075000 | 3436971 |
| Imperial Brands Finance PLC 4.25% 7/21/2025 (d) |  | 1212000 | 1210612 |
| Imperial Brands Finance PLC 6.125% 7/27/2027 (d) |  | 12116000 | 12431082 |
| Reynolds American Inc 4.45% 6/12/2025  |  | 5827000 | 5826563 |
| Reynolds American Inc 5.7% 8/15/2035  |  | 2699000 | 2707655 |
| Reynolds American Inc 5.85% 8/15/2045  |  | 22737000 | 21431552 |
| Reynolds American Inc 6.15% 9/15/2043  |  | 2874000 | 2842589 |
| Reynolds American Inc 7.25% 6/15/2037  |  | 3221000 | 3546441 |
|  |  |  | 93783334 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| EG Global Finance PLC 12% 11/30/2028 (d) |  | 12713000 | 14016957 |
| Financials - 0.8% |  |  |  |
| Banks - 0.7% |  |  |  |
| Barclays PLC 5.088% 6/20/2030 (b) |  | 26155000 | 26054160 |
| Barclays PLC 5.2% 5/12/2026  |  | 12530000 | 12561706 |
| Barclays PLC 5.262% 1/29/2034 (b)(s) | EUR | 4190000 | 5236165 |
| Barclays PLC 5.69% 3/12/2030 (b) |  | 28747000 | 29472784 |
| Barclays PLC 5.829% 5/9/2027 (b) |  | 27350000 | 27599611 |
| Barclays PLC 6.224% 5/9/2034 (b) |  | 20610000 | 21516913 |
| Barclays PLC 6.49% 9/13/2029 (b) |  | 36156000 | 37945491 |
| Barclays PLC 8.407% 11/14/2032 (b)(s) | GBP | 2300000 | 3283372 |
| HSBC Holdings PLC 4.787% 3/10/2032 (b)(s) | EUR | 3930000 | 4786701 |
| HSBC Holdings PLC 4.856% 5/23/2033 (b)(s) | EUR | 5100000 | 6249081 |
| HSBC Holdings PLC 5.813% 5/22/2033 (b)(s) | GBP | 2925000 | 3957093 |
| HSBC Holdings PLC 6.8% 9/14/2031 (b) | GBP | 1160000 | 1656998 |
| HSBC Holdings PLC 8.201% 11/16/2034 (b)(s) | GBP | 3200000 | 4667956 |
| Lloyds Banking Group PLC 4.5% 1/11/2029 (b)(s) | EUR | 1960000 | 2328135 |
| Lloyds Banking Group PLC 4.75% 9/21/2031 (b)(s) | EUR | 4800000 | 5837000 |
| NatWest Group PLC 2.105% 11/28/2031 (b)(s) | GBP | 5300000 | 6841893 |
| NatWest Group PLC 3.073% 5/22/2028 (b) |  | 17464000 | 16937068 |
| NatWest Group PLC 4.8% 4/5/2026  |  | 15141000 | 15174635 |
| NatWest Group PLC 7.416% 6/6/2033 (b)(s) | GBP | 2600000 | 3673750 |
| Standard Chartered PLC 3.864% 3/17/2033 (b)(s) | EUR | 2800000 | 3220033 |
| Virgin Money UK PLC 7.625% 8/23/2029 (b)(s) | GBP | 5000000 | 7222433 |
|  |  |  | 246222978 |
| Consumer Finance - 0.1% |  |  |  |
| Motability Operations Group PLC 3.625% 1/22/2033 (s) | EUR | 3950000 | 4513120 |
| Financial Services - 0.0% |  |  |  |
| Nationwide Building Society 4% 7/30/2035 (b)(s) | EUR | 1500000 | 1717836 |
| Insurance - 0.0% |  |  |  |
| Admiral Group PLC 8.5% 1/6/2034 (s) | GBP | 2600000 | 3916600 |
| TOTAL FINANCIALS |  |  | 256370534 |
| Health Care - 0.0% |  |  |  |
| Health Care Providers & Services - 0.0% |  |  |  |
| 180 Medical Inc 3.875% 10/15/2029 (d) |  | 1845000 | 1752429 |
| Industrials - 0.0% |  |  |  |
| Ground Transportation - 0.0% |  |  |  |
| Mobico Group PLC 4.875% 9/26/2031 (s) | EUR | 4150000 | 4312799 |
| Trading Companies & Distributors - 0.0% |  |  |  |
| Travis Perkins PLC 3.75% 2/17/2026 (s) | GBP | 1425000 | 1881574 |
| Transportation Infrastructure - 0.0% |  |  |  |
| Heathrow Funding Ltd 6% 3/5/2032 (s) | GBP | 3850000 | 5166377 |
| TOTAL INDUSTRIALS |  |  | 11360750 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| INEOS Quattro Finance 2 Plc 9.625% 3/15/2029 (d) |  | 935000 | 930344 |
| Metals & Mining - 0.0% |  |  |  |
| Celtic Resources Holdings DAC 4.125% (d)(e)(f) |  | 1205000 | 172748 |
| TOTAL MATERIALS |  |  | 1103092 |
| Real Estate - 0.0% |  |  |  |
| Office REITs - 0.0% |  |  |  |
| Great Portland Estates PLC 5.375% 9/25/2031 (s) | GBP | 1600000 | 2121870 |
| Real Estate Management & Development - 0.0% |  |  |  |
| Tritax EuroBox PLC 0.95% 6/2/2026 (s) | EUR | 1580000 | 1759083 |
| TOTAL REAL ESTATE |  |  | 3880953 |
| Utilities - 0.1% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| NGG Finance PLC 2.125% 9/5/2082 (b)(s) | EUR | 6100000 | 6738586 |
| Scottish Hydro Electric Transmission PLC 3.375% 9/4/2032 (s) | EUR | 3275000 | 3706629 |
|  |  |  | 10445215 |
| Gas Utilities - 0.0% |  |  |  |
| Southern Gas Networks PLC 3.5% 10/16/2030 (s) | EUR | 3325000 | 3784224 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC 6.375% 2/15/2032 (d) |  | 4935000 | 4879606 |
| ContourGlobal Power Holdings SA 6.75% 2/28/2030 (d) |  | 2720000 | 2755469 |
|  |  |  | 7635075 |
| Water Utilities - 0.1% |  |  |  |
| Anglian Water Osprey Financing PLC 2% 7/31/2028 (s) | GBP | 1450000 | 1707887 |
| Anglian Water Services Financing PLC 5.875% 6/20/2031 (s) | GBP | 3103000 | 4200576 |
| Anglian Water Services Financing PLC 6.25% 9/12/2044 (s) | GBP | 1425000 | 1799266 |
| Anglian Water Services Financing PLC 6.293% 7/30/2030 (s) | GBP | 2044000 | 2827845 |
| Anglian Water Services Financing PLC 6.625% 1/15/2029 (i) | GBP | 650000 | 900557 |
| Severn Trent Utilities Finance PLC 3.875% 8/4/2035 (s) | EUR | 4325000 | 4928624 |
| Severn Trent Utilities Finance PLC 4.625% 11/30/2034 (s) | GBP | 1170000 | 1451217 |
| South West Water Finance PLC 5.75% 12/11/2032 (s) | GBP | 650000 | 879748 |
| Southern Water Services Finance Ltd 1.625% 3/30/2027 (s) | GBP | 1765000 | 2097904 |
| Southern Water Services Finance Ltd 2.375% 5/28/2028 (s) | GBP | 930000 | 1090798 |
| SW Finance I PLC 7.375% 12/12/2041 (s) | GBP | 1334000 | 1726414 |
| United Utilities Water Finance PLC 3.5% 2/27/2033 (s) | EUR | 2550000 | 2860568 |
| Wessex Water Services Finance PLC 6.125% 9/19/2034 (s) | GBP | 2650000 | 3528689 |
|  |  |  | 30000093 |
| TOTAL UTILITIES |  |  | 51864607 |
| TOTAL UNITED KINGDOM |  |  | 476122969 |
| UNITED STATES - 19.9%  |  |  |  |
| Communication Services - 2.1% |  |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |  |
| AT&T Inc 2.55% 12/1/2033  |  | 46000000 | 37832782 |
| AT&T Inc 3.65% 9/15/2059  |  | 6496000 | 4268394 |
| AT&T Inc 4.3% 2/15/2030  |  | 10373000 | 10263698 |
| Cablevision Lightpath LLC 5.625% 9/15/2028 (d) |  | 895000 | 864330 |
| Consolidated Communications Inc 5% 10/1/2028 (d) |  | 1215000 | 1227236 |
| Frontier Communications Holdings LLC 5% 5/1/2028 (d) |  | 927000 | 925108 |
| Frontier Communications Holdings LLC 8.75% 5/15/2030 (d) |  | 208000 | 218562 |
| Level 3 Financing Inc 10% 10/15/2032 (d) |  | 490000 | 492500 |
| Level 3 Financing Inc 10.5% 5/15/2030 (d) |  | 7534000 | 8240313 |
| Level 3 Financing Inc 11% 11/15/2029 (d) |  | 2119796 | 2404730 |
| Level 3 Financing Inc 3.625% 1/15/2029 (d) |  | 1573000 | 1305590 |
| Level 3 Financing Inc 3.75% 7/15/2029 (d) |  | 905000 | 742706 |
| Level 3 Financing Inc 3.875% 10/15/2030 (d) |  | 1865000 | 1571263 |
| Level 3 Financing Inc 4% 4/15/2031 (d) |  | 580000 | 479950 |
| Level 3 Financing Inc 4.25% 7/1/2028 (d) |  | 495000 | 440549 |
| Level 3 Financing Inc 4.5% 4/1/2030 (d) |  | 4455000 | 3918039 |
| Lumen Technologies Inc 4.125% 4/15/2030 (d) |  | 705000 | 684731 |
| Lumen Technologies Inc 4.5% 1/15/2029 (d) |  | 515000 | 455775 |
| Verizon Communications Inc 2.55% 3/21/2031  |  | 21181000 | 18759949 |
| Verizon Communications Inc 4.78% 2/15/2035  |  | 26362000 | 25370457 |
|  |  |  | 120466662 |
| Interactive Media & Services - 0.0% |  |  |  |
| Alphabet Inc 3.375% 5/6/2037  | EUR | 900000 | 1013997 |
| Alphabet Inc 3.875% 5/6/2045  | EUR | 900000 | 1022981 |
| Alphabet Inc 4% 5/6/2054  | EUR | 800000 | 903169 |
| Snap Inc 6.875% 3/1/2033 (d) |  | 2235000 | 2263934 |
|  |  |  | 5204081 |
| Media - 1.5% |  |  |  |
| Advantage Sales & Marketing Inc 6.5% 11/15/2028 (d) |  | 3285000 | 2508905 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.25% 1/15/2034 (d) |  | 4575000 | 3949291 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.25% 2/1/2031 (d) |  | 7195000 | 6589949 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 5/1/2032  |  | 7080000 | 6443817 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 6/1/2033 (d) |  | 8375000 | 7448913 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 8/15/2030 (d)(t) |  | 1185000 | 1111116 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.75% 2/1/2032 (d) |  | 825000 | 763719 |
| CCO Holdings LLC / CCO Holdings Capital Corp 5.375% 6/1/2029 (d)(t) |  | 3061000 | 3018714 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 2.3% 2/1/2032  |  | 4414000 | 3638488 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.9% 6/1/2052  |  | 4000000 | 2640268 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 4/1/2033  |  | 24687000 | 22771450 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.8% 3/1/2050  |  | 13200000 | 10207040 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.25% 4/1/2053  |  | 17163000 | 14147658 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047  |  | 47728000 | 40092994 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.5% 4/1/2063  |  | 36711000 | 30047136 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029  |  | 16353000 | 17023491 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.484% 10/23/2045  |  | 22400000 | 21555946 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034  |  | 11285000 | 11806020 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.65% 2/1/2034  |  | 37000000 | 38893361 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.834% 10/23/2055  |  | 3000000 | 2986537 |
| Clear Channel Outdoor Holdings Inc 5.125% 8/15/2027 (d) |  | 1769000 | 1730484 |
| Clear Channel Outdoor Holdings Inc 7.5% 6/1/2029 (d) |  | 2367000 | 2092546 |
| Clear Channel Outdoor Holdings Inc 7.875% 4/1/2030 (d) |  | 3520000 | 3566257 |
| Clear Channel Outdoor Holdings Inc 9% 9/15/2028 (d)(t) |  | 3180000 | 3330535 |
| Comcast Corp 3.9% 3/1/2038  |  | 3341000 | 2828624 |
| Comcast Corp 4.65% 7/15/2042  |  | 7870000 | 6825554 |
| Comcast Corp 6.45% 3/15/2037  |  | 1399000 | 1506756 |
| CSC Holdings LLC 3.375% 2/15/2031 (d) |  | 7441000 | 4873856 |
| CSC Holdings LLC 4.125% 12/1/2030 (d) |  | 3005000 | 2062194 |
| CSC Holdings LLC 4.5% 11/15/2031 (d) |  | 1255000 | 848545 |
| CSC Holdings LLC 4.625% 12/1/2030 (d) |  | 9138000 | 4203480 |
| CSC Holdings LLC 5.375% 2/1/2028 (d) |  | 5145000 | 4692328 |
| Discovery Communications LLC 3.625% 5/15/2030  |  | 22575000 | 19964308 |
| Discovery Communications LLC 4.125% 5/15/2029  |  | 749000 | 697412 |
| DISH DBS Corp 5.125% 6/1/2029  |  | 7735000 | 5085341 |
| DISH DBS Corp 7.375% 7/1/2028  |  | 1680000 | 1153888 |
| DISH Network Corp 11.75% 11/15/2027 (d) |  | 3054000 | 3150845 |
| EchoStar Corp 10.75% 11/30/2029  |  | 6224815 | 6255939 |
| EchoStar Corp 6.75% 11/30/2030 pay-in-kind (b) |  | 7009048 | 6027781 |
| Outfront Media Capital LLC / Outfront Media Capital Corp 7.375% 2/15/2031 (d) |  | 3030000 | 3199841 |
| Time Warner Cable LLC 4.5% 9/15/2042  |  | 18291000 | 14076058 |
| Time Warner Cable LLC 5.5% 9/1/2041  |  | 8265000 | 7284144 |
| Time Warner Cable LLC 5.875% 11/15/2040  |  | 10540000 | 9856926 |
| Time Warner Cable LLC 6.55% 5/1/2037  |  | 29622000 | 29818940 |
| Time Warner Cable LLC 7.3% 7/1/2038  |  | 24672000 | 26291914 |
| Univision Communications Inc 4.5% 5/1/2029 (d)(t) |  | 2915000 | 2587541 |
| Univision Communications Inc 6.625% 6/1/2027 (d) |  | 4393000 | 4393076 |
| Univision Communications Inc 7.375% 6/30/2030 (d) |  | 2515000 | 2351198 |
| Univision Communications Inc 8% 8/15/2028 (d) |  | 2718000 | 2719740 |
| Univision Communications Inc 8.5% 7/31/2031 (d)(t) |  | 4251000 | 4081649 |
| Warnermedia Holdings Inc 3.755% 3/15/2027  |  | 6746000 | 6539381 |
| Warnermedia Holdings Inc 4.054% 3/15/2029  |  | 4725000 | 4399933 |
| Warnermedia Holdings Inc 4.279% 3/15/2032  |  | 67020000 | 56871113 |
| Warnermedia Holdings Inc 4.693% 5/17/2033  | EUR | 3425000 | 3623552 |
| Warnermedia Holdings Inc 5.05% 3/15/2042  |  | 11773000 | 8468643 |
| Warnermedia Holdings Inc 5.141% 3/15/2052  |  | 75442000 | 48905889 |
|  |  |  | 564011024 |
| Wireless Telecommunication Services - 0.3% |  |  |  |
| T-Mobile USA Inc 2.25% 11/15/2031  |  | 35000000 | 30009399 |
| T-Mobile USA Inc 3.75% 4/15/2027  |  | 23850000 | 23542239 |
| T-Mobile USA Inc 3.875% 4/15/2030  |  | 42000000 | 40499223 |
| T-Mobile USA Inc 4.375% 4/15/2040  |  | 5147000 | 4463140 |
| T-Mobile USA Inc 5.05% 7/15/2033  |  | 29000000 | 28752803 |
|  |  |  | 127266804 |
| TOTAL COMMUNICATION SERVICES |  |  | 816948571 |
| Consumer Discretionary - 0.8% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Adient Global Holdings Ltd 7.5% 2/15/2033 (d) |  | 2319000 | 2302187 |
| Clarios Global LP / Clarios US Finance Co 6.75% 2/15/2030 (d) |  | 1840000 | 1874058 |
| Patrick Industries Inc 6.375% 11/1/2032 (d) |  | 1190000 | 1172926 |
|  |  |  | 5349171 |
| Automobiles - 0.2% |  |  |  |
| Ford Motor Co 3.25% 2/12/2032  |  | 54000000 | 44561187 |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC CME Term SOFR 6 month Index + 6.0533%, 10.1513% 10/15/2026 (b)(c)(d)(t) |  | 15557000 | 15634785 |
| Stellantis Finance US Inc 5.75% 3/18/2030 (d) |  | 3000000 | 3007017 |
|  |  |  | 63202989 |
| Broadline Retail - 0.0% |  |  |  |
| CMG Media Corp 8.875% 6/18/2029 (d) |  | 1250000 | 1150000 |
| GrubHub Holdings Inc 5.5% 7/1/2027 (d) |  | 2605000 | 2403111 |
| Kohl's Corp 4.25% 7/17/2025  |  | 1382000 | 1371656 |
| Nordstrom Inc 4.25% 8/1/2031  |  | 2260000 | 1955862 |
| Nordstrom Inc 4.375% 4/1/2030  |  | 1185000 | 1069154 |
| Wayfair LLC 7.25% 10/31/2029 (d)(t) |  | 6356000 | 6190313 |
| Wayfair LLC 7.75% 9/15/2030 (d) |  | 6590000 | 6456562 |
|  |  |  | 20596658 |
| Diversified Consumer Services - 0.1% |  |  |  |
| Service Corp International/US 4% 5/15/2031 (t) |  | 1650000 | 1520884 |
| Service Corp International/US 5.125% 6/1/2029  |  | 1040000 | 1027251 |
| Service Corp International/US 5.75% 10/15/2032  |  | 895000 | 889396 |
| Sotheby's 7.375% 10/15/2027 (d) |  | 4238000 | 4173190 |
| StoneMor Inc 8.5% 5/15/2029 (d) |  | 3875000 | 3571946 |
| TKC Holdings Inc 10.5% 5/15/2029 (d) |  | 4751000 | 4884085 |
| TKC Holdings Inc 6.875% 5/15/2028 (d) |  | 3230000 | 3212613 |
| WASH Multifamily Acquisition Inc 5.75% 4/15/2026 (d)(t) |  | 7399000 | 7381400 |
|  |  |  | 26660765 |
| Hotels, Restaurants & Leisure - 0.3% |  |  |  |
| Caesars Entertainment Inc 6% 10/15/2032 (d) |  | 3570000 | 3424659 |
| Caesars Entertainment Inc 6.5% 2/15/2032 (d) |  | 3915000 | 3946496 |
| Caesars Entertainment Inc 7% 2/15/2030 (d) |  | 2606000 | 2674095 |
| Caesars Entertainment Inc 8.125% 7/1/2027 (d) |  | 1367000 | 1369008 |
| Carnival Corp 5.75% 3/15/2030 (d) |  | 4710000 | 4721049 |
| Carnival Corp 5.875% 6/15/2031 (d) |  | 4650000 | 4652791 |
| Carnival Corp 6% 5/1/2029 (d) |  | 2885000 | 2892604 |
| Carnival Corp 6.125% 2/15/2033 (d) |  | 2315000 | 2321232 |
| Carnival Corp 6.65% 1/15/2028  |  | 450000 | 462459 |
| CEC Entertainment LLC 6.75% 5/1/2026 (d) |  | 4230000 | 4161234 |
| ClubCorp Holdings Inc 8.5% 9/15/2025 (d) |  | 1275000 | 1243125 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 6.75% 1/15/2030 (d) |  | 7477000 | 6790459 |
| Hilton Domestic Operating Co Inc 3.625% 2/15/2032 (d) |  | 6640000 | 5909933 |
| Hilton Domestic Operating Co Inc 4% 5/1/2031 (d) |  | 2915000 | 2695312 |
| Hilton Domestic Operating Co Inc 5.875% 3/15/2033 (d) |  | 1195000 | 1203072 |
| Hilton Domestic Operating Co Inc 5.875% 4/1/2029 (d) |  | 845000 | 853324 |
| Hilton Domestic Operating Co Inc 6.125% 4/1/2032 (d)(t) |  | 1755000 | 1782085 |
| Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc 6.625% 1/15/2032 (d) |  | 4085000 | 4079811 |
| Life Time Inc 6% 11/15/2031 (d) |  | 4595000 | 4605265 |
| MajorDrive Holdings IV LLC 6.375% 6/1/2029 (d) |  | 3100000 | 2335246 |
| McDonald's Corp 3.5% 5/21/2032 (s) | EUR | 3775000 | 4342273 |
| McDonald's Corp 3.5% 7/1/2027  |  | 6642000 | 6542030 |
| MGM Resorts International 6.5% 4/15/2032  |  | 2100000 | 2095909 |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC 11.875% 4/15/2031 (d) |  | 2350000 | 2439047 |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC 8.25% 4/15/2030 (d) |  | 2350000 | 2391449 |
| NCL Corp Ltd 5.875% 3/15/2026 (d) |  | 213000 | 213134 |
| NCL Corp Ltd 6.75% 2/1/2032 (d) |  | 2300000 | 2302783 |
| Royal Caribbean Cruises Ltd 4.25% 7/1/2026 (d) |  | 2445000 | 2420677 |
| Royal Caribbean Cruises Ltd 5.375% 7/15/2027 (d) |  | 1930000 | 1931750 |
| Royal Caribbean Cruises Ltd 5.625% 9/30/2031 (d) |  | 2320000 | 2293055 |
| Royal Caribbean Cruises Ltd 6% 2/1/2033 (d) |  | 4335000 | 4350561 |
| Royal Caribbean Cruises Ltd 6.25% 3/15/2032 (d) |  | 1060000 | 1074310 |
| Station Casinos LLC 4.5% 2/15/2028 (d) |  | 2371000 | 2299521 |
| Station Casinos LLC 6.625% 3/15/2032 (d) |  | 2085000 | 2087858 |
| Times Square Hotel Trust 8.528% 8/1/2026 (d) |  | 271536 | 272220 |
| Viking Cruises Ltd 9.125% 7/15/2031 (d) |  | 665000 | 713993 |
| Viking Ocean Cruises Ship VII Ltd 5.625% 2/15/2029 (d) |  | 950000 | 938786 |
| VOC Escrow Ltd 5% 2/15/2028 (d) |  | 1305000 | 1287228 |
| Yum! Brands Inc 4.625% 1/31/2032  |  | 5170000 | 4902634 |
| Yum! Brands Inc 5.375% 4/1/2032  |  | 760000 | 751201 |
|  |  |  | 107773678 |
| Household Durables - 0.0% |  |  |  |
| Ashton Woods USA LLC / Ashton Woods Finance Co 4.625% 8/1/2029 (d) |  | 1345000 | 1267837 |
| Beazer Homes USA Inc 7.5% 3/15/2031 (d) |  | 1655000 | 1623831 |
| LGI Homes Inc 4% 7/15/2029 (d)(t) |  | 1268000 | 1122984 |
| LGI Homes Inc 7% 11/15/2032 (d) |  | 4060000 | 3770278 |
| LGI Homes Inc 8.75% 12/15/2028 (d) |  | 862000 | 887125 |
| Newell Brands Inc 6.375% 5/15/2030 (t) |  | 2525000 | 2369364 |
| Newell Brands Inc 6.375% 9/15/2027  |  | 740000 | 741492 |
| Newell Brands Inc 6.625% 5/15/2032  |  | 1325000 | 1222160 |
| Newell Brands Inc 6.625% 9/15/2029  |  | 1055000 | 1019857 |
| Newell Brands Inc 6.875% 4/1/2036 (i) |  | 556000 | 510974 |
| Newell Brands Inc 7% 4/1/2046 (i) |  | 1525000 | 1239945 |
| Newell Brands Inc 8.5% 6/1/2028 (d) |  | 3385000 | 3501948 |
| TopBuild Corp 4.125% 2/15/2032 (d) |  | 1870000 | 1695890 |
|  |  |  | 20973685 |
| Specialty Retail - 0.2% |  |  |  |
| AutoNation Inc 4.75% 6/1/2030  |  | 2958000 | 2903750 |
| Carvana Co 10.25% 5/1/2030 (d) |  | 220000 | 235950 |
| Carvana Co 11% 6/1/2030 pay-in-kind (b)(d) |  | 1174080 | 1238106 |
| Carvana Co 14% 6/1/2031 pay-in-kind (b)(d) |  | 5079006 | 5891220 |
| Carvana Co 4.875% 9/1/2029 (d) |  | 1397000 | 1243330 |
| Carvana Co 5.5% 4/15/2027 (d) |  | 1512000 | 1442994 |
| Carvana Co 5.625% 10/1/2025 (d) |  | 6795000 | 6753838 |
| Carvana Co 5.875% 10/1/2028 (d) |  | 800000 | 756000 |
| Carvana Co 9% 12/1/2028 pay-in-kind (b)(d) |  | 1861036 | 1912179 |
| Champions Financing Inc 8.75% 2/15/2029 (d) |  | 2488000 | 2317356 |
| LBM Acquisition LLC 6.25% 1/15/2029 (d) |  | 1875000 | 1505867 |
| Lowe's Cos Inc 3.35% 4/1/2027  |  | 2389000 | 2346577 |
| Lowe's Cos Inc 4.45% 4/1/2062  |  | 33905000 | 25537377 |
| Sally Holdings LLC / Sally Capital Inc 6.75% 3/1/2032 (t) |  | 2070000 | 2103060 |
| Staples Inc 10.75% 9/1/2029 (d) |  | 4676000 | 4233097 |
| Staples Inc 12.75% 1/15/2030 (d) |  | 3167485 | 2038951 |
| Wand NewCo 3 Inc 7.625% 1/30/2032 (d)(t) |  | 1450000 | 1508437 |
|  |  |  | 63968089 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |  |
| Wolverine World Wide Inc 4% 8/15/2029 (d) |  | 2480000 | 2170350 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 310695385 |
| Consumer Staples - 0.6% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Primo Water Holdings Inc / Triton Water Holdings Inc 6.25% 4/1/2029 (d) |  | 2340000 | 2343173 |
| Consumer Staples Distribution & Retail - 0.4% |  |  |  |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 3.5% 3/15/2029 (d) |  | 4205000 | 3950719 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.875% 2/15/2030 (d) |  | 3815000 | 3711047 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 6.25% 3/15/2033 (d) |  | 2490000 | 2527791 |
| C&S Group Enterprises LLC 5% 12/15/2028 (d) |  | 4226000 | 3596280 |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (d) |  | 5530000 | 5765009 |
| Kroger Co/The 5% 9/15/2034  |  | 19550000 | 19041140 |
| Mars Inc 4.8% 3/1/2030 (d) |  | 23196000 | 23339150 |
| Mars Inc 5% 3/1/2032 (d) |  | 17414000 | 17472560 |
| Mars Inc 5.2% 3/1/2035 (d) |  | 14474000 | 14419707 |
| Mars Inc 5.65% 5/1/2045 (d) |  | 14075000 | 13808030 |
| Mars Inc 5.7% 5/1/2055 (d) |  | 28070000 | 27230707 |
| Performance Food Group Inc 6.125% 9/15/2032 (d) |  | 3565000 | 3593684 |
| US Foods Inc 4.75% 2/15/2029 (d) |  | 3290000 | 3217306 |
| US Foods Inc 5.75% 4/15/2033 (d)(t) |  | 1970000 | 1935330 |
| US Foods Inc 6.875% 9/15/2028 (d) |  | 1230000 | 1264725 |
|  |  |  | 144873185 |
| Food Products - 0.0% |  |  |  |
| Fiesta Purchaser Inc 7.875% 3/1/2031 (d) |  | 1895000 | 1988738 |
| Fiesta Purchaser Inc 9.625% 9/15/2032 (d) |  | 1255000 | 1312884 |
| Lamb Weston Holdings Inc 4.125% 1/31/2030 (d) |  | 5800000 | 5469653 |
| Lamb Weston Holdings Inc 4.375% 1/31/2032 (d)(t) |  | 850000 | 784084 |
| Post Holdings Inc 4.625% 4/15/2030 (d) |  | 2555000 | 2418004 |
| Post Holdings Inc 5.5% 12/15/2029 (d) |  | 3595000 | 3550362 |
| Post Holdings Inc 6.25% 10/15/2034 (d) |  | 1255000 | 1239663 |
| Post Holdings Inc 6.25% 2/15/2032 (d) |  | 2480000 | 2521451 |
| Post Holdings Inc 6.375% 3/1/2033 (d) |  | 2140000 | 2124359 |
|  |  |  | 21409198 |
| Household Products - 0.0% |  |  |  |
| Resideo Funding Inc 6.5% 7/15/2032 (d) |  | 1510000 | 1522420 |
| Tobacco - 0.2% |  |  |  |
| Altria Group Inc 3.875% 9/16/2046  |  | 28850000 | 20662124 |
| Altria Group Inc 4.25% 8/9/2042  |  | 17795000 | 14099638 |
| Altria Group Inc 4.5% 5/2/2043  |  | 11887000 | 9665043 |
| Altria Group Inc 4.8% 2/14/2029  |  | 3305000 | 3316824 |
| Altria Group Inc 5.95% 2/14/2049  |  | 14275000 | 13886948 |
|  |  |  | 61630577 |
| TOTAL CONSUMER STAPLES |  |  | 231778553 |
| Energy - 1.9% |  |  |  |
| Energy Equipment & Services - 0.1% |  |  |  |
| Archrock Partners LP / Archrock Partners Finance Corp 6.625% 9/1/2032 (d) |  | 2175000 | 2186441 |
| Halliburton Co 3.8% 11/15/2025  |  | 152000 | 151195 |
| Halliburton Co 4.85% 11/15/2035  |  | 5447000 | 5126065 |
| Nabors Industries Inc 7.375% 5/15/2027 (d) |  | 2675000 | 2568131 |
| Nabors Industries Inc 8.875% 8/15/2031 (d) |  | 2294000 | 1569890 |
| Nabors Industries Inc 9.125% 1/31/2030 (d)(t) |  | 505000 | 460145 |
| Nabors Industries Ltd 7.5% 1/15/2028 (d) |  | 3415000 | 2852901 |
| Transocean Aquila Ltd 8% 9/30/2028 (d) |  | 892846 | 891444 |
| Transocean Inc 8% 2/1/2027 (d) |  | 5483000 | 5360310 |
| Transocean Inc 8.25% 5/15/2029 (d) |  | 1985000 | 1790007 |
| Transocean Inc 8.5% 5/15/2031 (d) |  | 2490000 | 2140118 |
| Transocean Inc 8.75% 2/15/2030 (d) |  | 1444000 | 1463862 |
| Transocean Poseidon Ltd 6.875% 2/1/2027 (d) |  | 1109325 | 1110593 |
| USA Compression Partners LP / USA Compression Finance Corp 6.875% 9/1/2027  |  | 4605000 | 4603332 |
| USA Compression Partners LP / USA Compression Finance Corp 7.125% 3/15/2029 (d) |  | 2100000 | 2133003 |
| Valaris Ltd 8.375% 4/30/2030 (d) |  | 3900000 | 3915159 |
|  |  |  | 38322596 |
| Oil, Gas & Consumable Fuels - 1.8% |  |  |  |
| Aethon United BR LP / Aethon United Finance Corp 7.5% 10/1/2029 (d) |  | 3355000 | 3438100 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp 5.75% 3/1/2027 (d) |  | 950000 | 949173 |
| California Resources Corp 7.125% 2/1/2026 (d) |  | 943000 | 942192 |
| California Resources Corp 8.25% 6/15/2029 (d) |  | 6445000 | 6456685 |
| Calumet Specialty Products Partners LP / Calumet Finance Corp 9.75% 7/15/2028 (d) |  | 3780000 | 3643734 |
| Cheniere Energy Partners LP 5.75% 8/15/2034  |  | 2455000 | 2463755 |
| CITGO Petroleum Corp 6.375% 6/15/2026 (d) |  | 7155000 | 7151561 |
| CITGO Petroleum Corp 8.375% 1/15/2029 (d) |  | 1130000 | 1148459 |
| CNX Midstream Partners LP 4.75% 4/15/2030 (d) |  | 2780000 | 2577082 |
| CNX Resources Corp 7.25% 3/1/2032 (d) |  | 3070000 | 3128569 |
| CNX Resources Corp 7.375% 1/15/2031 (d)(t) |  | 2150000 | 2201394 |
| Columbia Pipelines Operating Co LLC 5.927% 8/15/2030 (d) |  | 3692000 | 3835969 |
| Columbia Pipelines Operating Co LLC 6.036% 11/15/2033 (d) |  | 9954000 | 10245724 |
| Columbia Pipelines Operating Co LLC 6.497% 8/15/2043 (d) |  | 2975000 | 2988971 |
| Columbia Pipelines Operating Co LLC 6.544% 11/15/2053 (d) |  | 5356000 | 5382772 |
| Columbia Pipelines Operating Co LLC 6.714% 8/15/2063 (d) |  | 3206000 | 3254142 |
| Comstock Resources Inc 5.875% 1/15/2030 (d) |  | 4274000 | 4041427 |
| Comstock Resources Inc 6.75% 3/1/2029 (d) |  | 3305000 | 3257494 |
| CQP Holdco LP / BIP-V Chinook Holdco LLC 7.5% 12/15/2033 (d) |  | 4195000 | 4441259 |
| CVR Energy Inc 5.75% 2/15/2028 (d) |  | 5017000 | 4776261 |
| CVR Energy Inc 8.5% 1/15/2029 (d) |  | 3008000 | 2935936 |
| DCP Midstream Operating LP 6.45% 11/3/2036 (d) |  | 8754000 | 8846905 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp 7.125% 6/1/2028 (d) |  | 6325000 | 6351578 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp 8.625% 3/15/2029 (d) |  | 3060000 | 3169144 |
| DT Midstream Inc 4.125% 6/15/2029 (d) |  | 2270000 | 2162108 |
| DT Midstream Inc 4.375% 6/15/2031 (d) |  | 950000 | 887189 |
| DT Midstream Inc 5.8% 12/15/2034 (d) |  | 2282000 | 2263444 |
| Energy Transfer LP 3.75% 5/15/2030  |  | 18703000 | 17695811 |
| Energy Transfer LP 4.95% 6/15/2028  |  | 12566000 | 12651507 |
| Energy Transfer LP 5% 5/15/2050  |  | 36762000 | 29716961 |
| Energy Transfer LP 5.25% 4/15/2029  |  | 6576000 | 6676302 |
| Energy Transfer LP 5.4% 10/1/2047  |  | 33221000 | 28643253 |
| Energy Transfer LP 5.8% 6/15/2038  |  | 7006000 | 6859690 |
| Energy Transfer LP 6% 6/15/2048  |  | 6263000 | 5815342 |
| Energy Transfer LP 6.125% 12/15/2045  |  | 1400000 | 1333630 |
| Energy Transfer LP 6.25% 4/15/2049  |  | 4516000 | 4299900 |
| Energy Transfer LP 7.375% 2/1/2031 (d) |  | 1695000 | 1775203 |
| Excelerate Energy LP 8% 5/15/2030 (d) |  | 2225000 | 2303390 |
| Genesis Energy LP / Genesis Energy Finance Corp 8% 5/15/2033  |  | 5790000 | 5874858 |
| Global Partners LP / GLP Finance Corp 6.875% 1/15/2029  |  | 2440000 | 2450085 |
| Global Partners LP / GLP Finance Corp 7% 8/1/2027  |  | 5604000 | 5617646 |
| Global Partners LP / GLP Finance Corp 8.25% 1/15/2032 (d)(t) |  | 1010000 | 1049927 |
| Harvest Midstream I LP 7.5% 5/15/2032 (d) |  | 1235000 | 1268871 |
| Harvest Midstream I LP 7.5% 9/1/2028 (d) |  | 3815000 | 3873747 |
| Hess Corp 5.6% 2/15/2041  |  | 19538000 | 18938534 |
| Hess Corp 5.8% 4/1/2047  |  | 15757000 | 15188385 |
| Hess Corp 7.125% 3/15/2033  |  | 3656000 | 4074605 |
| Hess Corp 7.3% 8/15/2031  |  | 8054000 | 9007619 |
| Hess Corp 7.875% 10/1/2029  |  | 13500000 | 15103845 |
| Hess Midstream Operations LP 4.25% 2/15/2030 (d)(t) |  | 1370000 | 1305790 |
| Hess Midstream Operations LP 5.125% 6/15/2028 (d) |  | 4157000 | 4102188 |
| Hess Midstream Operations LP 5.5% 10/15/2030 (d)(t) |  | 850000 | 840404 |
| Hess Midstream Operations LP 5.875% 3/1/2028 (d) |  | 2320000 | 2342838 |
| Hess Midstream Operations LP 6.5% 6/1/2029 (d) |  | 910000 | 929008 |
| Howard Midstream Energy Partners LLC 7.375% 7/15/2032 (d) |  | 1490000 | 1541979 |
| Howard Midstream Energy Partners LLC 8.875% 7/15/2028 (d) |  | 3500000 | 3660216 |
| Kinder Morgan Energy Partners LP 5.5% 3/1/2044  |  | 27364000 | 25038773 |
| Kinder Morgan Energy Partners LP 6.55% 9/15/2040  |  | 1203000 | 1246121 |
| Kinder Morgan Inc 5.05% 2/15/2046  |  | 3092000 | 2640668 |
| Kinder Morgan Inc 5.55% 6/1/2045  |  | 7786000 | 7146211 |
| Kinetik Holdings LP 5.875% 6/15/2030 (d)(t) |  | 2300000 | 2286332 |
| Kinetik Holdings LP 6.625% 12/15/2028 (d) |  | 4545000 | 4635231 |
| Moss Creek Resources Holdings Inc 8.25% 9/1/2031 (d)(t) |  | 2983000 | 2876224 |
| MPLX LP 4.8% 2/15/2029  |  | 3672000 | 3684197 |
| MPLX LP 4.95% 9/1/2032  |  | 22661000 | 22044810 |
| MPLX LP 5.5% 2/15/2049  |  | 11018000 | 9679197 |
| Murphy Oil Corp 6% 10/1/2032  |  | 800000 | 745886 |
| Murphy Oil USA Inc 3.75% 2/15/2031 (d) |  | 1205000 | 1091523 |
| New Fortress Energy Inc 6.5% 9/30/2026 (d) |  | 455000 | 272418 |
| Northern Oil & Gas Inc 8.125% 3/1/2028 (d) |  | 3040000 | 3052382 |
| Northern Oil & Gas Inc 8.75% 6/15/2031 (d) |  | 950000 | 957573 |
| Occidental Petroleum Corp 6.45% 9/15/2036  |  | 16266000 | 15984788 |
| Occidental Petroleum Corp 6.6% 3/15/2046  |  | 18160000 | 17204027 |
| Occidental Petroleum Corp 6.625% 9/1/2030  |  | 27000000 | 28118178 |
| Occidental Petroleum Corp 7.5% 5/1/2031  |  | 21425000 | 23061399 |
| ONEOK Inc 4.25% 9/24/2027  |  | 8535000 | 8479113 |
| ONEOK Inc 4.4% 10/15/2029  |  | 8925000 | 8782244 |
| ONEOK Inc 4.75% 10/15/2031  |  | 17361000 | 16946611 |
| PBF Holding Co LLC / PBF Finance Corp 6% 2/15/2028  |  | 505000 | 468888 |
| PBF Holding Co LLC / PBF Finance Corp 7.875% 9/15/2030 (d) |  | 6380000 | 5546151 |
| PBF Holding Co LLC / PBF Finance Corp 9.875% 3/15/2030 (d) |  | 3480000 | 3327171 |
| Permian Resources Operating LLC 5.875% 7/1/2029 (d) |  | 2385000 | 2349225 |
| Permian Resources Operating LLC 6.25% 2/1/2033 (d) |  | 755000 | 744919 |
| Permian Resources Operating LLC 7% 1/15/2032 (d) |  | 185000 | 189772 |
| Plains All American Pipeline LP / PAA Finance Corp 3.55% 12/15/2029  |  | 4919000 | 4651873 |
| Prairie Acquiror LP 9% 8/1/2029 (d) |  | 645000 | 655699 |
| Rockies Express Pipeline LLC 4.8% 5/15/2030 (d) |  | 220000 | 207765 |
| Rockies Express Pipeline LLC 4.95% 7/15/2029 (d) |  | 2130000 | 2057076 |
| Rockies Express Pipeline LLC 6.75% 3/15/2033 (d) |  | 3180000 | 3275231 |
| Rockies Express Pipeline LLC 6.875% 4/15/2040 (d) |  | 990000 | 947981 |
| Sabine Pass Liquefaction LLC 4.5% 5/15/2030  |  | 31000000 | 30542651 |
| Sunoco LP / Sunoco Finance Corp 4.5% 5/15/2029  |  | 2900000 | 2778188 |
| Sunoco LP / Sunoco Finance Corp 5.875% 3/15/2028  |  | 2860000 | 2853347 |
| Sunoco LP 6.25% 7/1/2033 (d) |  | 3075000 | 3074974 |
| Sunoco LP 7% 5/1/2029 (d) |  | 1175000 | 1212674 |
| Sunoco LP 7.25% 5/1/2032 (d) |  | 1445000 | 1502446 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 5.5% 1/15/2028 (d) |  | 3515000 | 3493143 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 12/31/2030 (d) |  | 8992000 | 8616010 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 3/1/2027 (d) |  | 1090000 | 1088496 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 9/1/2031 (d) |  | 5565000 | 5303616 |
| Talos Production Inc 9% 2/1/2029 (d) |  | 885000 | 878969 |
| Talos Production Inc 9.375% 2/1/2031 (d)(t) |  | 1240000 | 1219160 |
| Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030  |  | 3952000 | 3682401 |
| TransMontaigne Partners LLC 8.5% 6/15/2030 (d) |  | 1605000 | 1638458 |
| Venture Global Plaquemines LNG LLC 7.5% 5/1/2033 (d) |  | 2315000 | 2417897 |
| Venture Global Plaquemines LNG LLC 7.75% 5/1/2035 (d) |  | 2365000 | 2490454 |
| Western Gas Partners LP 4.05% 2/1/2030 (i) |  | 19000000 | 18062055 |
| Western Gas Partners LP 4.65% 7/1/2026  |  | 5039000 | 5024921 |
| Western Gas Partners LP 4.75% 8/15/2028  |  | 3701000 | 3675476 |
| Williams Cos Inc/The 3.5% 11/15/2030  |  | 32834000 | 30724784 |
| Williams Cos Inc/The 4% 9/15/2025  |  | 1911000 | 1906826 |
| Williams Cos Inc/The 4.65% 8/15/2032  |  | 23596000 | 22836142 |
| Williams Cos Inc/The 5.3% 8/15/2052  |  | 5344000 | 4727460 |
|  |  |  | 708028766 |
| TOTAL ENERGY |  |  | 746351362 |
| Financials - 8.0% |  |  |  |
| Banks - 3.7% |  |  |  |
| Bank of America Corp 2.299% 7/21/2032 (b) |  | 34460000 | 29565940 |
| Bank of America Corp 2.496% 2/13/2031 (b) |  | 10000000 | 9018986 |
| Bank of America Corp 3.419% 12/20/2028 (b) |  | 14844000 | 14403191 |
| Bank of America Corp 3.705% 4/24/2028 (b) |  | 20736000 | 20384919 |
| Bank of America Corp 4.25% 10/22/2026  |  | 9380000 | 9339958 |
| Bank of America Corp 4.571% 4/27/2033 (b) |  | 10000000 | 9699635 |
| Bank of America Corp 5.015% 7/22/2033 (b) |  | 202394000 | 201690525 |
| Bank of America Corp 5.468% 1/23/2035 (b) |  | 31000000 | 31324222 |
| Citigroup Inc 2.666% 1/29/2031 (b) |  | 10000000 | 9056410 |
| Citigroup Inc 4.3% 11/20/2026  |  | 5384000 | 5356743 |
| Citigroup Inc 4.4% 6/10/2025  |  | 13145000 | 13141942 |
| Citigroup Inc 4.412% 3/31/2031 (b) |  | 42031000 | 41096974 |
| Citigroup Inc 4.45% 9/29/2027  |  | 19254000 | 19174790 |
| Citigroup Inc 4.6% 3/9/2026  |  | 8567000 | 8558855 |
| Citigroup Inc 4.91% 5/24/2033 (b) |  | 98011000 | 96350599 |
| Citizens Financial Group Inc 2.638% 9/30/2032  |  | 10185000 | 8345097 |
| HAT Holdings I LLC / HAT Holdings II LLC 3.375% 6/15/2026 (d) |  | 2509000 | 2442504 |
| HAT Holdings I LLC / HAT Holdings II LLC 8% 6/15/2027 (d) |  | 905000 | 931470 |
| JPMorgan Chase & Co 2.739% 10/15/2030 (b) |  | 10000000 | 9217984 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (b) |  | 16800000 | 15296549 |
| JPMorgan Chase & Co 3.761% 3/21/2034 (b)(s) | EUR | 2350000 | 2721342 |
| JPMorgan Chase & Co 4.452% 12/5/2029 (b) |  | 40200000 | 39930233 |
| JPMorgan Chase & Co 4.493% 3/24/2031 (b) |  | 60900000 | 60177440 |
| JPMorgan Chase & Co 4.586% 4/26/2033 (b) |  | 89633000 | 87372161 |
| JPMorgan Chase & Co 4.912% 7/25/2033 (b) |  | 89141000 | 88341681 |
| JPMorgan Chase & Co 5.103% 4/22/2031 (b) |  | 24460000 | 24814873 |
| JPMorgan Chase & Co 5.299% 7/24/2029 (b) |  | 35000000 | 35709589 |
| JPMorgan Chase & Co 5.336% 1/23/2035 (b) |  | 45000000 | 45278100 |
| JPMorgan Chase & Co 5.572% 4/22/2036 (b) |  | 29053000 | 29559084 |
| JPMorgan Chase & Co 5.717% 9/14/2033 (b) |  | 41000000 | 42159822 |
| PNC Financial Services Group Inc/The 4.626% 6/6/2033 (b) |  | 25000000 | 23756201 |
| Synchrony Bank 5.4% 8/22/2025  |  | 21633000 | 21657323 |
| Synchrony Bank 5.625% 8/23/2027  |  | 19587000 | 19851488 |
| Wells Fargo & Co 2.572% 2/11/2031 (b) |  | 10000000 | 9034278 |
| Wells Fargo & Co 3.526% 3/24/2028 (b) |  | 33177000 | 32539889 |
| Wells Fargo & Co 4.478% 4/4/2031 (b) |  | 58414000 | 57438405 |
| Wells Fargo & Co 4.897% 7/25/2033 (b) |  | 54000000 | 53073190 |
| Wells Fargo & Co 5.013% 4/4/2051 (b) |  | 32932000 | 28895748 |
| Wells Fargo & Co 5.15% 4/23/2031 (b) |  | 33112000 | 33508387 |
| Wells Fargo & Co 5.389% 4/24/2034 (b) |  | 29117000 | 29241464 |
| Wells Fargo & Co 5.499% 1/23/2035 (b) |  | 10279000 | 10337325 |
| Wells Fargo & Co 5.574% 7/25/2029 (b) |  | 33000000 | 33854314 |
| Wells Fargo & Co 5.605% 4/23/2036 (b) |  | 29243000 | 29584601 |
| Wells Fargo & Co 6.303% 10/23/2029 (b) |  | 20000000 | 20987803 |
| Western Alliance Bancorp 3% 6/15/2031 (b) |  | 4737000 | 4373388 |
|  |  |  | 1418595422 |
| Capital Markets - 2.1% |  |  |  |
| Ares Capital Corp 3.875% 1/15/2026  |  | 47916000 | 47598079 |
| Athene Global Funding 5.339% 1/15/2027 (d) |  | 46561000 | 46979974 |
| Athene Global Funding 5.583% 1/9/2029 (d) |  | 20758000 | 21186608 |
| Blackstone Private Credit Fund 4.875% 4/14/2026 (s) | GBP | 3591000 | 4802259 |
| Blackstone Private Credit Fund 7.05% 9/29/2025  |  | 28315000 | 28494594 |
| Coinbase Global Inc 3.625% 10/1/2031 (d) |  | 1350000 | 1174933 |
| Goldman Sachs Group Inc/The 2.383% 7/21/2032 (b) |  | 34782000 | 29930652 |
| Goldman Sachs Group Inc/The 2.6% 2/7/2030  |  | 10000000 | 9135798 |
| Goldman Sachs Group Inc/The 3.102% 2/24/2033 (b) |  | 64036000 | 56555493 |
| Goldman Sachs Group Inc/The 3.691% 6/5/2028 (b) |  | 128004000 | 125664456 |
| Goldman Sachs Group Inc/The 3.8% 3/15/2030  |  | 70690000 | 68198867 |
| Goldman Sachs Group Inc/The 6.75% 10/1/2037  |  | 6976000 | 7503405 |
| Hightower Holding LLC 6.75% 4/15/2029 (d) |  | 1140000 | 1124181 |
| Hightower Holding LLC 9.125% 1/31/2030 (d) |  | 4325000 | 4501904 |
| Jane Street Group / JSG Finance Inc 6.125% 11/1/2032 (d) |  | 3793000 | 3799277 |
| Jane Street Group / JSG Finance Inc 6.75% 5/1/2033 (d) |  | 3300000 | 3384256 |
| Jane Street Group / JSG Finance Inc 7.125% 4/30/2031 (d) |  | 3020000 | 3154882 |
| Jefferies Finance LLC / JFIN Co-Issuer Corp 5% 8/15/2028 (d) |  | 680000 | 644204 |
| Jefferies Finance LLC / JFIN Co-Issuer Corp 6.625% 10/15/2031 (d) |  | 1360000 | 1346295 |
| Moody's Corp 3.25% 1/15/2028  |  | 7339000 | 7157216 |
| Morgan Stanley 2.699% 1/22/2031 (b) |  | 10000000 | 9122495 |
| Morgan Stanley 3.622% 4/1/2031 (b) |  | 39278000 | 37242155 |
| Morgan Stanley 3.955% 3/21/2035 (b) | EUR | 2550000 | 2950277 |
| Morgan Stanley 4.099% 5/22/2036 (b) | EUR | 1400000 | 1626551 |
| Morgan Stanley 4.431% 1/23/2030 (b) |  | 14132000 | 14014670 |
| Morgan Stanley 4.889% 7/20/2033 (b) |  | 69805000 | 68760803 |
| Morgan Stanley 5.192% 4/17/2031 (b) |  | 22172000 | 22495792 |
| Morgan Stanley 5.25% 4/21/2034 (b) |  | 45000000 | 44967446 |
| Morgan Stanley 5.449% 7/20/2029 (b) |  | 16205000 | 16575305 |
| Morgan Stanley 5.664% 4/17/2036 (b) |  | 17585000 | 17872224 |
| Morgan Stanley 5.831% 4/19/2035 (b) |  | 32000000 | 32994595 |
| Morgan Stanley 6.407% 11/1/2029 (b) |  | 70000000 | 73789687 |
| VFH Parent LLC / Valor Co-Issuer Inc 7.5% 6/15/2031 (d) |  | 2250000 | 2345834 |
|  |  |  | 817095167 |
| Consumer Finance - 1.1% |  |  |  |
| Ally Financial Inc 5.543% 1/17/2031 (b) |  | 5005000 | 4995446 |
| Ally Financial Inc 5.737% 5/15/2029 (b) |  | 6167000 | 6227402 |
| Ally Financial Inc 5.75% 11/20/2025  |  | 20763000 | 20798418 |
| Ally Financial Inc 6.646% 1/17/2040 (b) |  | 4596000 | 4413670 |
| Ally Financial Inc 6.7% 2/14/2033  |  | 5050000 | 5136146 |
| Ally Financial Inc 7.1% 11/15/2027  |  | 32320000 | 33895442 |
| Ally Financial Inc 8% 11/1/2031  |  | 42441000 | 47489386 |
| Capital One Financial Corp 3.273% 3/1/2030 (b) |  | 22490000 | 21228734 |
| Capital One Financial Corp 3.65% 5/11/2027  |  | 52443000 | 51597039 |
| Capital One Financial Corp 3.8% 1/31/2028  |  | 24176000 | 23701057 |
| Capital One Financial Corp 4.1% 2/9/2027  |  | 11988000 | 11893484 |
| Capital One Financial Corp 4.5% 1/30/2026  |  | 15184000 | 15162925 |
| Capital One Financial Corp 4.985% 7/24/2026 (b) |  | 22984000 | 22983820 |
| Capital One Financial Corp 5.247% 7/26/2030 (b) |  | 35910000 | 36235619 |
| Capital One Financial Corp 5.817% 2/1/2034 (b) |  | 6428000 | 6511980 |
| Capital One Financial Corp 6.377% 6/8/2034 (b) |  | 3572000 | 3733317 |
| Capital One Financial Corp 7.624% 10/30/2031 (b) |  | 47805000 | 53314164 |
| Encore Capital Group Inc 8.5% 5/15/2030 (d) |  | 4615000 | 4891973 |
| Encore Capital Group Inc 9.25% 4/1/2029 (d) |  | 1790000 | 1908587 |
| Ford Motor Credit Co LLC 4.445% 2/14/2030  | EUR | 2175000 | 2523135 |
| Ford Motor Credit Co LLC 6.86% 6/5/2026  | GBP | 3580000 | 4889439 |
| Ford Motor Credit Co LLC U.S. SOFR Index + 2.95%, 7.2949% 3/6/2026 (b)(c) |  | 2490000 | 2507116 |
| Navient Corp 4.875% 3/15/2028  |  | 505000 | 492657 |
| Navient Corp 5% 3/15/2027  |  | 1400000 | 1385766 |
| Navient Corp 5.5% 3/15/2029 (t) |  | 1700000 | 1635453 |
| Navient Corp 5.625% 8/1/2033  |  | 735000 | 646538 |
| Navient Corp 7.875% 6/15/2032  |  | 2710000 | 2733171 |
| OneMain Finance Corp 3.5% 1/15/2027  |  | 1973000 | 1911624 |
| OneMain Finance Corp 3.875% 9/15/2028  |  | 5655000 | 5302517 |
| OneMain Finance Corp 6.625% 5/15/2029  |  | 3410000 | 3448011 |
| OneMain Finance Corp 6.75% 3/15/2032  |  | 1015000 | 1008864 |
| OneMain Finance Corp 7.125% 11/15/2031  |  | 1100000 | 1116645 |
| OneMain Finance Corp 7.125% 3/15/2026  |  | 5110000 | 5179184 |
| OneMain Finance Corp 7.125% 9/15/2032 (g) |  | 1170000 | 1177279 |
| OneMain Finance Corp 9% 1/15/2029  |  | 5000 | 5240 |
| PRA Group Inc 8.875% 1/31/2030 (d) |  | 2278000 | 2335033 |
| RFNA LP 7.875% 2/15/2030 (d) |  | 1700000 | 1704249 |
| SLM Corp 6.5% 1/31/2030  |  | 2260000 | 2330353 |
| Synchrony Financial 3.95% 12/1/2027  |  | 24512000 | 23837313 |
|  |  |  | 442288196 |
| Financial Services - 0.7% |  |  |  |
| Azorra Finance Ltd 7.75% 4/15/2030 (d) |  | 2090000 | 2096446 |
| Block Inc 3.5% 6/1/2031  |  | 5189000 | 4688687 |
| Block Inc 6.5% 5/15/2032  |  | 6385000 | 6525387 |
| Boost Newco Borrower LLC 7.5% 1/15/2031 (d) |  | 4925000 | 5210941 |
| Clue Opco LLC 9.5% 10/15/2031 (d)(t) |  | 1567000 | 1613334 |
| Corebridge Financial Inc 3.65% 4/5/2027  |  | 24155000 | 23773429 |
| Corebridge Financial Inc 3.85% 4/5/2029  |  | 9902000 | 9608081 |
| Corebridge Financial Inc 3.9% 4/5/2032  |  | 11788000 | 10850567 |
| Corebridge Financial Inc 4.35% 4/5/2042  |  | 2681000 | 2197950 |
| Corebridge Financial Inc 4.4% 4/5/2052  |  | 7930000 | 6154204 |
| Equitable Holdings Inc 4.572% 2/15/2029 (d) |  | 4941000 | 4870459 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 10% 11/15/2029 (d) |  | 1315000 | 1281853 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 4.375% 2/1/2029  |  | 6355000 | 5190711 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 5.25% 5/15/2027  |  | 5891000 | 5605777 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 6.25% 5/15/2026  |  | 4697000 | 4652992 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 9% 6/15/2030  |  | 2780000 | 2519947 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 9.75% 1/15/2029  |  | 395000 | 382747 |
| Jackson Financial Inc 3.125% 11/23/2031  |  | 2681000 | 2328007 |
| Jackson Financial Inc 5.17% 6/8/2027  |  | 10301000 | 10380603 |
| Jackson Financial Inc 5.67% 6/8/2032  |  | 11039000 | 11031922 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 2.5% 1/15/2027  |  | 32955000 | 31773718 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3% 5/15/2032  |  | 33235000 | 28568155 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3.625% 1/15/2032  |  | 9085000 | 8167197 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.125% 2/1/2028  |  | 11235000 | 11347822 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.5% 1/15/2030  |  | 2082000 | 2107117 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.75% 4/1/2033  |  | 14204000 | 14387800 |
| Jefferson Capital Holdin 8.25% 5/15/2030 (d) |  | 2415000 | 2471924 |
| NFE Financing LLC 12% 11/15/2029 (d) |  | 10845797 | 4653159 |
| PennyMac Financial Services Inc 6.875% 2/15/2033 (d) |  | 2380000 | 2392780 |
| PennyMac Financial Services Inc 6.875% 5/15/2032 (d) |  | 2645000 | 2657432 |
| Pine Street Trust II 5.568% 2/15/2049 (d) |  | 19200000 | 17209753 |
| Saks Global Enterprises LLC 11% 12/15/2029 (d) |  | 4145000 | 1989600 |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc 6.75% 8/15/2032 (d) |  | 3320000 | 3387385 |
| UWM Holdings LLC 6.625% 2/1/2030 (d) |  | 4495000 | 4406991 |
| Walker & Dunlop Inc 6.625% 4/1/2033 (d) |  | 1755000 | 1777092 |
| WEX Inc 6.5% 3/15/2033 (d) |  | 3745000 | 3704018 |
| Windstream Services LLC / Windstream Escrow Finance Corp 8.25% 10/1/2031 (d) |  | 6285000 | 6541089 |
|  |  |  | 268507076 |
| Insurance - 0.4% |  |  |  |
| Acrisure LLC / Acrisure Finance Inc 4.25% 2/15/2029 (d) |  | 760000 | 728393 |
| Acrisure LLC / Acrisure Finance Inc 7.5% 11/6/2030 (d) |  | 1060000 | 1093707 |
| Acrisure LLC / Acrisure Finance Inc 8.25% 2/1/2029 (d) |  | 1030000 | 1065144 |
| Acrisure LLC / Acrisure Finance Inc 8.5% 6/15/2029 (d) |  | 1060000 | 1107774 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 4.25% 10/15/2027 (d) |  | 4700000 | 4567656 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.5% 10/1/2031 (d) |  | 500000 | 504002 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 4/15/2028 (d) |  | 3269000 | 3314779 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 7.375% 10/1/2032 (d) |  | 1760000 | 1809078 |
| AmWINS Group Inc 4.875% 6/30/2029 (d) |  | 2420000 | 2318458 |
| AmWINS Group Inc 6.375% 2/15/2029 (d) |  | 2070000 | 2099001 |
| APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves 7.875% 11/1/2029 (d) |  | 4105000 | 4061529 |
| Five Corners Funding Trust II 2.85% 5/15/2030 (d) |  | 42017000 | 38710710 |
| HUB International Ltd 7.25% 6/15/2030 (d) |  | 1800000 | 1874560 |
| Liberty Mutual Group Inc 4.569% 2/1/2029 (d) |  | 8055000 | 7984125 |
| Marsh & McLennan Cos Inc 4.375% 3/15/2029  |  | 12747000 | 12740354 |
| Massachusetts Mutual Life Insurance Co 3.729% 10/15/2070 (d) |  | 21378000 | 13675711 |
| Unum Group 3.875% 11/5/2025  |  | 13752000 | 13669253 |
| Unum Group 4% 6/15/2029  |  | 15636000 | 15184637 |
| Unum Group 4.046% 8/15/2041 (d) |  | 1112000 | 866751 |
| Unum Group 5.75% 8/15/2042  |  | 15440000 | 14660905 |
| Western-Southern Global Funding 4.9% 5/1/2030 (d) |  | 9668000 | 9695085 |
|  |  |  | 151731612 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.0% |  |  |  |
| Rithm Capital Corp 6.25% 10/15/2025 (d) |  | 455000 | 455324 |
| Rithm Capital Corp 8% 4/1/2029 (d) |  | 1000000 | 1002663 |
| Starwood Property Trust Inc 3.625% 7/15/2026 (d) |  | 490000 | 478410 |
| Starwood Property Trust Inc 6% 4/15/2030 (d) |  | 2020000 | 2014158 |
| Starwood Property Trust Inc 6.5% 10/15/2030 (d) |  | 700000 | 708400 |
| Starwood Property Trust Inc 6.5% 7/1/2030 (d) |  | 2405000 | 2439134 |
| Starwood Property Trust Inc 7.25% 4/1/2029 (d) |  | 1245000 | 1294271 |
|  |  |  | 8392360 |
| TOTAL FINANCIALS |  |  | 3106609833 |
| Health Care - 1.3% |  |  |  |
| Biotechnology - 0.1% |  |  |  |
| Amgen Inc 5.25% 3/2/2033  |  | 13756000 | 13882251 |
| Amgen Inc 5.6% 3/2/2043  |  | 13068000 | 12682004 |
| Amgen Inc 5.75% 3/2/2063  |  | 11839000 | 11192655 |
| Emergent BioSolutions Inc 3.875% 8/15/2028 (d) |  | 3360000 | 2544931 |
|  |  |  | 40301841 |
| Health Care Equipment & Supplies - 0.0% |  |  |  |
| AdaptHealth LLC 5.125% 3/1/2030 (d)(t) |  | 2521000 | 2329722 |
| Avantor Funding Inc 3.875% 11/1/2029 (d)(t) |  | 1415000 | 1319706 |
| Avantor Funding Inc 4.625% 7/15/2028 (d) |  | 1177000 | 1147125 |
| Insulet Corp 6.5% 4/1/2033 (d) |  | 1000000 | 1028256 |
| Medline Borrower LP/Medline Co-Issuer Inc 6.25% 4/1/2029 (d) |  | 9150000 | 9310709 |
| Sotera Health Holdings LLC 7.375% 6/1/2031 (d) |  | 1647000 | 1710775 |
|  |  |  | 16846293 |
| Health Care Providers & Services - 1.1% |  |  |  |
| Acadia Healthcare Co Inc 7.375% 3/15/2033 (d) |  | 1760000 | 1793343 |
| Centene Corp 2.45% 7/15/2028  |  | 29620000 | 27279757 |
| Centene Corp 2.625% 8/1/2031  |  | 13830000 | 11714235 |
| Centene Corp 3.375% 2/15/2030  |  | 24530000 | 22356635 |
| Centene Corp 4.25% 12/15/2027  |  | 15485000 | 15123833 |
| Centene Corp 4.625% 12/15/2029  |  | 24065000 | 23174619 |
| CHS/Community Health Systems Inc 4.75% 2/15/2031 (d) |  | 10525000 | 9008927 |
| CHS/Community Health Systems Inc 5.25% 5/15/2030 (d) |  | 11975000 | 10784037 |
| CHS/Community Health Systems Inc 6.125% 4/1/2030 (d) |  | 4760000 | 3677142 |
| CHS/Community Health Systems Inc 6.875% 4/15/2029 (d) |  | 4057000 | 3390881 |
| Cigna Group/The 3.05% 10/15/2027  |  | 10400000 | 10072739 |
| CVS Health Corp 3% 8/15/2026  |  | 2303000 | 2258653 |
| CVS Health Corp 3.625% 4/1/2027  |  | 7027000 | 6905312 |
| CVS Health Corp 4.78% 3/25/2038  |  | 18481000 | 16424589 |
| CVS Health Corp 5% 1/30/2029  |  | 10678000 | 10750113 |
| CVS Health Corp 5.25% 1/30/2031  |  | 4378000 | 4414583 |
| CVS Health Corp 6.75% 12/10/2054 (b) |  | 3767000 | 3666767 |
| CVS Health Corp 7% 3/10/2055 (b) |  | 5931000 | 5974101 |
| DaVita Inc 3.75% 2/15/2031 (d)(t) |  | 1165000 | 1031859 |
| DaVita Inc 4.625% 6/1/2030 (d) |  | 7070000 | 6606497 |
| DaVita Inc 6.75% 7/15/2033 (d) |  | 3490000 | 3526042 |
| DaVita Inc 6.875% 9/1/2032 (d) |  | 3605000 | 3662110 |
| HAH Group Holding Co LLC 9.75% 10/1/2031 (d)(t) |  | 2602000 | 2591427 |
| HCA Inc 3.5% 9/1/2030  |  | 20891000 | 19485881 |
| HCA Inc 3.625% 3/15/2032  |  | 3086000 | 2799977 |
| HCA Inc 5.5% 6/1/2033  |  | 18000000 | 18160735 |
| HCA Inc 5.625% 9/1/2028  |  | 16701000 | 17072049 |
| HCA Inc 5.875% 2/1/2029  |  | 15195000 | 15683547 |
| Humana Inc 3.7% 3/23/2029  |  | 9378000 | 9008426 |
| LifePoint Health Inc 10% 6/1/2032 (d) |  | 1436000 | 1502169 |
| ModivCare Inc 5% 10/1/2029 (d) |  | 950000 | 47500 |
| Molina Healthcare Inc 6.25% 1/15/2033 (d) |  | 6945000 | 6933803 |
| Owens & Minor Inc 10% 4/15/2030 (d) |  | 3518000 | 3674495 |
| Owens & Minor Inc 4.5% 3/31/2029 (d)(t) |  | 1415000 | 1156534 |
| Owens & Minor Inc 6.625% 4/1/2030 (d) |  | 1355000 | 1147508 |
| Pediatrix Medical Group Inc 5.375% 2/15/2030 (d) |  | 2355000 | 2279738 |
| Prime Healthcare Services Inc 9.375% 9/1/2029 (d) |  | 2335000 | 2372334 |
| Radiology Partners Inc 7.775% 1/31/2029 pay-in-kind (b)(d) |  | 4591339 | 4614296 |
| Radiology Partners Inc 9.781% 2/15/2030 pay-in-kind (b)(d) |  | 256981 | 248106 |
| Sabra Health Care LP 3.2% 12/1/2031  |  | 36074000 | 31418399 |
| Select Medical Corp 6.25% 12/1/2032 (d)(t) |  | 4555000 | 4514235 |
| Surgery Center Holdings Inc 7.25% 4/15/2032 (d) |  | 1650000 | 1646816 |
| Tenet Healthcare Corp 4.25% 6/1/2029  |  | 3970000 | 3812126 |
| Tenet Healthcare Corp 4.375% 1/15/2030  |  | 4410000 | 4215016 |
| Tenet Healthcare Corp 4.625% 6/15/2028  |  | 4010000 | 3932114 |
| Tenet Healthcare Corp 6.125% 10/1/2028  |  | 4615000 | 4621706 |
| Tenet Healthcare Corp 6.125% 6/15/2030  |  | 3770000 | 3803851 |
| Tenet Healthcare Corp 6.25% 2/1/2027  |  | 528000 | 528375 |
| Tenet Healthcare Corp 6.75% 5/15/2031 (t) |  | 665000 | 684985 |
| Toledo Hospital/The Series 2018 B, 5.325% 11/15/2028  |  | 6970000 | 6817710 |
| US Acute Care Solutions LLC 9.75% 5/15/2029 (d) |  | 4996000 | 5077879 |
|  |  |  | 383448511 |
| Health Care Technology - 0.0% |  |  |  |
| IQVIA Inc 6.5% 5/15/2030 (d) |  | 1895000 | 1935451 |
| Life Sciences Tools & Services - 0.0% |  |  |  |
| Charles River Laboratories International Inc 3.75% 3/15/2029 (d) |  | 1715000 | 1588607 |
| Charles River Laboratories International Inc 4% 3/15/2031 (d) |  | 1715000 | 1537915 |
| Charles River Laboratories International Inc 4.25% 5/1/2028 (d) |  | 1135000 | 1090170 |
|  |  |  | 4216692 |
| Pharmaceuticals - 0.1% |  |  |  |
| 1261229 BC Ltd 10% 4/15/2032 (d) |  | 8899000 | 8810161 |
| Bausch Health Americas Inc 8.5% 1/31/2027 (d) |  | 475000 | 447687 |
| Bausch Health Americas Inc 9.25% 4/1/2026 (d) |  | 3565000 | 3512238 |
| Bausch Health Cos Inc 11% 9/30/2028 (d) |  | 2005000 | 1923727 |
| Bausch Health Cos Inc 4.875% 6/1/2028 (d) |  | 2850000 | 2326313 |
| Bausch Health Cos Inc 5.25% 1/30/2030 (d) |  | 1130000 | 641389 |
| Elanco Animal Health Inc 6.65% 8/28/2028 (b) |  | 4279000 | 4396891 |
| Mylan Inc 4.55% 4/15/2028  |  | 13507000 | 13213665 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 4.125% 4/30/2028 (d) |  | 4135000 | 3884110 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 5.125% 4/30/2031 (d)(t) |  | 3890000 | 3268692 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 6.75% 5/15/2034 (d) |  | 1770000 | 1646654 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 7.875% 5/15/2034 (d)(t) |  | 1015000 | 875389 |
| Utah Acquisition Sub Inc 3.95% 6/15/2026  |  | 4272000 | 4216173 |
|  |  |  | 49163089 |
| TOTAL HEALTH CARE |  |  | 495911877 |
| Industrials - 1.0% |  |  |  |
| Aerospace & Defense - 0.5% |  |  |  |
| ATI Inc 7.25% 8/15/2030 (t) |  | 1020000 | 1068091 |
| Axon Enterprise Inc 6.125% 3/15/2030 (d) |  | 3500000 | 3569651 |
| Axon Enterprise Inc 6.25% 3/15/2033 (d) |  | 3050000 | 3094463 |
| Boeing Co 3.55% 3/1/2038  |  | 2570000 | 1986523 |
| Boeing Co 5.15% 5/1/2030  |  | 18842000 | 19007191 |
| Boeing Co 5.705% 5/1/2040  |  | 13710000 | 13230097 |
| Boeing Co 5.805% 5/1/2050  |  | 3812000 | 3569672 |
| Boeing Co 5.93% 5/1/2060  |  | 13710000 | 12692775 |
| Boeing Co 6.259% 5/1/2027  |  | 3585000 | 3684889 |
| Boeing Co 6.298% 5/1/2029  |  | 8683000 | 9132694 |
| Boeing Co 6.388% 5/1/2031  |  | 6576000 | 7016425 |
| Boeing Co 6.528% 5/1/2034  |  | 7038000 | 7512163 |
| Boeing Co 6.858% 5/1/2054  |  | 10596000 | 11300728 |
| Boeing Co 7.008% 5/1/2064  |  | 10000000 | 10682257 |
| BWX Technologies Inc 4.125% 6/30/2028 (d) |  | 4365000 | 4247901 |
| Goat Holdco LLC 6.75% 2/1/2032 (d) |  | 3305000 | 3292259 |
| OneSky Flight LLC 8.875% 12/15/2029 (d) |  | 2305000 | 2323979 |
| Spirit AeroSystems Inc 9.75% 11/15/2030 (d) |  | 1515000 | 1672961 |
| TransDigm Inc 4.625% 1/15/2029 (t) |  | 7395000 | 7161870 |
| TransDigm Inc 5.5% 11/15/2027  |  | 10180000 | 10172037 |
| TransDigm Inc 6% 1/15/2033 (d) |  | 1260000 | 1246785 |
| TransDigm Inc 6.375% 3/1/2029 (d) |  | 5205000 | 5289826 |
| TransDigm Inc 6.375% 5/31/2033 (d) |  | 3510000 | 3467883 |
| TransDigm Inc 6.625% 3/1/2032 (d) |  | 1660000 | 1695698 |
| TransDigm Inc 6.75% 8/15/2028 (d) |  | 2555000 | 2596519 |
| TransDigm Inc 7.125% 12/1/2031 (d) |  | 415000 | 429297 |
|  |  |  | 151144634 |
| Air Freight & Logistics - 0.0% |  |  |  |
| Rand Parent LLC 8.5% 2/15/2030 (d)(t) |  | 9462000 | 9323713 |
| Stonepeak Nile Parent LLC 7.25% 3/15/2032 (d) |  | 3125000 | 3236563 |
|  |  |  | 12560276 |
| Building Products - 0.1% |  |  |  |
| Advanced Drainage Systems Inc 6.375% 6/15/2030 (d)(t) |  | 205000 | 207514 |
| BCPE Ulysses Intermediate Inc 7.75% 4/1/2027 pay-in-kind (b)(d) |  | 3463000 | 3290193 |
| Builders FirstSource Inc 4.25% 2/1/2032 (d) |  | 3090000 | 2803571 |
| Builders FirstSource Inc 6.375% 3/1/2034 (d) |  | 1250000 | 1245414 |
| Builders FirstSource Inc 6.75% 5/15/2035 (d) |  | 5790000 | 5822945 |
| Carrier Global Corp 5.9% 3/15/2034  |  | 2545000 | 2673925 |
| Carrier Global Corp 6.2% 3/15/2054  |  | 1576000 | 1665553 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc 6.625% 12/15/2030 (d) |  | 6650000 | 6717256 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc 6.75% 7/15/2031 (d) |  | 1450000 | 1483786 |
| Masterbrand Inc 7% 7/15/2032 (d) |  | 1135000 | 1128612 |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC 6.75% 4/1/2032 (d) |  | 1055000 | 1062941 |
| Oscar AcquisitionCo LLC / Oscar Finance Inc 9.5% 4/15/2030 (d)(t) |  | 2970000 | 2382180 |
| Standard Building Solutions Inc 6.5% 8/15/2032 (d) |  | 2255000 | 2290126 |
|  |  |  | 32774016 |
| Commercial Services & Supplies - 0.2% |  |  |  |
| ADT Security Corp/The 4.125% 8/1/2029 (d) |  | 2555000 | 2436666 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp 6% 6/1/2029 (d) |  | 2420000 | 2290786 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp 9.75% 7/15/2027 (d) |  | 6595000 | 6649197 |
| Allied Universal Holdco LLC 7.875% 2/15/2031 (d) |  | 4855000 | 5031572 |
| Artera Services LLC 8.5% 2/15/2031 (d) |  | 13010000 | 11055933 |
| Brand Industrial Services Inc 10.375% 8/1/2030 (d) |  | 7987000 | 7163751 |
| Clean Harbors Inc 6.375% 2/1/2031 (d) |  | 945000 | 961642 |
| CoreCivic Inc 4.75% 10/15/2027  |  | 6040000 | 5895066 |
| CoreCivic Inc 8.25% 4/15/2029  |  | 5085000 | 5374509 |
| GEO Group Inc/The 10.25% 4/15/2031  |  | 3665000 | 4017378 |
| GEO Group Inc/The 8.625% 4/15/2029  |  | 3710000 | 3916188 |
| GFL Environmental Inc 3.5% 9/1/2028 (d) |  | 1935000 | 1843204 |
| GFL Environmental Inc 6.75% 1/15/2031 (d) |  | 405000 | 420106 |
| Neptune Bidco US Inc 9.29% 4/15/2029 (d) |  | 4615000 | 4366944 |
| OT Midco Inc 10% 2/15/2030 (d)(t) |  | 5490000 | 4573834 |
| Reworld Holding Corp 4.875% 12/1/2029 (d) |  | 3383000 | 3203138 |
| Waste Pro USA Inc 7% 2/1/2033 (d) |  | 2100000 | 2153191 |
| Williams Scotsman Inc 6.625% 4/15/2030 (d) |  | 1635000 | 1675769 |
| Williams Scotsman Inc 6.625% 6/15/2029 (d) |  | 2255000 | 2299563 |
|  |  |  | 75328437 |
| Construction & Engineering - 0.0% |  |  |  |
| Amsted Industries Inc 6.375% 3/15/2033 (d) |  | 2400000 | 2435982 |
| Pike Corp 5.5% 9/1/2028 (d) |  | 2358000 | 2338698 |
| Pike Corp 8.625% 1/31/2031 (d) |  | 3795000 | 4087519 |
| Railworks Holdings LP / Railworks Rally Inc 8.25% 11/15/2028 (d) |  | 5434000 | 5517412 |
|  |  |  | 14379611 |
| Electrical Equipment - 0.0% |  |  |  |
| Sensata Technologies BV 4% 4/15/2029 (d) |  | 1985000 | 1863322 |
| WESCO Distribution Inc 6.375% 3/15/2033 (d) |  | 3585000 | 3651549 |
|  |  |  | 5514871 |
| Ground Transportation - 0.0% |  |  |  |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc 8.375% 6/15/2032 (d) |  | 2345000 | 2362663 |
| Genesee & Wyoming Inc 6.25% 4/15/2032 (d) |  | 5030000 | 5108473 |
| XPO Inc 6.25% 6/1/2028 (d) |  | 90000 | 90899 |
| XPO Inc 7.125% 2/1/2032 (d) |  | 3680000 | 3819630 |
| XPO Inc 7.125% 6/1/2031 (d) |  | 940000 | 973246 |
|  |  |  | 12354911 |
| Industrial Conglomerates - 0.0% |  |  |  |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.75% 6/15/2029 (d) |  | 1900000 | 1840570 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 5.25% 10/1/2025 (d) |  | 220000 | 219724 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7% 7/15/2031 (d) |  | 2130000 | 2208917 |
|  |  |  | 4269211 |
| Machinery - 0.0% |  |  |  |
| Chart Industries Inc 7.5% 1/1/2030 (d) |  | 256000 | 267213 |
| Enpro Inc 6.125% 6/1/2033 (d) |  | 2680000 | 2699932 |
| Mueller Water Products Inc 4% 6/15/2029 (d) |  | 1465000 | 1389900 |
|  |  |  | 4357045 |
| Passenger Airlines - 0.0% |  |  |  |
| American Airlines 2016-3 Class A Pass Through Trust 7.25% 2/15/2028 (d)(t) |  | 950000 | 959496 |
| American Airlines 2016-3 Class A Pass Through Trust 8.5% 5/15/2029 (d)(t) |  | 1870000 | 1937535 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd 5.5% 4/20/2026 (d) |  | 2110000 | 2106395 |
| Delta Air Lines Inc / SkyMiles IP Ltd 4.5% 10/20/2025 (d) |  | 99250 | 98874 |
| JetBlue Airways Corp / JetBlue Loyalty LP 9.875% 9/20/2031 (d) |  | 3595000 | 3556051 |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd 11% 3/6/2030 pay-in-kind (b)(d) |  | 548649 | 425203 |
|  |  |  | 9083554 |
| Professional Services - 0.1% |  |  |  |
| Amentum Holdings Inc 7.25% 8/1/2032 (d) |  | 2783000 | 2838894 |
| CACI International Inc 6.375% 6/15/2033 (d)(g)(u) |  | 4135000 | 4215384 |
| Paychex Inc 5.1% 4/15/2030  |  | 2986000 | 3024714 |
| Paychex Inc 5.35% 4/15/2032  |  | 4153000 | 4214657 |
| Paychex Inc 5.6% 4/15/2035  |  | 3253000 | 3307724 |
| TriNet Group Inc 3.5% 3/1/2029 (d) |  | 5175000 | 4782743 |
|  |  |  | 22384116 |
| Trading Companies & Distributors - 0.1% |  |  |  |
| Air Lease Corp 3.375% 7/1/2025  |  | 24376000 | 24344784 |
| Fortress Transportation and Infrastructure Investors LLC 7% 6/15/2032 (d) |  | 1005000 | 1027365 |
| Fortress Transportation and Infrastructure Investors LLC 7.875% 12/1/2030 (d) |  | 2535000 | 2663966 |
| Foundation Building Materials Inc 6% 3/1/2029 (d) |  | 1565000 | 1333009 |
| Herc Holdings Escrow Inc 7% 6/15/2030 (d)(g) |  | 4630000 | 4769945 |
| Herc Holdings Escrow Inc 7.25% 6/15/2033 (d)(g) |  | 3325000 | 3422063 |
| QXO Building Products Inc 6.75% 4/30/2032 (d) |  | 7785000 | 7982349 |
| United Rentals North America Inc 6.125% 3/15/2034 (d) |  | 4170000 | 4226750 |
|  |  |  | 49770231 |
| TOTAL INDUSTRIALS |  |  | 393920913 |
| Information Technology - 0.9% |  |  |  |
| Communications Equipment - 0.0% |  |  |  |
| CommScope LLC 4.75% 9/1/2029 (d) |  | 1717000 | 1644081 |
| CommScope LLC 9.5% 12/15/2031 (d) |  | 6855000 | 7125210 |
| Viasat Inc 6.5% 7/15/2028 (d)(t) |  | 1455000 | 1335451 |
| Viasat Inc 7.5% 5/30/2031 (d) |  | 1915000 | 1527851 |
|  |  |  | 11632593 |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |  |
| Coherent Corp 5% 12/15/2029 (d) |  | 3545000 | 3434976 |
| Dell International LLC / EMC Corp 6.2% 7/15/2030  |  | 8040000 | 8515860 |
| Insight Enterprises Inc 6.625% 5/15/2032 (d) |  | 1735000 | 1767852 |
| Lightning Power LLC 7.25% 8/15/2032 (d) |  | 2020000 | 2117881 |
| Sensata Technologies Inc 3.75% 2/15/2031 (d) |  | 950000 | 843541 |
| Sensata Technologies Inc 6.625% 7/15/2032 (d) |  | 2355000 | 2376065 |
| TTM Technologies Inc 4% 3/1/2029 (d) |  | 2350000 | 2233635 |
|  |  |  | 21289810 |
| IT Services - 0.1% |  |  |  |
| Acuris Finance US Inc / Acuris Finance SARL 5% 5/1/2028 (d) |  | 4330000 | 4120586 |
| Acuris Finance US Inc / Acuris Finance SARL 9% 8/1/2029 (d) |  | 2500000 | 2554555 |
| ASGN Inc 4.625% 5/15/2028 (d) |  | 1705000 | 1644820 |
| Cogent Communications Group Inc / Cogent Communications Finance Inc 7% 6/15/2027 (d) |  | 3250000 | 3270095 |
| CoreWeave Inc 9.25% 6/1/2030 (d) |  | 4045000 | 4040462 |
| Go Daddy Operating Co LLC / GD Finance Co Inc 3.5% 3/1/2029 (d) |  | 3065000 | 2861019 |
| Go Daddy Operating Co LLC / GD Finance Co Inc 5.25% 12/1/2027 (d) |  | 3305000 | 3285439 |
|  |  |  | 21776976 |
| Semiconductors & Semiconductor Equipment - 0.5% |  |  |  |
| Broadcom Inc 1.95% 2/15/2028 (d) |  | 6532000 | 6136308 |
| Broadcom Inc 2.45% 2/15/2031 (d) |  | 63710000 | 56328138 |
| Broadcom Inc 2.6% 2/15/2033 (d) |  | 92472000 | 78063044 |
| Broadcom Inc 3.5% 2/15/2041 (d) |  | 44880000 | 34787630 |
| Entegris Inc 3.625% 5/1/2029 (d) |  | 1775000 | 1655242 |
| Entegris Inc 4.75% 4/15/2029 (d) |  | 6760000 | 6563752 |
| Entegris Inc 5.95% 6/15/2030 (d) |  | 6600000 | 6603623 |
| ON Semiconductor Corp 3.875% 9/1/2028 (d) |  | 2785000 | 2659922 |
| Wolfspeed Inc 7.9583% 6/23/2030 (d)(e)(i)(l) |  | 3946098 | 3798119 |
|  |  |  | 196595778 |
| Software - 0.2% |  |  |  |
| Cloud Software Group Inc 6.5% 3/31/2029 (d) |  | 554000 | 553377 |
| Cloud Software Group Inc 8.25% 6/30/2032 (d)(t) |  | 4914000 | 5166933 |
| Cloud Software Group Inc 9% 9/30/2029 (d) |  | 12063000 | 12347434 |
| Elastic NV 4.125% 7/15/2029 (d) |  | 1230000 | 1153333 |
| Fair Isaac Corp 6% 5/15/2033 (d) |  | 4640000 | 4631240 |
| Fiserv Funding ULC 3.5% 6/15/2032  | EUR | 1000000 | 1127124 |
| Gen Digital Inc 6.25% 4/1/2033 (d) |  | 2890000 | 2922088 |
| Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl 8.75% 5/1/2029 (d) |  | 1681000 | 1706684 |
| Oracle Corp 1.65% 3/25/2026  |  | 24761000 | 24157028 |
| Oracle Corp 2.3% 3/25/2028  |  | 39119000 | 36953158 |
| Rackspace Finance LLC 3.5% 5/15/2028 (d) |  | 3657300 | 1316628 |
| UKG Inc 6.875% 2/1/2031 (d)(t) |  | 2260000 | 2328693 |
|  |  |  | 94363720 |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |  |
| Seagate Data Storage Technology Pte Ltd 5.875% 7/15/2030 (d) |  | 2065000 | 2068924 |
| Seagate HDD Cayman 5.75% 12/1/2034  |  | 2400000 | 2356335 |
| Seagate HDD Cayman 8.25% 12/15/2029  |  | 850000 | 906046 |
| Seagate HDD Cayman 8.5% 7/15/2031  |  | 1045000 | 1115763 |
| Western Digital Corp 2.85% 2/1/2029  |  | 3915000 | 3577909 |
| Western Digital Corp 3.1% 2/1/2032  |  | 1630000 | 1407131 |
| Western Digital Corp 4.75% 2/15/2026  |  | 518000 | 516282 |
|  |  |  | 11948390 |
| TOTAL INFORMATION TECHNOLOGY |  |  | 357607267 |
| Materials - 0.5% |  |  |  |
| Chemicals - 0.3% |  |  |  |
| Axalta Coating Systems Dutch Holding B BV 7.25% 2/15/2031 (d) |  | 970000 | 1014624 |
| Celanese US Holdings LLC 6.5% 4/15/2030  |  | 1885000 | 1899505 |
| Celanese US Holdings LLC 6.629% 7/15/2032 (b) |  | 15000000 | 15351076 |
| Celanese US Holdings LLC 6.75% 4/15/2033  |  | 3750000 | 3649800 |
| Celanese US Holdings LLC 6.85% 11/15/2028 (b) |  | 13022000 | 13482523 |
| Celanese US Holdings LLC 7.05% 11/15/2030 (b) |  | 13200000 | 13603656 |
| Celanese US Holdings LLC 7.2% 11/15/2033 (b) |  | 7713000 | 8051639 |
| Chemours Co/The 4.625% 11/15/2029 (d) |  | 2165000 | 1771001 |
| Chemours Co/The 5.375% 5/15/2027  |  | 7018000 | 6869986 |
| Chemours Co/The 5.75% 11/15/2028 (d) |  | 4150000 | 3715934 |
| Chemours Co/The 8% 1/15/2033 (d) |  | 2445000 | 2131662 |
| GPD Cos Inc 10.125% 4/1/2026 (d)(t) |  | 2355000 | 2264466 |
| Kobe US Midco 2 Inc 9.25% 11/1/2026 pay-in-kind (b)(d) |  | 5724443 | 5073288 |
| Mativ Holdings Inc 8% 10/1/2029 (d) |  | 2357000 | 2010825 |
| Methanex US Operations Inc 6.25% 3/15/2032 (d) |  | 3420000 | 3309605 |
| Olin Corp 5% 2/1/2030  |  | 6975000 | 6601820 |
| Olin Corp 6.625% 4/1/2033 (d) |  | 4135000 | 3957882 |
| Olympus Water US Holding Corp 6.25% 10/1/2029 (d)(t) |  | 3959000 | 3675020 |
| Olympus Water US Holding Corp 7.25% 6/15/2031 (d) |  | 2115000 | 2115000 |
| Olympus Water US Holding Corp 9.75% 11/15/2028 (d) |  | 5805000 | 6086345 |
| Scih Salt Hldgs Inc 4.875% 5/1/2028 (d) |  | 870000 | 844523 |
| Scih Salt Hldgs Inc 6.625% 5/1/2029 (d) |  | 2370000 | 2325219 |
| SCIL IV LLC / SCIL USA Holdings LLC 5.375% 11/1/2026 (d) |  | 2325000 | 2313226 |
| Tronox Inc 4.625% 3/15/2029 (d)(t) |  | 6910000 | 5777155 |
| WR Grace Holdings LLC 5.625% 8/15/2029 (d) |  | 6245000 | 5502565 |
| WR Grace Holdings LLC 7.375% 3/1/2031 (d) |  | 770000 | 777730 |
|  |  |  | 124176075 |
| Construction Materials - 0.0% |  |  |  |
| Quikrete Holdings Inc 6.375% 3/1/2032 (d) |  | 10410000 | 10578194 |
| Quikrete Holdings Inc 6.75% 3/1/2033 (d)(t) |  | 3470000 | 3521169 |
| Smyrna Ready Mix Concrete LLC 6% 11/1/2028 (d) |  | 2365000 | 2330655 |
| Smyrna Ready Mix Concrete LLC 8.875% 11/15/2031 (d) |  | 2540000 | 2608316 |
|  |  |  | 19038334 |
| Containers & Packaging - 0.1% |  |  |  |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 4% 9/1/2029 (d) |  | 4020000 | 3566294 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 6% 6/15/2027 (d) |  | 2965000 | 2972303 |
| Ball Corp 6% 6/15/2029  |  | 630000 | 642351 |
| Clydesdale Acquisition Holdings Inc 6.625% 4/15/2029 (d) |  | 1175000 | 1185066 |
| Clydesdale Acquisition Holdings Inc 6.75% 4/15/2032 (d) |  | 3355000 | 3390490 |
| Clydesdale Acquisition Holdings Inc 6.875% 1/15/2030 (d) |  | 2470000 | 2504704 |
| Clydesdale Acquisition Holdings Inc 8.75% 4/15/2030 (d) |  | 2825000 | 2888933 |
| Crown Americas LLC 5.875% 6/1/2033 (d) |  | 3370000 | 3347057 |
| Graham Packaging Co Inc 7.125% 8/15/2028 (d) |  | 1200000 | 1178168 |
| Graphic Packaging International LLC 3.75% 2/1/2030 (d) |  | 1190000 | 1096820 |
| Graphic Packaging International LLC 6.375% 7/15/2032 (d) |  | 2070000 | 2073058 |
| Sealed Air Corp 5% 4/15/2029 (d) |  | 1835000 | 1801677 |
| Sealed Air Corp 6.5% 7/15/2032 (d) |  | 1220000 | 1249476 |
| Sealed Air Corp/Sealed Air Corp US 7.25% 2/15/2031 (d) |  | 2020000 | 2110765 |
|  |  |  | 30007162 |
| Metals & Mining - 0.1% |  |  |  |
| Alcoa Nederland Holding BV 7.125% 3/15/2031 (d) |  | 8535000 | 8860644 |
| Alumina Pty Ltd 6.375% 9/15/2032 (d) |  | 4680000 | 4628663 |
| Cleveland-Cliffs Inc 6.875% 11/1/2029 (d) |  | 1240000 | 1152914 |
| Cleveland-Cliffs Inc 7% 3/15/2032 (d) |  | 2450000 | 2113242 |
| Cleveland-Cliffs Inc 7.375% 5/1/2033 (d) |  | 1240000 | 1064939 |
| Cleveland-Cliffs Inc 7.5% 9/15/2031 (d)(t) |  | 1160000 | 1043113 |
| Commercial Metals Co 3.875% 2/15/2031  |  | 1150000 | 1041229 |
| Commercial Metals Co 4.125% 1/15/2030  |  | 2295000 | 2161348 |
| Kaiser Aluminum Corp 4.5% 6/1/2031 (d) |  | 205000 | 188349 |
| Kaiser Aluminum Corp 4.625% 3/1/2028 (d)(t) |  | 967000 | 939801 |
| Novelis Corp 3.25% 11/15/2026 (d) |  | 645000 | 632667 |
| Novelis Corp 3.875% 8/15/2031 (d) |  | 955000 | 849027 |
| Novelis Corp 6.875% 1/30/2030 (d) |  | 4595000 | 4738520 |
| Vibrantz Technologies Inc 9% 2/15/2030 (d) |  | 2655000 | 1871775 |
|  |  |  | 31286231 |
| TOTAL MATERIALS |  |  | 204507802 |
| Real Estate - 1.9% |  |  |  |
| Diversified REITs - 0.4% |  |  |  |
| GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034  |  | 3794000 | 3700877 |
| Piedmont Operating Partnership LP 2.75% 4/1/2032  |  | 5512000 | 4430755 |
| Safehold GL Holdings LLC 2.8% 6/15/2031  |  | 4450000 | 3909595 |
| Safehold GL Holdings LLC 2.85% 1/15/2032  |  | 2770000 | 2355543 |
| Safehold GL Holdings LLC 6.1% 4/1/2034  |  | 4551000 | 4637353 |
| Store Capital LLC 2.7% 12/1/2031  |  | 7899000 | 6608799 |
| Store Capital LLC 2.75% 11/18/2030  |  | 7730000 | 6727421 |
| Store Capital LLC 4.625% 3/15/2029  |  | 5948000 | 5790521 |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC 6% 1/15/2030 (d) |  | 5025000 | 4577824 |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 10.5% 2/15/2028 (d) |  | 9043000 | 9593529 |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 6.5% 2/15/2029 (d) |  | 8361000 | 7883076 |
| Vici Properties LP / Vici Note Co Inc 4.25% 12/1/2026 (d) |  | 199000 | 196793 |
| Vici Properties LP / Vici Note Co Inc 4.625% 12/1/2029 (d) |  | 470000 | 455847 |
| VICI Properties LP 4.75% 2/15/2028  |  | 21253000 | 21258823 |
| VICI Properties LP 4.75% 4/1/2028  |  | 5485000 | 5482735 |
| VICI Properties LP 4.95% 2/15/2030  |  | 33145000 | 32884584 |
| VICI Properties LP 5.125% 5/15/2032  |  | 18569000 | 18195501 |
| VICI Properties LP 5.75% 4/1/2034  |  | 74000 | 74252 |
| Vornado Realty LP 2.15% 6/1/2026  |  | 6904000 | 6675656 |
| WP Carey Inc 3.85% 7/15/2029  |  | 4522000 | 4349484 |
| WP Carey Inc 4.25% 7/23/2032  | EUR | 800000 | 935638 |
|  |  |  | 150724606 |
| Health Care REITs - 0.7% |  |  |  |
| CTR Partnership LP / CareTrust Capital Corp 3.875% 6/30/2028 (d) |  | 2860000 | 2732961 |
| Diversified Healthcare Trust 9.75% 6/15/2025  |  | 69000 | 68996 |
| Healthcare Realty Holdings LP 3.1% 2/15/2030  |  | 4838000 | 4433958 |
| Healthcare Realty Holdings LP 3.5% 8/1/2026  |  | 5039000 | 4953681 |
| Healthpeak OP LLC 3.25% 7/15/2026  |  | 2056000 | 2024726 |
| Healthpeak OP LLC 3.5% 7/15/2029  |  | 2351000 | 2241811 |
| MPT Operating Partnership LP / MPT Finance Corp 3.5% 3/15/2031  |  | 4295000 | 2817468 |
| MPT Operating Partnership LP / MPT Finance Corp 4.625% 8/1/2029  |  | 3150000 | 2387646 |
| MPT Operating Partnership LP / MPT Finance Corp 5% 10/15/2027 (t) |  | 11869000 | 10345020 |
| MPT Operating Partnership LP / MPT Finance Corp 8.5% 2/15/2032 (d) |  | 3840000 | 3936169 |
| Omega Healthcare Investors Inc 3.25% 4/15/2033  |  | 27700000 | 23417566 |
| Omega Healthcare Investors Inc 3.375% 2/1/2031  |  | 10332000 | 9321793 |
| Omega Healthcare Investors Inc 3.625% 10/1/2029  |  | 39642000 | 37299053 |
| Omega Healthcare Investors Inc 4.5% 4/1/2027  |  | 32478000 | 32401394 |
| Omega Healthcare Investors Inc 4.75% 1/15/2028  |  | 18782000 | 18794563 |
| Omega Healthcare Investors Inc 5.25% 1/15/2026  |  | 18623000 | 18643028 |
| Ventas Realty LP 3% 1/15/2030  |  | 28128000 | 26060916 |
| Ventas Realty LP 4% 3/1/2028  |  | 6996000 | 6884583 |
| Ventas Realty LP 4.125% 1/15/2026  |  | 3540000 | 3522349 |
| Ventas Realty LP 4.75% 11/15/2030  |  | 39136000 | 38915225 |
|  |  |  | 251202906 |
| Hotel & Resort REITs - 0.0% |  |  |  |
| RHP Hotel Properties LP / RHP Finance Corp 6.5% 6/15/2033 (d)(g)(u) |  | 2335000 | 2374727 |
| Industrial REITs - 0.0% |  |  |  |
| LXP Industrial Trust 2.7% 9/15/2030  |  | 7113000 | 6258709 |
| Office REITs - 0.2% |  |  |  |
| Boston Properties LP 3.25% 1/30/2031  |  | 15144000 | 13650213 |
| Boston Properties LP 4.5% 12/1/2028  |  | 12665000 | 12483888 |
| Boston Properties LP 6.75% 12/1/2027  |  | 16978000 | 17714386 |
| COPT Defense Properties LP 2% 1/15/2029  |  | 2119000 | 1898374 |
| COPT Defense Properties LP 2.25% 3/15/2026  |  | 6484000 | 6348043 |
| COPT Defense Properties LP 2.75% 4/15/2031  |  | 6131000 | 5321327 |
| Hudson Pacific Properties LP 4.65% 4/1/2029  |  | 27154000 | 19651002 |
|  |  |  | 77067233 |
| Real Estate Management & Development - 0.3% |  |  |  |
| Americold Realty Operating Partnership LP 5.409% 9/12/2034  |  | 1545000 | 1484492 |
| Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp 7% 4/15/2030 (d)(t) |  | 1529600 | 1397316 |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 5.25% 4/15/2030 (d) |  | 568000 | 441146 |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 5.75% 1/15/2029 (d) |  | 1350000 | 1107012 |
| Brandywine Operating Partnership LP 3.95% 11/15/2027  |  | 14429000 | 13771084 |
| Brandywine Operating Partnership LP 4.55% 10/1/2029  |  | 15790000 | 14512510 |
| Brandywine Operating Partnership LP 8.3% 3/15/2028  |  | 22792000 | 23895224 |
| CBRE Services Inc 2.5% 4/1/2031  |  | 21262000 | 18549014 |
| Essex Portfolio LP 5.5% 4/1/2034  |  | 1506000 | 1513087 |
| Forestar Group Inc 6.5% 3/15/2033 (d) |  | 4230000 | 4194449 |
| Howard Hughes Corp/The 4.125% 2/1/2029 (d) |  | 1425000 | 1339628 |
| Howard Hughes Corp/The 4.375% 2/1/2031 (d) |  | 895000 | 812746 |
| Kennedy-Wilson Inc 4.75% 2/1/2030 (t) |  | 2735000 | 2427313 |
| Tanger Properties LP 2.75% 9/1/2031  |  | 16274000 | 14062948 |
| Tanger Properties LP 3.125% 9/1/2026  |  | 8723000 | 8532024 |
|  |  |  | 108039993 |
| Residential REITs - 0.1% |  |  |  |
| American Homes 4 Rent LP 2.375% 7/15/2031  |  | 2770000 | 2376588 |
| American Homes 4 Rent LP 3.625% 4/15/2032  |  | 10838000 | 9838518 |
| American Homes 4 Rent LP 5.5% 2/1/2034  |  | 4006000 | 3997843 |
| Invitation Homes Operating Partnership LP 4.15% 4/15/2032  |  | 16951000 | 15791216 |
| Invitation Homes Operating Partnership LP 5.5% 8/15/2033  |  | 2192000 | 2185728 |
| Sun Communities Operating LP 2.3% 11/1/2028  |  | 6226000 | 5765512 |
| Sun Communities Operating LP 2.7% 7/15/2031  |  | 15891000 | 13843010 |
| Sun Communities Operating LP 4.2% 4/15/2032  |  | 473000 | 442287 |
|  |  |  | 54240702 |
| Retail REITs - 0.2% |  |  |  |
| Brixmor Operating Partnership LP 4.05% 7/1/2030  |  | 19581000 | 18759790 |
| Brixmor Operating Partnership LP 4.125% 5/15/2029  |  | 18497000 | 17996486 |
| Brixmor Operating Partnership LP 4.125% 6/15/2026  |  | 15162000 | 15076740 |
| Kite Realty Group Trust 4.75% 9/15/2030  |  | 1467000 | 1445080 |
| NNN REIT Inc 5.6% 10/15/2033  |  | 2219000 | 2250018 |
| Realty Income Corp 2.2% 6/15/2028  |  | 3122000 | 2922946 |
| Realty Income Corp 3.4% 1/15/2028  |  | 6031000 | 5882114 |
| Simon Property Group LP 2.45% 9/13/2029  |  | 6352000 | 5842260 |
|  |  |  | 70175434 |
| Specialized REITs - 0.0% |  |  |  |
| American Tower Corp 3.625% 5/30/2032  | EUR | 3600000 | 4130536 |
| American Tower Corp 5.45% 2/15/2034  |  | 1200000 | 1211700 |
| American Tower Corp 5.55% 7/15/2033  |  | 1450000 | 1475803 |
| Iron Mountain Inc 6.25% 1/15/2033 (d) |  | 3130000 | 3159397 |
|  |  |  | 9977436 |
| TOTAL REAL ESTATE |  |  | 730061746 |
| Utilities - 0.9% |  |  |  |
| Electric Utilities - 0.6% |  |  |  |
| Clearway Energy Operating LLC 3.75% 1/15/2032 (d) |  | 475000 | 417228 |
| Clearway Energy Operating LLC 3.75% 2/15/2031 (d) |  | 4015000 | 3623527 |
| Clearway Energy Operating LLC 4.75% 3/15/2028 (d) |  | 660000 | 644913 |
| Cleco Corporate Holdings LLC 3.375% 9/15/2029  |  | 12555000 | 11594788 |
| DPL Inc 4.35% 4/15/2029  |  | 315000 | 303172 |
| Duke Energy Corp 2.45% 6/1/2030  |  | 10750000 | 9657430 |
| Duke Energy Corp 3.85% 6/15/2034  | EUR | 4500000 | 5097323 |
| Duke Energy Corp 4.5% 8/15/2032  |  | 8000000 | 7691298 |
| Duquesne Light Holdings Inc 2.532% 10/1/2030 (d) |  | 5172000 | 4518483 |
| Duquesne Light Holdings Inc 2.775% 1/7/2032 (d) |  | 16845000 | 14364590 |
| Edison International 6.25% 3/15/2030  |  | 1162000 | 1176942 |
| Edison International 7.875% 6/15/2054 (b) |  | 1965000 | 1890572 |
| Edison International 8.125% 6/15/2053 (b) |  | 1993000 | 1968937 |
| Entergy Corp 2.8% 6/15/2030  |  | 11033000 | 10032548 |
| Exelon Corp 3.35% 3/15/2032  |  | 16412000 | 14901081 |
| Exelon Corp 4.05% 4/15/2030  |  | 6798000 | 6624503 |
| Exelon Corp 4.7% 4/15/2050  |  | 3027000 | 2467459 |
| Exelon Corp 5.3% 3/15/2033  |  | 10000000 | 10113229 |
| IPALCO Enterprises Inc 4.25% 5/1/2030  |  | 8975000 | 8512646 |
| NRG Energy Inc 3.375% 2/15/2029 (d) |  | 3215000 | 3003471 |
| NRG Energy Inc 3.625% 2/15/2031 (d) |  | 1230000 | 1115375 |
| NRG Energy Inc 5.25% 6/15/2029 (d) |  | 2945000 | 2910325 |
| NRG Energy Inc 5.75% 7/15/2029 (d) |  | 2420000 | 2393932 |
| NRG Energy Inc 6% 2/1/2033 (d) |  | 4490000 | 4449352 |
| NRG Energy Inc 6.25% 11/1/2034 (d)(t) |  | 3135000 | 3136062 |
| PacifiCorp 7.375% 9/15/2055 (b) |  | 3434000 | 3493853 |
| PG&E Corp 5% 7/1/2028  |  | 677000 | 660554 |
| PG&E Corp 5.25% 7/1/2030  |  | 11466000 | 11125018 |
| PG&E Corp 7.375% 3/15/2055 (b) |  | 3337000 | 3267641 |
| Southern Co/The 1.875% 9/15/2081 (b) | EUR | 7100000 | 7690959 |
| Vistra Operations Co LLC 5% 7/31/2027 (d) |  | 3400000 | 3390090 |
| Vistra Operations Co LLC 5.5% 9/1/2026 (d) |  | 1330000 | 1331213 |
| Vistra Operations Co LLC 5.625% 2/15/2027 (d) |  | 3020000 | 3017999 |
| Vistra Operations Co LLC 6.875% 4/15/2032 (d) |  | 2520000 | 2621662 |
| Vistra Operations Co LLC 7.75% 10/15/2031 (d) |  | 3425000 | 3631658 |
| XPLR Infrastructure Operating Partners LP 7.25% 1/15/2029 (d)(t) |  | 4270000 | 4290953 |
| XPLR Infrastructure Operating Partners LP 8.375% 1/15/2031 (d) |  | 2820000 | 2944912 |
| XPLR Infrastructure Operating Partners LP 8.625% 3/15/2033 (d) |  | 2820000 | 2958166 |
|  |  |  | 183033864 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |  |
| AES Corp/The 2.45% 1/15/2031  |  | 23060000 | 19718333 |
| AES Corp/The 3.95% 7/15/2030 (d) |  | 28974000 | 27040060 |
| AES Corp/The 6.95% 7/15/2055 (b) |  | 3651000 | 3463932 |
| Alpha Generation LLC 6.75% 10/15/2032 (d) |  | 1280000 | 1305051 |
| Calpine Corp 4.625% 2/1/2029 (d) |  | 1503000 | 1464819 |
| Calpine Corp 5.125% 3/15/2028 (d) |  | 1755000 | 1739745 |
| Sunnova Energy Corp 5.875% 9/1/2026 (d) |  | 6761000 | 2011398 |
|  |  |  | 56743338 |
| Multi-Utilities - 0.2% |  |  |  |
| NiSource Inc 2.95% 9/1/2029  |  | 31524000 | 29514266 |
| NiSource Inc 5.25% 2/15/2043  |  | 8116000 | 7420319 |
| NiSource Inc 5.8% 2/1/2042  |  | 4036000 | 3879489 |
| NiSource Inc 5.95% 6/15/2041  |  | 5760000 | 5694011 |
| Puget Energy Inc 4.1% 6/15/2030  |  | 21032000 | 20028282 |
| Puget Energy Inc 4.224% 3/15/2032  |  | 21626000 | 19927319 |
| Sempra 6% 10/15/2039  |  | 9562000 | 9492202 |
|  |  |  | 95955888 |
| Water Utilities - 0.0% |  |  |  |
| Aris Water Holdings LLC 7.25% 4/1/2030 (d) |  | 3485000 | 3503847 |
| TOTAL UTILITIES |  |  | 339236937 |
| TOTAL UNITED STATES |  |  | 7733630246 |
| UZBEKISTAN - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Navoi Mining & Metallurgical Combinat 6.7% 10/17/2028 (d) |  | 520000 | 525119 |
| Navoi Mining & Metallurgical Combinat 6.75% 5/14/2030 (d) |  | 1800000 | 1792800 |
| Navoi Mining & Metallurgical Combinat 6.95% 10/17/2031 (d) |  | 855000 | 849015 |
| TOTAL UZBEKISTAN |  |  | 3166934 |
| VENEZUELA - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Petroleos de Venezuela SA 12.75% (d)(f) |  | 172000 | 24481 |
| Petroleos de Venezuela SA 5.375% (f)(s) |  | 621100 | 72874 |
| Petroleos de Venezuela SA 6% (d)(f) |  | 4107669 | 486060 |
| Petroleos de Venezuela SA 6% (d)(f) |  | 3540167 | 419952 |
| TOTAL VENEZUELA |  |  | 1003367 |
| VIETNAM - 0.0%  |  |  |  |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Mong Duong Finance Holdings BV 5.125% 5/7/2029 (d) |  | 1700778 | 1647968 |
| ZAMBIA - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| First Quantum Minerals Ltd 6.875% 10/15/2027 (d) |  | 2322000 | 2293439 |
| First Quantum Minerals Ltd 8% 3/1/2033 (d) |  | 2085000 | 2069038 |
| First Quantum Minerals Ltd 8.625% 6/1/2031 (d) |  | 725000 | 734969 |
| First Quantum Minerals Ltd 9.375% 3/1/2029 (d) |  | 6175000 | 6483751 |
| TOTAL ZAMBIA |  |  | 11581197 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $10,905,149,049) |  |  | <br> **10547844770** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.0%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Capital Markets - 0.0% |  |  |
| DigitalBridge Group Inc Series H, 7.125%  | 21855 | 449994 |
| DigitalBridge Group Inc Series I, 7.15%  | 26000 | 538200 |
|  |  | 988194 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.0% |  |  |
| Arbor Realty Trust Inc 6.25% (b) | 40700 | 834350 |
| Franklin BSP Realty Trust Inc 7.5%  | 34000 | 685780 |
| MFA Financial Inc 7.5%  | 24975 | 531943 |
|  |  | 2052073 |
| TOTAL FINANCIALS |  | 3040267 |
| Real Estate - 0.0% |  |  |
| Hotel & Resort REITs - 0.0% |  |  |
| DiamondRock Hospitality Co 8.25%  | 12600 | 316260 |
| Industrial REITs - 0.0% |  |  |
| Rexford Industrial Realty Inc 5.875% Series B  | 30100 | 692300 |
| Retail REITs - 0.0% |  |  |
| Cedar Realty Trust Inc 7.25%  | 289 | 4552 |
| Specialized REITs - 0.0% |  |  |
| National Storage Affiliates Trust Series A, 6%  | 12600 | 295092 |
| TOTAL REAL ESTATE |  | 1308204 |
| TOTAL UNITED STATES |  | 4348471 |
| <br> **TOTAL NON-CONVERTIBLE PREFERRED STOCKS**<br> (Cost $4,957,839) |  | <br> **4348471** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BRAZIL - 0.0%  |  |  |  |
| Consumer Staples - 0.0% |  |  |  |
| Food Products - 0.0% |  |  |  |
| Cosan Overseas Ltd 8.25% (m)(s) |  | 2363000 | 2371396 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Banco do Brasil SA/Cayman 10 year U.S. Treasury Note + 4.398%, 8.748% (b)(c)(d)(m) |  | 3005000 | 3053782 |
| TOTAL BRAZIL |  |  | 5425178 |
| CHILE - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Banco de Credito e Inversiones SA 7.5% (b)(d)(m) |  | 1070000 | 1062935 |
| Banco de Credito e Inversiones SA 8.75% (b)(d)(m) |  | 1075000 | 1146663 |
| Banco del Estado de Chile 7.95% (b)(d)(m) |  | 935000 | 974953 |
| TOTAL CHILE |  |  | 3184551 |
| CZECH REPUBLIC - 0.0%  |  |  |  |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| CPI Property Group SA 3.75% (b)(m)(s) | EUR | 6840000 | 6938065 |
| FINLAND - 0.0%  |  |  |  |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Citycon Oyj 7.875% (b)(m)(s) | EUR | 2550000 | 3019321 |
| GERMANY - 0.2%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobiles - 0.0% |  |  |  |
| Volkswagen International Finance NV 3.875% (b)(m)(s) | EUR | 9000000 | 10105047 |
| Real Estate - 0.2% |  |  |  |
| Real Estate Management & Development - 0.2% |  |  |  |
| Aroundtown Finance Sarl 7.875% (b)(m) |  | 13000000 | 12854002 |
| Aroundtown SA 5 year ISDA Fixed EURIBOR + 3.98%, 6.193% (b)(c)(m)(s) | EUR | 6200000 | 6617918 |
| Grand City Properties SA 1.5% (b)(m)(s) | EUR | 10500000 | 11591049 |
|  |  |  | 31062969 |
| TOTAL GERMANY |  |  | 41168016 |
| HONG KONG - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| CAS Capital No 1 Ltd 4% (b)(m)(s) |  | 2030000 | 2001051 |
| INDIA - 0.0%  |  |  |  |
| Information Technology - 0.0% |  |  |  |
| IT Services - 0.0% |  |  |  |
| Network i2i Ltd 3.975% (b)(d)(m) |  | 645000 | 647197 |
| IRELAND - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| AIB Group PLC 6.25% (b)(m)(s) | EUR | 3600000 | 4206743 |
| KUWAIT - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| NBK Tier 1 Ltd 3.625% (b)(d)(m) |  | 835000 | 812583 |
| MEXICO - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Banco Mercantil del Norte SA/Grand Cayman 7.625% (b)(d)(m) |  | 2633000 | 2668760 |
| Banco Mercantil del Norte SA/Grand Cayman 8.375% (b)(d)(m) |  | 740000 | 733696 |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 5.125% 1/18/2033 (b)(d) |  | 1500000 | 1450942 |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 8.45% 6/29/2038 (b)(d) |  | 885000 | 954196 |
|  |  |  | 5807594 |
| Materials - 0.0% |  |  |  |
| Construction Materials - 0.0% |  |  |  |
| Cemex SAB de CV 5.125% (b)(d)(m) |  | 4435000 | 4426379 |
| TOTAL MEXICO |  |  | 10233973 |
| RUSSIA - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Tinkoff Bank JSC Via TCS Finance Ltd loan participation 6% (b)(d)(e)(f)(m) |  | 715000 | 35750 |
| SAUDI ARABIA - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| NCB Tier 1 Sukuk Ltd 3.5% (b)(m)(s) |  | 1225000 | 1197428 |
| SWEDEN - 0.0%  |  |  |  |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Heimstaden Bostad AB 3.625% (b)(m)(s) | EUR | 600000 | 668017 |
| Samhallsbyggnadsbolaget i Norden AB 5 year EUR Swap Annual Index + 2.814%, 4.9355% (b)(c)(f)(m)(s) | EUR | 5240000 | 4097301 |
| TOTAL SWEDEN |  |  | 4765318 |
| SWITZERLAND - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Capital Markets - 0.0% |  |  |  |
| Credit Suisse Group AG Claim 5 year USD Swap Index + 4.598%, 0% (b)(c)(e)(f)(m)(s) |  | 15540000 | 932400 |
| UNITED ARAB EMIRATES - 0.0%  |  |  |  |
| Industrials - 0.0% |  |  |  |
| Marine Transportation - 0.0% |  |  |  |
| DP World Salaam 6% (b)(m)(s) |  | 2800000 | 2863950 |
| UNITED KINGDOM - 0.1%  |  |  |  |
| Consumer Staples - 0.1% |  |  |  |
| Tobacco - 0.1% |  |  |  |
| British American Tobacco PLC 3% (b)(m)(s) | EUR | 9250000 | 10505926 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Barclays PLC 7.125% (b)(m) | GBP | 645000 | 883020 |
| Barclays PLC 8.875% (b)(m)(s) | GBP | 1600000 | 2295301 |
| HSBC Holdings PLC 7.05% (b)(m) |  | 2345000 | 2345212 |
|  |  |  | 5523533 |
| Industrials - 0.0% |  |  |  |
| Ground Transportation - 0.0% |  |  |  |
| Mobico Group PLC 4.25% (b)(m)(s) | GBP | 2040000 | 2219357 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| SSE PLC 3.74% (b)(m)(s) | GBP | 3300000 | 4403998 |
| TOTAL UNITED KINGDOM |  |  | 22652814 |
| UNITED STATES - 0.1%  |  |  |  |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| Energy Transfer LP 6.625% (b)(m) |  | 4455000 | 4471664 |
| Energy Transfer LP Series G, 7.125% (b)(m) |  | 1395000 | 1405588 |
| Mesquite Energy Inc 7.25% (f)(m) |  | 7883000 | 78830 |
| Plains All American Pipeline LP CME Term SOFR 3 month Index + 4.3716%, 8.6979% (b)(c)(m) |  | 10303000 | 10275221 |
|  |  |  | 16231303 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| BW Real Estate Inc 9.5% (b)(d)(m) |  | 3530000 | 3585001 |
| Consumer Finance - 0.0% |  |  |  |
| Ally Financial Inc 4.7% (b)(m) |  | 3804000 | 3330951 |
| Ally Financial Inc 4.7% (b)(m) |  | 3166000 | 2998035 |
|  |  |  | 6328986 |
| Insurance - 0.0% |  |  |  |
| Alliant Holdings LP 10.5% (b)(e)(m) |  | 1217497 | 1236045 |
| TOTAL FINANCIALS |  |  | 11150032 |
| Industrials - 0.0% |  |  |  |
| Trading Companies & Distributors - 0.0% |  |  |  |
| Air Lease Corp 4.125% (b)(m) |  | 4242000 | 4123936 |
| Aircastle Ltd 5.25% (b)(d)(m) |  | 4937000 | 4956066 |
|  |  |  | 9080002 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Edison International 5% (b)(m) |  | 795000 | 717832 |
| TOTAL UNITED STATES |  |  | 37179169 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $175,260,428) |  |  | <br> **147263507** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 26.7%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 26.7%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 26.7%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 26.7%  |  |  |
| Fannie Mae 2% 11/1/2051  | 20185971 | 15814362 |
| Fannie Mae 2.5% 1/1/2052  | 3841458 | 3154171 |
| Fannie Mae 2.5% 4/1/2052  | 11964078 | 9920756 |
| Fannie Mae 2.5% 4/1/2052  | 5536048 | 4574987 |
| Fannie Mae 2.5% 5/1/2052  | 12468951 | 10261472 |
| Fannie Mae 2.5% 6/1/2052  | 23269406 | 19295268 |
| Fannie Mae 3% 6/1/2052  | 9361972 | 8112935 |
| Fannie Mae 3.5% 12/1/2036  | 2990313 | 2853293 |
| Fannie Mae 3.5% 5/1/2036  | 2298101 | 2223332 |
| Fannie Mae 3.5% 7/1/2047  | 178187 | 161725 |
| Fannie Mae 4% 2/1/2050  | 330779 | 306740 |
| Fannie Mae 5.5% 2/1/2055  | 16281121 | 16251794 |
| Fannie Mae 6.5% 7/1/2054  | 117183 | 121662 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.445%, 6.32% 4/1/2037 (b)(c) | 9785 | 10059 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.462%, 6.71% 1/1/2035 (b)(c) | 2582 | 2652 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.48%, 7.48% 7/1/2034 (b)(c) | 1354 | 1378 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.553%, 7.428% 6/1/2036 (b)(c) | 3610 | 3692 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.565%, 6.44% 3/1/2037 (b)(c) | 11315 | 11672 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.63%, 7.065% 9/1/2036 (b)(c) | 2347 | 2413 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.634%, 6.905% 11/1/2036 (b)(c) | 4004 | 4113 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.65%, 7.379% 5/1/2035 (b)(c) | 17574 | 18020 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.673%, 6.709% 3/1/2033 (b)(c) | 5402 | 5544 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.683%, 6.89% 5/1/2036 (b)(c) | 7320 | 7536 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.7%, 7.109% 6/1/2042 (b)(c) | 13778 | 14306 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.73%, 6.752% 3/1/2040 (b)(c) | 19154 | 19850 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.947% 7/1/2035 (b)(c) | 4196 | 4313 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 7.5% 8/1/2041 (b)(c) | 32728 | 33977 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.788%, 6.788% 2/1/2036 (b)(c) | 8718 | 9001 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.8%, 6.635% 1/1/2042 (b)(c) | 68676 | 71483 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.8%, 7.622% 7/1/2041 (b)(c) | 3402 | 3534 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.807%, 7.12% 12/1/2040 (b)(c) | 519178 | 540434 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.81%, 6.685% 12/1/2039 (b)(c) | 6693 | 6941 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 6.713% 2/1/2042 (b)(c) | 23021 | 23982 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 7.318% 9/1/2041 (b)(c) | 6361 | 6622 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.818%, 7.631% 7/1/2041 (b)(c) | 7576 | 7876 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.82%, 6.695% 12/1/2035 (b)(c) | 13191 | 13624 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.83%, 7.004% 10/1/2041 (b)(c) | 2013 | 2073 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.954%, 7.704% 7/1/2037 (b)(c) | 13779 | 14299 |
| Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 1.945%, 6.995% 10/1/2033 (b)(c) | 27735 | 28159 |
| Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.208%, 6.458% 3/1/2035 (b)(c) | 5294 | 5415 |
| Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.27%, 6.913% 6/1/2036 (b)(c) | 14216 | 14537 |
| Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.279%, 7.241% 10/1/2033 (b)(c) | 7927 | 8093 |
| Fannie Mae Mortgage pass-thru certificates 1 year U.S. Treasury Index + 2.46%, 7.296% 7/1/2034 (b)(c) | 13046 | 13318 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2036  | 9833956 | 8673504 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037  | 9275859 | 8155177 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2041  | 2282116 | 1882825 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2051  | 32613500 | 24122683 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2050  | 1964855 | 1457609 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 8219782 | 7249810 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 7793873 | 6874160 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 4281098 | 3775909 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 157444 | 138865 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 107719 | 95008 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2040  | 1860060 | 1537185 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2041 (x) | 16079113 | 13145130 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035  | 8304636 | 7324651 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035  | 109227 | 96338 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2040  | 3406060 | 2812428 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 1462191 | 1289646 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 233845 | 206250 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 229184 | 202139 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2041  | 1934947 | 1595042 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2051  | 26345932 | 19486856 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036  | 301226 | 265680 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036  | 299305 | 263986 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036  | 96618 | 85096 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2041  | 1972123 | 1624503 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2051  | 3270234 | 2416796 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2051  | 352964 | 261071 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036  | 1965804 | 1731373 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036  | 310837 | 273768 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2052  | 12520804 | 9253229 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2036  | 162552 | 143167 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2051  | 492246 | 363784 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2036  | 328137 | 288492 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2036  | 323015 | 284494 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051  | 871356 | 643957 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051  | 719452 | 538665 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 7/1/2036  | 230922 | 203022 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2036  | 330867 | 290892 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2051  | 135798 | 100358 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2036  | 342371 | 300686 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 11523779 | 8516399 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 4426206 | 3271091 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 1060470 | 783717 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 9930262 | 7773491 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 110456 | 86466 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 17477546 | 13801726 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 7611528 | 5977396 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 458712 | 359227 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 4179525 | 3802999 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2040  | 948794 | 810275 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041  | 12662105 | 10667481 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041  | 18077 | 15253 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 5228936 | 4096523 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 4943948 | 3930418 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 16509122 | 13036978 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 12363396 | 9794076 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 5078682 | 4020073 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 132822 | 103600 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2052  | 27560 | 21461 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2040  | 35540569 | 30312392 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041  | 12131256 | 10230236 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041  | 6617057 | 5583396 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041  | 5301515 | 4472645 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050  | 3076827 | 2422027 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 19007350 | 15045426 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 12078744 | 9538383 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 3552257 | 2770746 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 1834559 | 1437255 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 1043995 | 814312 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 746108 | 581961 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 299393 | 234835 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 79414 | 62117 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 74705 | 58270 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035  | 7907614 | 7195230 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040  | 23655168 | 20110108 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040  | 1297271 | 1109346 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040  | 15220 | 12952 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 829161 | 650629 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 100274 | 78558 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 12316517 | 9726148 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 8494586 | 6678832 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 5917140 | 4672667 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 3323302 | 2632664 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 2657329 | 2098448 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 119708 | 93372 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 26361 | 20561 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2028  | 3899315 | 3797612 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2041  | 16220 | 13772 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2042  | 3998232 | 3363765 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 3065986 | 2400079 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 1706752 | 1338726 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 191416 | 149842 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 58447 | 45844 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 13675 | 10726 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 18019201 | 14150628 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 7672430 | 6008440 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2041  | 16592 | 14088 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2042  | 11869969 | 9981786 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 76348670 | 59766373 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 1895974 | 1482999 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 97430 | 76422 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 2429990 | 1918922 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 2371036 | 1876813 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 2374739 | 1866386 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 2173862 | 1707152 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2041  | 5678134 | 4817579 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2041  | 1126498 | 961868 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 87204106 | 68209596 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 26152658 | 20472518 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 12798492 | 10010766 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 6883291 | 5437771 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 356986 | 279451 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 32742 | 25610 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2041  | 27981154 | 23704431 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2042  | 28512453 | 24241829 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 49680601 | 38859338 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041  | 7165963 | 6069372 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041  | 828443 | 706744 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2050  | 1886956 | 1481842 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2051  | 960118 | 750279 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2052  | 87291 | 68004 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2035  | 3295880 | 3005139 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041  | 6236013 | 5274822 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041  | 4224223 | 3591206 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041  | 4047357 | 3416394 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050 (v)(w) | 48072194 | 37721449 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 3553399 | 2798287 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 2304316 | 1821840 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 3691100 | 2896344 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 1374849 | 1081399 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 696723 | 550190 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 502091 | 393355 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 234918 | 184043 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 67616 | 52973 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 57418 | 44983 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2035  | 5647508 | 5149323 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2040  | 16557079 | 14145686 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2041  | 6169833 | 5215080 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2041  | 800860 | 676358 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 139181 | 109213 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 1619190 | 1264479 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 835328 | 652336 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 104026 | 81238 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2051  | 1558124 | 1218739 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2051  | 905120 | 706838 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 1663815 | 1592167 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033  | 289321 | 275532 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033  | 23071 | 21962 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2037  | 10359357 | 9619615 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 23593128 | 19622685 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 4127308 | 3399197 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 14119068 | 11619455 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 5989567 | 4902981 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 2767282 | 2265261 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 1121599 | 923734 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 1870579 | 1792449 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 1634231 | 1564568 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2032  | 28901 | 27546 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2037  | 1090394 | 991048 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2041  | 4010981 | 3526965 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2050  | 31756595 | 26372642 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 20174359 | 16514466 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 2738039 | 2253302 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 2592109 | 2134017 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 1541974 | 1270913 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 1069158 | 1024027 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 85752 | 81577 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 11814 | 11241 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 7011 | 6734 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2036  | 4697419 | 4342902 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2040  | 3373867 | 2981297 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041  | 3187527 | 2785428 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041  | 798310 | 700103 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2050  | 4030501 | 3359772 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 22505321 | 18422561 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 13952263 | 11538862 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 9460252 | 7785427 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 7335019 | 6036441 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 2973503 | 2844205 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 86874 | 82621 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 83186 | 79223 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 20288 | 19338 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 9516332 | 7831579 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 8530941 | 7055296 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 7571329 | 6256942 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 164906 | 134990 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 40881 | 33733 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035  | 2526999 | 2362345 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035  | 1467468 | 1371851 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035  | 915271 | 876629 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035  | 846008 | 789033 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2041  | 2323972 | 2044114 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2051  | 92628 | 76287 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 273845 | 223909 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2035  | 2339507 | 2181951 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2035  | 2262334 | 2109976 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2040  | 718514 | 636477 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2041  | 1251487 | 1107135 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2047  | 865421 | 718429 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050  | 6527064 | 5389882 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 7891068 | 6521174 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036  | 1646411 | 1576166 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2041  | 2160431 | 1899590 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051  | 67737 | 55618 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 24720287 | 20606507 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 1883554 | 1559511 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 1891958 | 1816990 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2035  | 6451156 | 6016699 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2040  | 523208 | 463411 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041  | 1405456 | 1240048 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041  | 1122894 | 989398 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041  | 1111631 | 980755 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042  | 575568 | 503568 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042  | 229008 | 200479 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2046  | 104430 | 86757 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 17215110 | 14188898 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 16882488 | 13914747 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 16292856 | 13510230 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 11155352 | 9239693 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 7717103 | 6324354 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 3971020 | 3272962 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 96813 | 79794 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2050  | 7968422 | 6619961 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051  | 16767742 | 13904011 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2040  | 3044432 | 2690253 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041  | 4229508 | 3718511 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041  | 1487414 | 1304509 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041  | 1144239 | 1007583 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2049  | 29916042 | 25199386 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 14368576 | 11932555 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 7999316 | 6633128 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 2576317 | 2473090 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2041  | 6841091 | 6015832 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 17124168 | 14097889 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 13840579 | 11394594 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 13398832 | 11030915 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 1265362 | 1035809 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 370133 | 302986 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2033  | 93926 | 90611 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035  | 255242 | 243548 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2037  | 1717258 | 1607283 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 1018124 | 918083 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 87535 | 78717 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 66395 | 60269 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 23961 | 21545 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 22109 | 20091 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 22317 | 20078 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 19888 | 17907 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 13899 | 12517 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2051  | 10992450 | 9453743 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 2793188 | 2400020 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 425782 | 365849 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 112374 | 96556 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2033  | 1114108 | 1073416 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042  | 20076 | 18082 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 1048210 | 924085 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 12560006 | 10923551 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2050  | 64710 | 56137 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051  | 13795711 | 11866764 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051  | 4068514 | 3495831 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051  | 1523772 | 1307381 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032  | 180377 | 174050 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2033  | 231982 | 224065 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2034  | 1160303 | 1127387 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2036  | 1179124 | 1105823 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2036  | 197304 | 185038 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 584186 | 527414 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 482113 | 434864 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 18332 | 16531 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 1345686 | 1186335 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 1294868 | 1141535 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050  | 2133751 | 1836405 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 12244364 | 10547636 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 7583580 | 6532707 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 5134007 | 4416159 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 1713543 | 1473684 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 1461073 | 1253587 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 141956 | 122861 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 102362 | 88594 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032  | 3034005 | 2940144 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 3023054 | 2876992 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 859642 | 818913 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 283905 | 270898 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 8529 | 7679 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 7377 | 6652 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 5958 | 5377 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2050  | 19891451 | 17119507 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 4527242 | 3889989 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 3300412 | 2843066 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 2605152 | 2240894 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 1569713 | 1346799 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 446860 | 383402 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 1999596 | 1949033 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033  | 2474239 | 2385583 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2035  | 793973 | 772130 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2037  | 1632350 | 1522711 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2037  | 920217 | 858410 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 172421 | 155283 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 162431 | 146212 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 145391 | 130530 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 92462 | 83668 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 12610 | 11302 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 5552 | 5016 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 5257 | 4748 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 5796234 | 5019301 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 23390291 | 20097881 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 10824075 | 9270039 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 7442412 | 6392495 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052 (w) | 4964047 | 4263758 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 3515673 | 3020808 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 2039091 | 1747290 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 94244 | 80949 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 33461 | 28751 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033  | 1723973 | 1662199 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033  | 857502 | 829899 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033  | 323119 | 312170 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2037  | 2287812 | 2134148 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2037  | 2205714 | 2057565 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 267174 | 241011 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2043  | 12112 | 10907 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047  | 478272 | 421637 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048  | 93184 | 82033 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 13666755 | 11809224 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 6056955 | 5204380 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 11398 | 10258 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2046  | 4923003 | 4344656 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 44375541 | 38455135 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 11802937 | 10220859 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 5853542 | 5030513 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2030  | 111373 | 108461 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2034  | 208511 | 199153 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 866168 | 778738 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 175396 | 158058 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 49954 | 44969 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 27075 | 24169 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 14454 | 13076 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 13565 | 12152 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2045  | 89198 | 79143 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 432497 | 381553 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 1498666 | 1297783 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 40106 | 36046 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 10901 | 9774 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 7822 | 6978 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2051  | 6925324 | 5960256 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2033  | 2237977 | 2160833 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2034  | 2330119 | 2267586 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2042  | 160857 | 145454 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 83744 | 73383 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 9744742 | 8429411 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 320774 | 273968 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 10838 | 9328 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051  | 8601508 | 7417642 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 2311935 | 2232928 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2042  | 128554 | 117440 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2042  | 6921 | 6179 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 202216 | 181387 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 10884 | 9762 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045  | 203799 | 179666 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045  | 62554 | 55147 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2049  | 29583924 | 25581485 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050  | 16355516 | 14117206 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051  | 4544401 | 3921064 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051  | 641616 | 551904 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 306831 | 296428 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 253844 | 245098 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2035  | 4906722 | 4754898 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2037  | 181720 | 169173 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2042  | 405056 | 365470 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 85391 | 76662 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 31152 | 27902 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 13195 | 11829 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2042  | 143180 | 132731 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2042  | 2963 | 2745 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 350013 | 323787 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 34732 | 31556 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 4409768 | 3998243 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 205027 | 185701 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 107334 | 97217 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 72033 | 65244 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 70581 | 63929 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 3418487 | 3108016 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2050  | 12272654 | 11344117 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052  | 759821 | 680603 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052  | 585183 | 522527 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2040  | 19054 | 17767 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 1120475 | 1036953 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 342422 | 316774 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 99338 | 91904 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 17571 | 16223 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 1036976 | 942149 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046  | 696926 | 633412 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047  | 3210748 | 2922154 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2048  | 64123462 | 58399886 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2034  | 572937 | 555304 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 61158 | 56472 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 41761 | 38426 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048  | 4043467 | 3674971 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2035  | 2810741 | 2719844 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2041  | 16206 | 15117 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2041  | 1732 | 1610 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 2052888 | 1903289 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 86737 | 80398 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 33198 | 30664 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 68659 | 62509 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 3314637 | 3060815 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 1201630 | 1089492 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 748260 | 678432 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 2163612 | 1953588 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2035  | 1896400 | 1829738 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 46365 | 42891 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2047  | 45409 | 41128 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2052  | 1434682 | 1282862 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2043  | 220434 | 203557 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2051  | 20788994 | 18589078 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2052  | 6118763 | 5463620 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2053  | 1723441 | 1531370 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 511184 | 471509 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 10109 | 9338 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 1895089 | 1721790 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2052  | 37886821 | 33699999 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2052  | 184333 | 163963 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043  | 238973 | 220258 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 4760950 | 4321116 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 1709804 | 1555052 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 336037 | 298902 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 145474 | 129398 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042  | 14377 | 13304 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 659769 | 608383 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 12024 | 11119 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 1813961 | 1611802 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2043  | 66442 | 61065 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2045  | 15934 | 14472 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 3881823 | 3523206 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 652963 | 592640 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 122098 | 110818 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 95040 | 86260 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 89356 | 81101 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 68279 | 61971 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 29474 | 26751 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 8336323 | 7714349 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2051  | 17332180 | 15476402 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2051  | 11043274 | 9940231 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2034  | 2866584 | 2769402 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2040  | 1015 | 942 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 427872 | 396414 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 148764 | 138114 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 425163 | 394136 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 87109 | 80538 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046  | 3437245 | 3126144 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046  | 1747730 | 1589545 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046  | 1280450 | 1162157 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046  | 89984 | 81671 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2051  | 20544 | 18338 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2052  | 33613 | 29867 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 261620 | 241952 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 230753 | 213676 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 25020 | 23153 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 20476 | 19028 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 8844627 | 8052403 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 2071771 | 1885553 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051  | 4868034 | 4345286 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 813052 | 775772 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 85070 | 81027 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 82043 | 78148 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 31672 | 30190 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 25365 | 24191 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 24968 | 23843 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 21393 | 20384 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 15441 | 14727 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 10596 | 10098 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 6983 | 6634 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 3975 | 3843 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 719612 | 686299 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 12184 | 11548 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 4908 | 4808 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2043  | 1385515 | 1317558 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2043  | 50844 | 48146 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2043  | 9537 | 9049 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 3580646 | 3364067 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2051  | 10685738 | 9922527 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2052  | 826532 | 771438 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 212759 | 203310 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 66219 | 62947 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 51760 | 49418 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 47782 | 45767 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 25047 | 23936 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 1053573 | 1003312 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 696680 | 663317 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 40511 | 38472 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 12853 | 12246 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 4083 | 3951 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2042  | 50488 | 47992 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2042  | 30976 | 29354 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 1084844 | 1032036 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 4434045 | 4186109 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 3696480 | 3475206 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 34288 | 32096 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046  | 704299 | 661038 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2051  | 29316517 | 27204312 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2051  | 376218 | 345379 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 1637863 | 1563055 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 230746 | 220660 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 98383 | 94179 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 87497 | 83339 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 82363 | 78335 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 77657 | 74017 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 75230 | 71810 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 74961 | 71634 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 67761 | 64625 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 63248 | 60114 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 59410 | 56655 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 54495 | 51837 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 50796 | 48466 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 39539 | 37656 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 36718 | 34890 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 33176 | 31763 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 32853 | 31310 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 27755 | 26297 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 25829 | 24547 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 22606 | 21746 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 9744 | 9299 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 8700 | 8266 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 1935 | 1840 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 629109 | 599272 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 342792 | 326447 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 294713 | 280352 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 14149 | 13413 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2042  | 21366 | 20433 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2042  | 18970 | 18053 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2049  | 12257109 | 11408478 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2051  | 1135293 | 1059617 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2051  | 128896 | 120345 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 199098 | 189736 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 164866 | 157367 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 25597 | 24410 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 23341 | 22268 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 14586 | 13880 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 11761 | 11288 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 10410 | 9952 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 10043 | 9580 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 9662 | 9225 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 9037 | 8667 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 8711 | 8331 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 8724 | 8315 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 7712 | 7289 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 6038 | 5745 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 5419 | 5178 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 4434 | 4237 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 2603 | 2491 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 1847 | 1764 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 232525 | 221141 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 123864 | 117774 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 101030 | 96258 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 27743 | 26386 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 18942 | 18039 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 99168 | 93447 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 960493 | 902397 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 67596 | 63233 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 329416 | 307947 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2051  | 671658 | 626886 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 674103 | 643307 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 101848 | 97112 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 31286 | 30046 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 31444 | 29989 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 17974 | 17104 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 11172 | 10683 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 534812 | 508335 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 50441 | 47844 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 23864 | 22850 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 8905 | 8486 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 8474 | 8047 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2044  | 80493 | 76161 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048  | 12824 | 11989 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2052  | 549946 | 513288 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2036  | 22465 | 21698 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 88579 | 84370 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 42012 | 40069 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 38313 | 36392 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 32140 | 30529 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 22949 | 21798 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 21848 | 20825 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 18943 | 18149 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 16839 | 16060 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 15120 | 14439 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 7723 | 7364 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 5362 | 5119 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 340364 | 323206 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 43752 | 41665 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 39050 | 37159 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 28984 | 27445 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 27011 | 25653 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 23858 | 22673 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 20668 | 19641 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 106271 | 99963 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 486188 | 457084 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 290927 | 276732 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 213458 | 203068 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 100994 | 96086 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 56091 | 53269 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 42224 | 40015 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 41689 | 39572 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 14304 | 13588 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 13498 | 12803 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 6075 | 5814 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2044  | 67146 | 63530 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 26801414 | 25266379 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046  | 138761 | 129717 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 1822009 | 1704402 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 429319 | 401339 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 420153 | 392771 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2050  | 1544987 | 1425755 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052  | 6637033 | 6153143 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052  | 126180 | 117769 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2045  | 78100 | 73206 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 1965348 | 1838488 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 765127 | 714783 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2050  | 4297131 | 3992901 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 40285 | 37045 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2041  | 130164 | 124183 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2052  | 6513968 | 6016658 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2052  | 6309814 | 5828090 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2039  | 2164078 | 2064291 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2039  | 4634 | 4449 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2042  | 10242 | 9718 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2045  | 19052 | 17858 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 646913 | 607582 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047  | 1030845 | 964306 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052  | 137805 | 128619 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039  | 39697 | 38123 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039  | 7697 | 7377 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039  | 2723 | 2605 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 232911 | 218023 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2045  | 141012 | 131998 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2047  | 27971 | 26165 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 882972 | 810870 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2039  | 189094 | 180950 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040  | 50330 | 47933 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040  | 18924 | 18025 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 44635 | 42467 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 20222 | 19182 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 17089 | 16231 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 11655 | 11156 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2041  | 4793 | 4568 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046  | 755209 | 708821 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2051  | 875603 | 817511 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2051  | 96262 | 89905 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 1419629 | 1324556 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2034  | 36219 | 35835 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2035  | 3875 | 3831 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2035  | 2836 | 2805 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2036  | 62451 | 61793 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2036  | 5061 | 5002 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2036  | 4791 | 4737 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2036  | 2425 | 2397 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2036  | 1059 | 1050 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048  | 839060 | 804404 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2033  | 53239 | 52730 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2033  | 41018 | 40633 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2033  | 12034 | 11914 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2033  | 861 | 855 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2034  | 18275 | 18108 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039  | 20076 | 19732 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040  | 24444 | 24042 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047  | 230639 | 221113 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2047  | 201717 | 193386 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2034  | 18877 | 18657 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2034  | 13389 | 13236 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2034  | 4866 | 4812 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2037  | 13723 | 13601 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039  | 726337 | 714809 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039  | 41728 | 41055 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039  | 31249 | 30713 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2039  | 13792 | 13564 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 100848 | 99153 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 54078 | 53151 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 5901 | 5826 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 4062 | 3986 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2041  | 10492 | 10314 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2043  | 6013 | 5871 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047  | 166043 | 159185 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047  | 112591 | 107940 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047  | 6253 | 5968 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052  | 10644505 | 10077615 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2033  | 52036 | 51538 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2033  | 1006 | 996 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2034  | 18851 | 18635 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2034  | 752 | 744 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2034  | 483 | 478 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2035  | 1924 | 1899 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2035  | 1612 | 1593 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2038  | 8194 | 8121 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2039  | 200229 | 197101 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 92062 | 90439 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 39336 | 38703 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 8875 | 8711 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 8692 | 8550 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 8698 | 8544 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 6520 | 6410 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 16054 | 15541 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2044  | 2423 | 2349 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 9123840 | 8758398 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2052  | 2909637 | 2768319 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2035  | 5650 | 5588 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2036  | 2910 | 2878 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 1095388 | 1077002 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 71672 | 70284 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 5624 | 5524 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 1590 | 1566 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2045  | 4401472 | 4276070 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2046  | 1950924 | 1918145 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2046  | 1415473 | 1390856 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 69613 | 66847 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048  | 83440 | 79941 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048  | 27753 | 26589 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2034  | 32921 | 32609 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2035  | 29086 | 28743 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2035  | 15906 | 15720 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039  | 94810 | 93859 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039  | 21793 | 21569 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 1512 | 1499 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 4477506 | 4405840 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 1380388 | 1357550 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047  | 108870 | 104544 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047  | 26737 | 25674 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047  | 21323 | 20509 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048  | 236805 | 226876 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034  | 41151 | 40739 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034  | 27534 | 27250 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034  | 25731 | 25494 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034  | 22263 | 22036 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034  | 21055 | 20829 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034  | 18327 | 18149 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034  | 12314 | 12179 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2034  | 8350 | 8272 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039  | 798979 | 790818 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039  | 491688 | 486799 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039  | 136980 | 135655 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039  | 86989 | 85558 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039  | 7423 | 7308 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039  | 880 | 867 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 20131 | 19737 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 6973 | 6835 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 4297 | 4230 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 3388 | 3324 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 110106 | 105641 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 73250 | 70339 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 60724 | 58311 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 26099 | 25062 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 289347 | 277124 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 134880 | 129435 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 124184 | 119093 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 39253 | 38845 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 35483 | 35095 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 30933 | 30637 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 28037 | 27751 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 27752 | 27484 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 23295 | 23061 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 19182 | 18991 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 18167 | 17970 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 17278 | 17121 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 16609 | 16440 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 15432 | 15261 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 14515 | 14358 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 12857 | 12732 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 12237 | 12106 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 10730 | 10616 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 9897 | 9807 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 7070 | 6993 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 4442 | 4402 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 3693 | 3662 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2034  | 836 | 828 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2037  | 28265 | 27999 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039  | 3885059 | 3818077 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039  | 3310 | 3259 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2040  | 9045 | 8895 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047  | 100823 | 96816 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047  | 39850 | 38328 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047  | 18242 | 17545 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047  | 15913 | 15280 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 205807 | 197049 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 108442 | 103828 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 74849 | 71781 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2033  | 28034 | 27798 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2033  | 13409 | 13273 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034  | 39453 | 39050 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034  | 27961 | 27671 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034  | 26605 | 26345 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034  | 11599 | 11479 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034  | 8561 | 8475 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2034  | 4476 | 4427 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039  | 2345 | 2310 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2041  | 961864 | 944926 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2041  | 375 | 372 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2044  | 83818 | 81430 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2046  | 62011 | 59721 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 151293 | 145139 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 30568 | 29315 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 18907 | 18185 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2053  | 47488 | 44899 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033  | 28418 | 28158 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033  | 15179 | 15024 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033  | 4871 | 4826 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033  | 4652 | 4616 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2033  | 2374 | 2355 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 267192 | 263044 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 42191 | 41543 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 10337 | 10176 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 6921 | 6812 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 2494 | 2455 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 1864 | 1834 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 1697 | 1669 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2040  | 7861 | 7713 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2046  | 77413 | 74555 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 90465 | 86756 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 54247 | 53704 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 47176 | 46741 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 46765 | 46344 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 44867 | 44454 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 44740 | 44296 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 37853 | 37504 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 36634 | 36286 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 36059 | 35697 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 34043 | 33716 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 31633 | 31333 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 31564 | 31247 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 30313 | 30012 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 29230 | 28965 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 27403 | 27154 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 25959 | 25741 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 23131 | 22908 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 20982 | 20770 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 19110 | 18927 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 18489 | 18320 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 17915 | 17740 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 14568 | 14435 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 13791 | 13661 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 12206 | 12106 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 11878 | 11766 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 10515 | 10421 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 10306 | 10209 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 6544 | 6485 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 5568 | 5513 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 5044 | 4998 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 613 | 608 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 2742 | 2699 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 2718 | 2672 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 2524 | 2485 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 10533 | 10339 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 6829 | 6726 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 4105 | 4033 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2049  | 10299794 | 9855064 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2053  | 38360684 | 36536500 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 61343 | 60739 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 59095 | 58551 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 57130 | 56614 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 56067 | 55495 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 45291 | 44857 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 39256 | 38881 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 36661 | 36317 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 35931 | 35606 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 34614 | 34258 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 32995 | 32682 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 30457 | 30155 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 28017 | 27761 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 27557 | 27295 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 23507 | 23277 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 23479 | 23248 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 17076 | 16914 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 17057 | 16882 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 16122 | 15957 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 15901 | 15771 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 13450 | 13324 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 12422 | 12295 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 11786 | 11671 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 10041 | 9938 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 7477 | 7408 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2033  | 6466 | 6408 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035  | 82846 | 82011 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035  | 76828 | 75984 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2039  | 3815 | 3773 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040  | 357392 | 351390 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040  | 14502 | 14284 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040  | 3665 | 3596 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2042  | 469983 | 462031 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047  | 39299 | 37701 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047  | 10663 | 10222 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2043  | 26058 | 26128 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 8639063 | 8462565 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 5158137 | 5052756 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2029  | 14135 | 14210 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2044  | 1069477 | 1075277 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 5063523 | 4928428 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 4500852 | 4421557 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 2440565 | 2390704 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 1534099 | 1502277 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 611950 | 594667 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 151645 | 147741 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 8678564 | 8438882 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 1669098 | 1634476 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 345907 | 337111 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2035  | 1553594 | 1562026 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2038  | 988831 | 994393 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 19976157 | 19759999 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2033  | 484422 | 486776 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2034  | 5784 | 5817 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044  | 120016 | 119917 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2045  | 23772 | 23708 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2038  | 3511 | 3529 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053  | 5747456 | 5673140 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041  | 32654 | 32815 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041  | 11206 | 11260 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041  | 4336 | 4358 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041  | 2003 | 2013 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2044  | 168791 | 169785 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2044  | 133368 | 133258 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 9864702 | 9917922 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 759683 | 763783 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 1742 | 1751 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2044  | 95449 | 95370 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033  | 107738 | 108299 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033  | 82906 | 83337 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033  | 58194 | 58497 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2038  | 5395 | 5423 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2041  | 30892 | 31046 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2041  | 28368 | 28511 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2044  | 202860 | 202440 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2044  | 95027 | 94949 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2039  | 4448 | 4471 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2044  | 292676 | 292436 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2044  | 78769 | 78606 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2025  | 7 | 7 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2044  | 10503 | 10494 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052  | 641447 | 633554 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052  | 388234 | 383457 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052  | 301548 | 297837 |
| Fannie Mae Mortgage pass-thru certificates 5.297% 8/1/2041 (b) | 393770 | 395114 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2033  | 1383 | 1396 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2048  | 908117 | 921153 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2048  | 351324 | 356367 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2052  | 11643082 | 11631933 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 8476016 | 8497035 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2054  | 8352888 | 8290073 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2032  | 1776 | 1818 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2032  | 1367 | 1399 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2048  | 1484824 | 1506139 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2054  | 15236267 | 15116928 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053  | 1971705 | 1965504 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2049  | 804533 | 813568 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2033  | 804 | 819 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2049  | 301876 | 305266 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2049  | 72956 | 73775 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2049  | 53942 | 54548 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 13810107 | 13714885 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2048  | 360254 | 365988 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2049  | 298741 | 302096 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2053  | 8691666 | 8680627 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 17445597 | 17428891 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 6945299 | 6938648 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 4518122 | 4525091 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054  | 8307655 | 8247777 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 12143809 | 12132180 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2054  | 8623572 | 8604535 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2048  | 212757 | 215844 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 15427098 | 15450893 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2052  | 8646490 | 8638210 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054  | 21837511 | 21673290 |
| Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.475%, 6.155% 10/1/2033 (b)(c) | 267 | 270 |
| Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.505%, 6.38% 1/1/2035 (b)(c) | 3024 | 3072 |
| Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.51%, 6.316% 2/1/2033 (b)(c) | 203 | 206 |
| Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.535%, 6.369% 12/1/2034 (b)(c) | 2899 | 2947 |
| Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.535%, 6.41% 3/1/2035 (b)(c) | 2366 | 2406 |
| Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.55%, 6.195% 10/1/2033 (b)(c) | 1309 | 1329 |
| Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.565%, 6.369% 7/1/2035 (b)(c) | 1520 | 1547 |
| Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.96%, 6.585% 9/1/2035 (b)(c) | 2650 | 2725 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2036  | 5447 | 5686 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2036  | 1009 | 1052 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2038  | 109776 | 115017 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2038  | 7349 | 7713 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2040  | 102476 | 107507 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2042  | 8185 | 8590 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2034  | 88549 | 92097 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2034  | 40120 | 41753 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035  | 6220 | 6502 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035  | 5637 | 5891 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035  | 3971 | 4154 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035  | 1103 | 1149 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035  | 992 | 1031 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035  | 645 | 674 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035  | 629 | 658 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2035  | 482 | 503 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2037  | 101390 | 106089 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2037  | 16160 | 16935 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2054  | 7579644 | 7763911 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035  | 116090 | 120674 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035  | 33841 | 35255 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035  | 13609 | 14152 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035  | 2574 | 2693 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035  | 1343 | 1405 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035  | 793 | 828 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035  | 440 | 460 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2037  | 16374 | 17165 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 33259009 | 33901268 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053 (v) | 16775093 | 17052693 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054  | 3836599 | 3926273 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054  | 1436284 | 1471650 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054  | 544088 | 557995 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2038  | 39704 | 41638 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2034  | 131883 | 136856 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2038  | 19317 | 20250 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055  | 15981703 | 16321537 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055  | 11886464 | 12217222 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2036  | 51977 | 53986 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2038  | 36784 | 38597 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2039  | 2954 | 3101 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054  | 5650275 | 5718775 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2055  | 8578935 | 8785485 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2054  | 21277032 | 21534980 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2032  | 1595 | 1653 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2036  | 2132 | 2226 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2037  | 6256 | 6544 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2040  | 127995 | 134190 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054  | 21619858 | 21881963 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055  | 12514379 | 12792216 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035  | 5265 | 5475 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035  | 4490 | 4693 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035  | 2575 | 2683 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035  | 228 | 237 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035  | 126 | 130 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2036  | 63445 | 66263 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053  | 8994577 | 9182323 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053  | 6568570 | 6697467 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054  | 22987778 | 23266465 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035  | 8051 | 8391 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035  | 5912 | 6167 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035  | 856 | 892 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035  | 649 | 676 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035  | 609 | 634 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2036  | 231 | 234 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2038  | 17209 | 18061 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2039  | 30805953 | 31559212 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2041  | 234682 | 246158 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054  | 19093324 | 19432198 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054  | 16459259 | 16843966 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054  | 13086040 | 13244686 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035  | 4375 | 4559 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035  | 3040 | 3166 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035  | 2889 | 3012 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035  | 2529 | 2640 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035  | 398 | 415 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035  | 131 | 136 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2037  | 242911 | 252142 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2054  | 25922759 | 26228927 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2029  | 5655 | 5783 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035  | 7181 | 7474 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035  | 4575 | 4772 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035  | 2061 | 2156 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035  | 1110 | 1160 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035  | 907 | 944 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2035  | 124 | 128 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2037  | 9291 | 9738 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2053  | 4812459 | 4906895 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054  | 21475432 | 21729074 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054  | 6054121 | 6206977 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2036  | 715 | 752 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2036  | 387 | 408 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2035  | 7731 | 8159 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2053  | 32777456 | 33697497 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2035  | 16555 | 17464 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2053  | 9642865 | 9992636 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2032  | 15100 | 15690 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2035  | 155375 | 161861 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2036  | 1128 | 1192 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053  | 91901 | 95485 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2036  | 498 | 525 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2037  | 2406 | 2541 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2054  | 2554925 | 2625842 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2036  | 96 | 101 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2037  | 720 | 763 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2035  | 1181 | 1233 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2053  | 10051599 | 10438968 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054  | 7434325 | 7642421 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032  | 43131 | 44816 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032  | 8156 | 8471 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035  | 17722 | 18491 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035  | 549 | 579 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054  | 12991907 | 13508830 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054  | 9296225 | 9556437 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2035  | 4262 | 4498 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2035  | 975 | 1029 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036  | 131320 | 136743 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036  | 103221 | 107439 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036  | 24426 | 25444 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2054  | 172180 | 178955 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2035  | 411 | 433 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2035  | 161 | 169 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053  | 7765021 | 8051530 |
| Fannie Mae Mortgage pass-thru certificates 6.763% 2/1/2039 (b) | 138933 | 143498 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2026  | 19 | 19 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2026  | 9 | 9 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2027  | 884 | 889 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2028  | 40 | 42 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2028  | 29 | 30 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2029  | 119 | 124 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2032  | 1286 | 1344 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2032  | 207 | 218 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2025  | 10 | 10 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2025  | 10 | 10 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2025  | 7 | 7 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2026  | 692 | 696 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2026  | 3 | 3 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2027  | 16 | 16 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028  | 95 | 99 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028  | 91 | 91 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2028  | 36 | 37 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029  | 532 | 554 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029  | 185 | 193 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2029  | 146 | 153 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2031  | 189 | 199 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2032  | 345 | 366 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2032  | 295 | 308 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2025  | 29 | 29 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2025  | 9 | 9 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2025  | 6 | 6 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2026  | 79 | 79 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2027  | 100 | 104 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2027  | 63 | 65 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2028  | 150 | 156 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2028  | 111 | 115 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2028  | 89 | 93 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2029  | 1132 | 1181 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2025  | 2 | 2 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2026  | 432 | 435 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2026  | 16 | 16 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2031  | 1346 | 1404 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2031  | 483 | 507 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2032  | 220 | 232 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2026  | 57 | 57 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2027  | 30 | 31 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028  | 519 | 541 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028  | 301 | 314 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028  | 217 | 226 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2029  | 1216 | 1268 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2030  | 538 | 561 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2030  | 36 | 37 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2031  | 805 | 840 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2032  | 272 | 283 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2033  | 1644 | 1741 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2026  | 41 | 41 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2026  | 36 | 36 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2026  | 7 | 7 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2026  | 5 | 5 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2028  | 30 | 31 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2028  | 9 | 9 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032  | 7036 | 7391 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032  | 411 | 433 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032  | 205 | 215 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2032  | 137 | 144 |
| Fannie Mae Mortgage pass-thru certificates 7% 4/1/2026  | 316 | 316 |
| Fannie Mae Mortgage pass-thru certificates 7% 4/1/2026  | 14 | 14 |
| Fannie Mae Mortgage pass-thru certificates 7% 4/1/2026  | 12 | 12 |
| Fannie Mae Mortgage pass-thru certificates 7% 4/1/2028  | 71 | 74 |
| Fannie Mae Mortgage pass-thru certificates 7% 4/1/2031  | 200 | 209 |
| Fannie Mae Mortgage pass-thru certificates 7% 4/1/2032  | 536 | 567 |
| Fannie Mae Mortgage pass-thru certificates 7% 4/1/2032  | 365 | 386 |
| Fannie Mae Mortgage pass-thru certificates 7% 4/1/2032  | 57 | 60 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2026  | 24 | 24 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2026  | 20 | 20 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2026  | 5 | 5 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2029  | 4384 | 4573 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2029  | 101 | 106 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2030  | 10254 | 10695 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032  | 587 | 616 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032  | 274 | 289 |
| Fannie Mae Mortgage pass-thru certificates 7% 5/1/2032  | 106 | 111 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2028  | 1913 | 1995 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2028  | 15 | 16 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2029  | 1257 | 1311 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032  | 5750 | 6073 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032  | 2689 | 2805 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032  | 1212 | 1268 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2032  | 1021 | 1080 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2026  | 113 | 113 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2028  | 1996 | 2082 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2028  | 37 | 39 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2029  | 909 | 948 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2029  | 160 | 167 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2029  | 26 | 27 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2031  | 351 | 368 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2031  | 138 | 144 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032  | 836 | 879 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032  | 792 | 837 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032  | 197 | 207 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2032  | 155 | 163 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2037  | 2900 | 3107 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2025  | 18 | 18 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2025  | 16 | 16 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2025  | 1 | 1 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2026  | 1090 | 1096 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2026  | 7 | 7 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2027  | 841 | 877 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2028  | 221 | 231 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029  | 565 | 589 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029  | 220 | 229 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029  | 80 | 83 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2029  | 45 | 46 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2031  | 682 | 712 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2031  | 79 | 83 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032  | 10244 | 10824 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2032  | 2589 | 2734 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2025  | 12 | 12 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2025  | 4 | 4 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2026  | 1234 | 1242 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2026  | 10 | 10 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2027  | 152 | 158 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2027  | 7 | 7 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028  | 597 | 623 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028  | 456 | 475 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2028  | 347 | 362 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2029  | 93 | 97 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2030  | 1653 | 1724 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031  | 2747 | 2872 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031  | 248 | 259 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031  | 209 | 218 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2031  | 116 | 122 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2032  | 2108 | 2230 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2026  | 26 | 26 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2027  | 754 | 763 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2027  | 17 | 17 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 824 | 843 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 784 | 800 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 403 | 410 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 297 | 304 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 280 | 286 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 256 | 262 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 77 | 79 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 70 | 71 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 67 | 67 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 42 | 43 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 34 | 35 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2026  | 27 | 27 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2026  | 14 | 14 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027  | 277 | 284 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027  | 59 | 60 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027  | 52 | 54 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2027  | 8 | 8 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2028  | 35 | 36 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2029  | 1959 | 2051 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2029  | 265 | 276 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2026  | 9 | 9 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 493 | 505 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 367 | 374 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 253 | 256 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 224 | 228 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 150 | 153 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 44 | 44 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 40 | 41 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2028  | 251 | 256 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2029  | 137 | 142 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2029  | 47 | 48 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2031  | 651 | 684 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2027  | 254 | 261 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2027  | 195 | 199 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2027  | 60 | 61 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2028  | 489 | 500 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2029  | 189 | 197 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 12/1/2030  | 936 | 990 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2027  | 315 | 319 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2027  | 255 | 259 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028  | 131 | 135 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028  | 46 | 47 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2028  | 34 | 35 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2030  | 852 | 887 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2030  | 46 | 48 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 2/1/2031  | 586 | 618 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2026  | 329 | 329 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2028  | 1121 | 1142 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2028  | 198 | 204 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2028  | 1 | 1 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2029  | 355 | 361 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2026  | 52 | 52 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2028  | 247 | 253 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2029  | 20 | 21 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027  | 890 | 907 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027  | 77 | 78 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027  | 75 | 76 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2027  | 43 | 44 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2028  | 142 | 145 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2028  | 25 | 25 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2029  | 94 | 97 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 5/1/2029  | 20 | 21 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2026  | 284 | 286 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2026  | 33 | 33 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2027  | 381 | 387 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2027  | 58 | 59 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2028  | 536 | 552 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2026  | 5 | 5 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027  | 184 | 187 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027  | 156 | 158 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027  | 40 | 41 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027  | 4 | 4 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2029  | 158 | 163 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027  | 127 | 130 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027  | 35 | 36 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027  | 24 | 24 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027  | 10 | 11 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2027  | 11 | 11 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2028  | 110 | 113 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2028  | 24 | 25 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029  | 673 | 701 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029  | 244 | 252 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029  | 54 | 55 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029  | 29 | 30 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2030  | 10794 | 11064 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2030  | 233 | 245 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2025  | 1 | 1 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2026  | 140 | 142 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 584 | 598 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 172 | 174 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 67 | 68 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 64 | 65 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 24 | 24 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 18 | 19 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 9 | 9 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 6 | 6 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029  | 766 | 797 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029  | 395 | 410 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029  | 65 | 67 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2029  | 48 | 51 |
| Fannie Mae Mortgage pass-thru certificates 8% 3/1/2037  | 5767 | 6123 |
| Freddie Mac Gold Pool 1.5% 1/1/2036  | 5576632 | 4918563 |
| Freddie Mac Gold Pool 1.5% 1/1/2051  | 32328782 | 23912091 |
| Freddie Mac Gold Pool 1.5% 11/1/2035  | 6277741 | 5536938 |
| Freddie Mac Gold Pool 1.5% 11/1/2035  | 388121 | 342321 |
| Freddie Mac Gold Pool 1.5% 11/1/2050  | 316931 | 236994 |
| Freddie Mac Gold Pool 1.5% 12/1/2035  | 8140621 | 7179990 |
| Freddie Mac Gold Pool 1.5% 12/1/2040  | 1131125 | 933960 |
| Freddie Mac Gold Pool 1.5% 12/1/2050  | 225842 | 168879 |
| Freddie Mac Gold Pool 1.5% 12/1/2050  | 71356 | 53426 |
| Freddie Mac Gold Pool 1.5% 2/1/2036  | 7730268 | 6818061 |
| Freddie Mac Gold Pool 1.5% 2/1/2036  | 285689 | 251977 |
| Freddie Mac Gold Pool 1.5% 2/1/2041  | 3504339 | 2888441 |
| Freddie Mac Gold Pool 1.5% 2/1/2051  | 32836112 | 24287339 |
| Freddie Mac Gold Pool 1.5% 3/1/2036  | 180454 | 159160 |
| Freddie Mac Gold Pool 1.5% 3/1/2041  | 1979181 | 1629995 |
| Freddie Mac Gold Pool 1.5% 3/1/2051  | 84910 | 63574 |
| Freddie Mac Gold Pool 1.5% 4/1/2036  | 310119 | 273136 |
| Freddie Mac Gold Pool 1.5% 4/1/2041  | 7438145 | 6128119 |
| Freddie Mac Gold Pool 1.5% 4/1/2041  | 2827095 | 2326506 |
| Freddie Mac Gold Pool 1.5% 4/1/2051  | 18455704 | 13639287 |
| Freddie Mac Gold Pool 1.5% 4/1/2051  | 3519417 | 2600949 |
| Freddie Mac Gold Pool 1.5% 5/1/2036  | 319781 | 281645 |
| Freddie Mac Gold Pool 1.5% 6/1/2036  | 322979 | 284463 |
| Freddie Mac Gold Pool 1.5% 6/1/2051  | 202180 | 151375 |
| Freddie Mac Gold Pool 1.5% 6/1/2051  | 55556 | 41057 |
| Freddie Mac Gold Pool 1.5% 7/1/2035  | 1753379 | 1553048 |
| Freddie Mac Gold Pool 1.5% 7/1/2036  | 262779 | 231031 |
| Freddie Mac Gold Pool 1.5% 8/1/2035  | 5223161 | 4626391 |
| Freddie Mac Gold Pool 1.5% 8/1/2036  | 197028 | 173224 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 1533398 | 1202752 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 231226 | 181005 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 2773994 | 2161103 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 1240789 | 967810 |
| Freddie Mac Gold Pool 2% 10/1/2041  | 18423 | 15546 |
| Freddie Mac Gold Pool 2% 10/1/2050  | 3010532 | 2358551 |
| Freddie Mac Gold Pool 2% 10/1/2050  | 104007 | 81483 |
| Freddie Mac Gold Pool 2% 10/1/2050  | 13681 | 10761 |
| Freddie Mac Gold Pool 2% 10/1/2051  | 16455805 | 12938308 |
| Freddie Mac Gold Pool 2% 10/1/2051  | 2693827 | 2127270 |
| Freddie Mac Gold Pool 2% 10/1/2051  | 2265955 | 1793636 |
| Freddie Mac Gold Pool 2% 10/1/2051  | 821996 | 649116 |
| Freddie Mac Gold Pool 2% 10/1/2051  | 129475 | 101516 |
| Freddie Mac Gold Pool 2% 10/1/2051  | 118785 | 92763 |
| Freddie Mac Gold Pool 2% 11/1/2041  | 4766165 | 4017052 |
| Freddie Mac Gold Pool 2% 11/1/2041  | 4047163 | 3413283 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 34919012 | 27356717 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 248371 | 194582 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 158864 | 124459 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 18775 | 14732 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 23913504 | 18801892 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 10698007 | 8407920 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 9462724 | 7380885 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 3261793 | 2555397 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 3004261 | 2372414 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 2738244 | 2135819 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 1727748 | 1347636 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 1190218 | 939895 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 927729 | 723624 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 724652 | 572246 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 31342 | 24447 |
| Freddie Mac Gold Pool 2% 12/1/2035  | 991747 | 900232 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 11242732 | 8878198 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 2043472 | 1613696 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 959458 | 757668 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 928770 | 729951 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 917195 | 720281 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 368340 | 288570 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 138738 | 108215 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 47381 | 36913 |
| Freddie Mac Gold Pool 2% 2/1/2041  | 2556387 | 2170576 |
| Freddie Mac Gold Pool 2% 2/1/2042  | 1215604 | 1022404 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 17783326 | 13920936 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 16497490 | 13099969 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 447331 | 350174 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 127264 | 99703 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 30011647 | 23568395 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 13279018 | 10436422 |
| Freddie Mac Gold Pool 2% 3/1/2041  | 2681838 | 2290500 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 29699759 | 23249218 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 7611073 | 5972282 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 1537169 | 1202348 |
| Freddie Mac Gold Pool 2% 4/1/2041  | 17105 | 14504 |
| Freddie Mac Gold Pool 2% 4/1/2042  | 16195295 | 13760750 |
| Freddie Mac Gold Pool 2% 4/1/2051  | 5804865 | 4540468 |
| Freddie Mac Gold Pool 2% 4/1/2051  | 1805808 | 1412473 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 3691346 | 2914994 |
| Freddie Mac Gold Pool 2% 5/1/2041  | 2372421 | 2009275 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 29816654 | 23322088 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 12803848 | 10146996 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 2696661 | 2110969 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 1520282 | 1201017 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 1350782 | 1059514 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 569053 | 446349 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 25764 | 20152 |
| Freddie Mac Gold Pool 2% 6/1/2041  | 3955418 | 3349606 |
| Freddie Mac Gold Pool 2% 6/1/2050  | 122487610 | 96190538 |
| Freddie Mac Gold Pool 2% 6/1/2050  | 10968882 | 8672226 |
| Freddie Mac Gold Pool 2% 6/1/2051  | 89914 | 70329 |
| Freddie Mac Gold Pool 2% 6/1/2052  | 2181961 | 1703966 |
| Freddie Mac Gold Pool 2% 7/1/2041  | 15475193 | 13169787 |
| Freddie Mac Gold Pool 2% 7/1/2041  | 17656 | 14928 |
| Freddie Mac Gold Pool 2% 7/1/2050  | 300625 | 235895 |
| Freddie Mac Gold Pool 2% 7/1/2050  | 112558 | 88393 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 866205 | 684028 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 2374966 | 1860627 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 824424 | 643820 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 56216 | 43901 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 39738 | 31033 |
| Freddie Mac Gold Pool 2% 8/1/2052  | 3252386 | 2536847 |
| Freddie Mac Gold Pool 2% 8/1/2052  | 57473 | 44775 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 67538356 | 52996221 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 560185 | 438867 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 75178 | 58991 |
| Freddie Mac Gold Pool 2% 9/1/2051  | 4223073 | 3342808 |
| Freddie Mac Gold Pool 2% 9/1/2051  | 27885 | 21706 |
| Freddie Mac Gold Pool 2.5% 1/1/2033  | 38135 | 36356 |
| Freddie Mac Gold Pool 2.5% 1/1/2041  | 5269275 | 4634235 |
| Freddie Mac Gold Pool 2.5% 1/1/2042  | 4771403 | 4163583 |
| Freddie Mac Gold Pool 2.5% 1/1/2051  | 18350 | 15112 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 3935664 | 3252431 |
| Freddie Mac Gold Pool 2.5% 10/1/2041  | 2335398 | 2042113 |
| Freddie Mac Gold Pool 2.5% 10/1/2050  | 3959743 | 3279754 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 4401110 | 3621946 |
| Freddie Mac Gold Pool 2.5% 11/1/2031  | 1395141 | 1335611 |
| Freddie Mac Gold Pool 2.5% 11/1/2032  | 121475 | 115861 |
| Freddie Mac Gold Pool 2.5% 11/1/2041 (y) | 18106465 | 15904389 |
| Freddie Mac Gold Pool 2.5% 11/1/2041  | 1092739 | 958299 |
| Freddie Mac Gold Pool 2.5% 11/1/2041  | 947125 | 832254 |
| Freddie Mac Gold Pool 2.5% 11/1/2050  | 20865674 | 17354229 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 25245035 | 20775702 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 4170681 | 3414064 |
| Freddie Mac Gold Pool 2.5% 12/1/2050  | 3018614 | 2507787 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 7144657 | 5879780 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 2541677 | 2080583 |
| Freddie Mac Gold Pool 2.5% 2/1/2035  | 2067335 | 1928109 |
| Freddie Mac Gold Pool 2.5% 2/1/2042  | 3448275 | 3026973 |
| Freddie Mac Gold Pool 2.5% 2/1/2051  | 14148795 | 11754456 |
| Freddie Mac Gold Pool 2.5% 2/1/2051  | 12906226 | 10629399 |
| Freddie Mac Gold Pool 2.5% 2/1/2051  | 40294 | 33185 |
| Freddie Mac Gold Pool 2.5% 3/1/2033  | 829749 | 790684 |
| Freddie Mac Gold Pool 2.5% 3/1/2050  | 3814414 | 3149846 |
| Freddie Mac Gold Pool 2.5% 3/1/2051  | 12165548 | 10019386 |
| Freddie Mac Gold Pool 2.5% 4/1/2033  | 353091 | 335975 |
| Freddie Mac Gold Pool 2.5% 4/1/2042  | 32999510 | 28754616 |
| Freddie Mac Gold Pool 2.5% 4/1/2042  | 706573 | 617932 |
| Freddie Mac Gold Pool 2.5% 4/1/2047  | 4629949 | 3842103 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 7999993 | 6626189 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 500070 | 414664 |
| Freddie Mac Gold Pool 2.5% 5/1/2033  | 94293 | 89712 |
| Freddie Mac Gold Pool 2.5% 5/1/2035  | 6254271 | 5833073 |
| Freddie Mac Gold Pool 2.5% 5/1/2041  | 7381754 | 6523569 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 25983627 | 21562173 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 4354341 | 3641968 |
| Freddie Mac Gold Pool 2.5% 5/1/2052  | 22464251 | 18578484 |
| Freddie Mac Gold Pool 2.5% 6/1/2031  | 1649466 | 1586001 |
| Freddie Mac Gold Pool 2.5% 6/1/2040  | 577365 | 512591 |
| Freddie Mac Gold Pool 2.5% 6/1/2041  | 837454 | 736858 |
| Freddie Mac Gold Pool 2.5% 7/1/2036  | 2935111 | 2724603 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 9266979 | 7664017 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 8012150 | 6626244 |
| Freddie Mac Gold Pool 2.5% 8/1/2032  | 85184 | 81348 |
| Freddie Mac Gold Pool 2.5% 8/1/2041  | 777164 | 684239 |
| Freddie Mac Gold Pool 2.5% 8/1/2050  | 21859921 | 18153831 |
| Freddie Mac Gold Pool 2.5% 9/1/2041  | 1718427 | 1511235 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 3330951 | 2742287 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 80928 | 66247 |
| Freddie Mac Gold Pool 3% 1/1/2033  | 471097 | 454334 |
| Freddie Mac Gold Pool 3% 1/1/2033  | 306433 | 295167 |
| Freddie Mac Gold Pool 3% 1/1/2043  | 84764 | 76501 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 3225760 | 2771703 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 1533528 | 1317669 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 702126 | 603295 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 69293 | 62273 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 8579295 | 7410550 |
| Freddie Mac Gold Pool 3% 10/1/2051  | 5985744 | 5152545 |
| Freddie Mac Gold Pool 3% 10/1/2051  | 930473 | 800663 |
| Freddie Mac Gold Pool 3% 10/1/2051  | 432613 | 371178 |
| Freddie Mac Gold Pool 3% 11/1/2042  | 14313 | 12973 |
| Freddie Mac Gold Pool 3% 11/1/2049  | 29442569 | 25606467 |
| Freddie Mac Gold Pool 3% 11/1/2050  | 1435828 | 1235740 |
| Freddie Mac Gold Pool 3% 11/1/2051  | 4728108 | 4062581 |
| Freddie Mac Gold Pool 3% 11/1/2051  | 532992 | 457968 |
| Freddie Mac Gold Pool 3% 11/1/2051  | 29859 | 25694 |
| Freddie Mac Gold Pool 3% 12/1/2030  | 588483 | 571593 |
| Freddie Mac Gold Pool 3% 12/1/2031  | 9792 | 9488 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 1059443 | 1026664 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 371382 | 358885 |
| Freddie Mac Gold Pool 3% 12/1/2042  | 1566784 | 1415638 |
| Freddie Mac Gold Pool 3% 12/1/2050  | 11693828 | 10064253 |
| Freddie Mac Gold Pool 3% 2/1/2032  | 14241 | 13786 |
| Freddie Mac Gold Pool 3% 2/1/2033  | 576159 | 560310 |
| Freddie Mac Gold Pool 3% 2/1/2037  | 605592 | 565607 |
| Freddie Mac Gold Pool 3% 2/1/2037  | 34103 | 31958 |
| Freddie Mac Gold Pool 3% 2/1/2038  | 337744 | 313370 |
| Freddie Mac Gold Pool 3% 2/1/2038  | 6930 | 6430 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 104274 | 94640 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 48930 | 44207 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 29492 | 26425 |
| Freddie Mac Gold Pool 3% 2/1/2052  | 5647281 | 4836488 |
| Freddie Mac Gold Pool 3% 2/1/2052  | 5648494 | 4831349 |
| Freddie Mac Gold Pool 3% 2/1/2052  | 4952679 | 4241612 |
| Freddie Mac Gold Pool 3% 2/1/2052  | 4559153 | 3899598 |
| Freddie Mac Gold Pool 3% 2/1/2052  | 2191972 | 1877266 |
| Freddie Mac Gold Pool 3% 2/1/2052  | 1133695 | 972345 |
| Freddie Mac Gold Pool 3% 2/1/2052  | 956199 | 818916 |
| Freddie Mac Gold Pool 3% 3/1/2033  | 1182230 | 1141445 |
| Freddie Mac Gold Pool 3% 3/1/2033  | 55876 | 53934 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 108886 | 98314 |
| Freddie Mac Gold Pool 3% 3/1/2050  | 15533699 | 13398149 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 5633365 | 4837773 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 2711775 | 2323711 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 1622696 | 1390483 |
| Freddie Mac Gold Pool 3% 4/1/2032  | 39857 | 38675 |
| Freddie Mac Gold Pool 3% 4/1/2032  | 14383 | 13970 |
| Freddie Mac Gold Pool 3% 4/1/2034  | 860647 | 824312 |
| Freddie Mac Gold Pool 3% 4/1/2043  | 45275 | 40904 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 8190 | 7293 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 6154 | 5464 |
| Freddie Mac Gold Pool 3% 4/1/2046  | 180826 | 159508 |
| Freddie Mac Gold Pool 3% 4/1/2046  | 149779 | 132122 |
| Freddie Mac Gold Pool 3% 4/1/2050  | 15574311 | 13433178 |
| Freddie Mac Gold Pool 3% 4/1/2052  | 8346748 | 7239679 |
| Freddie Mac Gold Pool 3% 5/1/2035  | 9701491 | 9232755 |
| Freddie Mac Gold Pool 3% 5/1/2045  | 49917 | 44289 |
| Freddie Mac Gold Pool 3% 5/1/2046  | 2786607 | 2458093 |
| Freddie Mac Gold Pool 3% 5/1/2046  | 433776 | 382638 |
| Freddie Mac Gold Pool 3% 5/1/2051  | 4331762 | 3729470 |
| Freddie Mac Gold Pool 3% 5/1/2052  | 10598163 | 9114648 |
| Freddie Mac Gold Pool 3% 6/1/2031  | 4478 | 4346 |
| Freddie Mac Gold Pool 3% 6/1/2046  | 2746936 | 2423099 |
| Freddie Mac Gold Pool 3% 6/1/2050  | 10679771 | 9268268 |
| Freddie Mac Gold Pool 3% 6/1/2052  | 6909159 | 5935548 |
| Freddie Mac Gold Pool 3% 6/1/2052  | 5302715 | 4543878 |
| Freddie Mac Gold Pool 3% 7/1/2032  | 76771 | 74317 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 224463 | 202310 |
| Freddie Mac Gold Pool 3% 7/1/2043  | 55261 | 49754 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 113612 | 100431 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 40031 | 35612 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 12026 | 10630 |
| Freddie Mac Gold Pool 3% 8/1/2032  | 88056 | 85268 |
| Freddie Mac Gold Pool 3% 8/1/2032  | 60134 | 58195 |
| Freddie Mac Gold Pool 3% 8/1/2037  | 253168 | 235689 |
| Freddie Mac Gold Pool 3% 8/1/2042  | 20046 | 18138 |
| Freddie Mac Gold Pool 3% 8/1/2042  | 15350 | 13832 |
| Freddie Mac Gold Pool 3% 8/1/2045  | 53108 | 46963 |
| Freddie Mac Gold Pool 3% 8/1/2045  | 29542 | 26114 |
| Freddie Mac Gold Pool 3% 9/1/2049  | 86879 | 75750 |
| Freddie Mac Gold Pool 3% 9/1/2051  | 4167367 | 3584676 |
| Freddie Mac Gold Pool 3% 9/1/2051  | 563248 | 483965 |
| Freddie Mac Gold Pool 3.5% 1/1/2032  | 13753 | 13440 |
| Freddie Mac Gold Pool 3.5% 1/1/2044  | 6946460 | 6437852 |
| Freddie Mac Gold Pool 3.5% 1/1/2044  | 3517298 | 3257339 |
| Freddie Mac Gold Pool 3.5% 1/1/2045  | 2499959 | 2316034 |
| Freddie Mac Gold Pool 3.5% 1/1/2046  | 10736 | 9788 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 28441 | 25858 |
| Freddie Mac Gold Pool 3.5% 10/1/2040  | 185767 | 170104 |
| Freddie Mac Gold Pool 3.5% 10/1/2042  | 68969 | 63898 |
| Freddie Mac Gold Pool 3.5% 10/1/2042  | 9372 | 8666 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 102890 | 93642 |
| Freddie Mac Gold Pool 3.5% 10/1/2049  | 11344856 | 10240052 |
| Freddie Mac Gold Pool 3.5% 10/1/2051  | 3354332 | 3011951 |
| Freddie Mac Gold Pool 3.5% 10/1/2053  | 2851384 | 2530713 |
| Freddie Mac Gold Pool 3.5% 11/1/2033  | 742888 | 718284 |
| Freddie Mac Gold Pool 3.5% 11/1/2040  | 388504 | 355505 |
| Freddie Mac Gold Pool 3.5% 11/1/2045  | 3063481 | 2792745 |
| Freddie Mac Gold Pool 3.5% 11/1/2045  | 47643 | 43432 |
| Freddie Mac Gold Pool 3.5% 11/1/2046  | 5219 | 4738 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 710686 | 646807 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 51704 | 47054 |
| Freddie Mac Gold Pool 3.5% 12/1/2033  | 210195 | 204384 |
| Freddie Mac Gold Pool 3.5% 12/1/2040  | 378532 | 346380 |
| Freddie Mac Gold Pool 3.5% 12/1/2046  | 1191316 | 1081566 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 167351 | 152152 |
| Freddie Mac Gold Pool 3.5% 2/1/2034  | 4096798 | 3984943 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 4313331 | 3994240 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 311419 | 289164 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 126843 | 118532 |
| Freddie Mac Gold Pool 3.5% 2/1/2045  | 3230 | 2980 |
| Freddie Mac Gold Pool 3.5% 2/1/2046  | 2053709 | 1872212 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 6424 | 5763 |
| Freddie Mac Gold Pool 3.5% 2/1/2052  | 1108601 | 992673 |
| Freddie Mac Gold Pool 3.5% 3/1/2032  | 4295114 | 4195574 |
| Freddie Mac Gold Pool 3.5% 3/1/2045  | 1018074 | 933190 |
| Freddie Mac Gold Pool 3.5% 3/1/2045  | 266323 | 244545 |
| Freddie Mac Gold Pool 3.5% 3/1/2045  | 187556 | 172297 |
| Freddie Mac Gold Pool 3.5% 3/1/2045  | 92610 | 85283 |
| Freddie Mac Gold Pool 3.5% 3/1/2046  | 3705148 | 3383494 |
| Freddie Mac Gold Pool 3.5% 3/1/2047  | 56225 | 50992 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 4941833 | 4426758 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 4609985 | 4122151 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 2309008 | 2066831 |
| Freddie Mac Gold Pool 3.5% 4/1/2033  | 1807073 | 1761622 |
| Freddie Mac Gold Pool 3.5% 4/1/2040  | 460520 | 429720 |
| Freddie Mac Gold Pool 3.5% 4/1/2042  | 2741645 | 2551986 |
| Freddie Mac Gold Pool 3.5% 4/1/2042  | 26155 | 24308 |
| Freddie Mac Gold Pool 3.5% 4/1/2043  | 381593 | 352864 |
| Freddie Mac Gold Pool 3.5% 4/1/2043  | 166138 | 153836 |
| Freddie Mac Gold Pool 3.5% 4/1/2046  | 2246923 | 2046244 |
| Freddie Mac Gold Pool 3.5% 4/1/2046  | 681276 | 619152 |
| Freddie Mac Gold Pool 3.5% 4/1/2052  | 34279196 | 30501760 |
| Freddie Mac Gold Pool 3.5% 5/1/2033  | 69065 | 67269 |
| Freddie Mac Gold Pool 3.5% 5/1/2034  | 248009 | 240482 |
| Freddie Mac Gold Pool 3.5% 5/1/2034  | 40540 | 39320 |
| Freddie Mac Gold Pool 3.5% 5/1/2040  | 949078 | 886358 |
| Freddie Mac Gold Pool 3.5% 5/1/2040  | 172915 | 161302 |
| Freddie Mac Gold Pool 3.5% 5/1/2045  | 900993 | 824553 |
| Freddie Mac Gold Pool 3.5% 5/1/2045  | 124604 | 114027 |
| Freddie Mac Gold Pool 3.5% 5/1/2045  | 67024 | 61101 |
| Freddie Mac Gold Pool 3.5% 5/1/2045  | 30386 | 27701 |
| Freddie Mac Gold Pool 3.5% 5/1/2045  | 11062 | 10064 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 4690749 | 4283532 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 2231067 | 2031805 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 985854 | 895956 |
| Freddie Mac Gold Pool 3.5% 5/1/2049  | 137828 | 124535 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 332578 | 295826 |
| Freddie Mac Gold Pool 3.5% 6/1/2032  | 2279362 | 2225093 |
| Freddie Mac Gold Pool 3.5% 6/1/2040  | 824250 | 754755 |
| Freddie Mac Gold Pool 3.5% 6/1/2045  | 3743495 | 3412663 |
| Freddie Mac Gold Pool 3.5% 6/1/2045  | 1085318 | 987368 |
| Freddie Mac Gold Pool 3.5% 6/1/2045  | 214578 | 195950 |
| Freddie Mac Gold Pool 3.5% 6/1/2045  | 173492 | 159463 |
| Freddie Mac Gold Pool 3.5% 6/1/2045  | 7043 | 6420 |
| Freddie Mac Gold Pool 3.5% 7/1/2032  | 1959690 | 1913063 |
| Freddie Mac Gold Pool 3.5% 7/1/2032  | 556062 | 542708 |
| Freddie Mac Gold Pool 3.5% 7/1/2040  | 118558 | 108562 |
| Freddie Mac Gold Pool 3.5% 7/1/2042  | 880912 | 815860 |
| Freddie Mac Gold Pool 3.5% 7/1/2046  | 7021 | 6393 |
| Freddie Mac Gold Pool 3.5% 7/1/2047  | 1700594 | 1547738 |
| Freddie Mac Gold Pool 3.5% 7/1/2052  | 805529 | 718525 |
| Freddie Mac Gold Pool 3.5% 8/1/2034  | 414836 | 402043 |
| Freddie Mac Gold Pool 3.5% 8/1/2034  | 31382 | 30422 |
| Freddie Mac Gold Pool 3.5% 8/1/2040  | 538810 | 493381 |
| Freddie Mac Gold Pool 3.5% 8/1/2042  | 2068121 | 1916564 |
| Freddie Mac Gold Pool 3.5% 8/1/2047  | 2638386 | 2401238 |
| Freddie Mac Gold Pool 3.5% 8/1/2047  | 302589 | 275391 |
| Freddie Mac Gold Pool 3.5% 8/1/2047  | 207551 | 188896 |
| Freddie Mac Gold Pool 3.5% 8/1/2051  | 4342318 | 3900450 |
| Freddie Mac Gold Pool 3.5% 9/1/2040  | 405888 | 369256 |
| Freddie Mac Gold Pool 3.5% 9/1/2042  | 6176739 | 5716468 |
| Freddie Mac Gold Pool 3.5% 9/1/2042  | 1115782 | 1031990 |
| Freddie Mac Gold Pool 3.5% 9/1/2042  | 3721 | 3442 |
| Freddie Mac Gold Pool 3.5% 9/1/2046  | 797707 | 727209 |
| Freddie Mac Gold Pool 3.5% 9/1/2046  | 125379 | 113828 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 59030 | 53724 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 48352 | 44006 |
| Freddie Mac Gold Pool 3.5% 9/1/2052  | 521915 | 463586 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 2195311 | 2097801 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 50273 | 48223 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 12086 | 11519 |
| Freddie Mac Gold Pool 4% 1/1/2042  | 3470 | 3304 |
| Freddie Mac Gold Pool 4% 1/1/2043  | 16438 | 15570 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 60779 | 57399 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 49432 | 46790 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 792459 | 755150 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 94832 | 90439 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 88193 | 84148 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 47448 | 45285 |
| Freddie Mac Gold Pool 4% 10/1/2042  | 31434 | 29881 |
| Freddie Mac Gold Pool 4% 10/1/2042  | 12622 | 12133 |
| Freddie Mac Gold Pool 4% 10/1/2042  | 8616 | 8162 |
| Freddie Mac Gold Pool 4% 10/1/2043  | 160526 | 151995 |
| Freddie Mac Gold Pool 4% 10/1/2043  | 64450 | 60869 |
| Freddie Mac Gold Pool 4% 10/1/2043  | 21898 | 20775 |
| Freddie Mac Gold Pool 4% 10/1/2043  | 17531 | 16560 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 6913295 | 6415743 |
| Freddie Mac Gold Pool 4% 11/1/2041  | 134523 | 128035 |
| Freddie Mac Gold Pool 4% 11/1/2041  | 27763 | 26597 |
| Freddie Mac Gold Pool 4% 11/1/2041  | 3628 | 3460 |
| Freddie Mac Gold Pool 4% 11/1/2042  | 2195728 | 2090698 |
| Freddie Mac Gold Pool 4% 11/1/2042  | 1453980 | 1386878 |
| Freddie Mac Gold Pool 4% 11/1/2042  | 134645 | 128008 |
| Freddie Mac Gold Pool 4% 11/1/2042  | 115484 | 109557 |
| Freddie Mac Gold Pool 4% 11/1/2042  | 55802 | 53039 |
| Freddie Mac Gold Pool 4% 11/1/2042  | 42078 | 39871 |
| Freddie Mac Gold Pool 4% 11/1/2042  | 4279 | 4149 |
| Freddie Mac Gold Pool 4% 11/1/2043  | 372055 | 353102 |
| Freddie Mac Gold Pool 4% 11/1/2045  | 205749 | 192847 |
| Freddie Mac Gold Pool 4% 11/1/2047  | 1943134 | 1815212 |
| Freddie Mac Gold Pool 4% 11/1/2051  | 227886 | 212696 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 24561 | 23536 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 10726 | 10256 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 10129 | 9685 |
| Freddie Mac Gold Pool 4% 12/1/2042  | 1060587 | 1010502 |
| Freddie Mac Gold Pool 4% 12/1/2042  | 46926 | 44517 |
| Freddie Mac Gold Pool 4% 12/1/2042  | 25514 | 24351 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 2783395 | 2612333 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 470878 | 447041 |
| Freddie Mac Gold Pool 4% 12/1/2047  | 7079134 | 6613095 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 571449 | 544576 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 2390 | 2282 |
| Freddie Mac Gold Pool 4% 2/1/2042  | 3379173 | 3214083 |
| Freddie Mac Gold Pool 4% 2/1/2042  | 55308 | 52786 |
| Freddie Mac Gold Pool 4% 2/1/2042  | 1118 | 1074 |
| Freddie Mac Gold Pool 4% 2/1/2043  | 93854 | 88993 |
| Freddie Mac Gold Pool 4% 2/1/2043  | 82645 | 78298 |
| Freddie Mac Gold Pool 4% 2/1/2043  | 53624 | 50816 |
| Freddie Mac Gold Pool 4% 2/1/2043  | 35518 | 33616 |
| Freddie Mac Gold Pool 4% 2/1/2044  | 64997 | 61509 |
| Freddie Mac Gold Pool 4% 2/1/2044  | 35524 | 33694 |
| Freddie Mac Gold Pool 4% 2/1/2044  | 26327 | 24836 |
| Freddie Mac Gold Pool 4% 2/1/2045  | 1528095 | 1444630 |
| Freddie Mac Gold Pool 4% 2/1/2046  | 182711 | 171139 |
| Freddie Mac Gold Pool 4% 2/1/2046  | 91666 | 85860 |
| Freddie Mac Gold Pool 4% 2/1/2046  | 39164 | 36757 |
| Freddie Mac Gold Pool 4% 2/1/2048  | 2113905 | 1972760 |
| Freddie Mac Gold Pool 4% 2/1/2048  | 119823 | 112160 |
| Freddie Mac Gold Pool 4% 2/1/2052  | 115729 | 108015 |
| Freddie Mac Gold Pool 4% 2/1/2052  | 97763 | 91247 |
| Freddie Mac Gold Pool 4% 2/1/2053  | 7502807 | 6953450 |
| Freddie Mac Gold Pool 4% 3/1/2042  | 67549 | 64452 |
| Freddie Mac Gold Pool 4% 3/1/2042  | 66118 | 62878 |
| Freddie Mac Gold Pool 4% 3/1/2042  | 14283 | 13542 |
| Freddie Mac Gold Pool 4% 3/1/2043  | 29327 | 27945 |
| Freddie Mac Gold Pool 4% 3/1/2043  | 16767 | 15875 |
| Freddie Mac Gold Pool 4% 3/1/2044  | 58287 | 55056 |
| Freddie Mac Gold Pool 4% 4/1/2040  | 1820 | 1760 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 899697 | 855574 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 695799 | 662749 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 26431 | 25063 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 24458 | 23421 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 21133 | 20067 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 19279 | 18444 |
| Freddie Mac Gold Pool 4% 4/1/2043  | 1147385 | 1090456 |
| Freddie Mac Gold Pool 4% 4/1/2043  | 57598 | 54716 |
| Freddie Mac Gold Pool 4% 4/1/2043  | 16780 | 16122 |
| Freddie Mac Gold Pool 4% 4/1/2046  | 576833 | 541021 |
| Freddie Mac Gold Pool 4% 4/1/2048  | 430796 | 402032 |
| Freddie Mac Gold Pool 4% 4/1/2048  | 360236 | 335845 |
| Freddie Mac Gold Pool 4% 4/1/2048  | 194576 | 181402 |
| Freddie Mac Gold Pool 4% 4/1/2048  | 77715 | 72454 |
| Freddie Mac Gold Pool 4% 4/1/2048  | 36382 | 33919 |
| Freddie Mac Gold Pool 4% 4/1/2052  | 249076 | 232473 |
| Freddie Mac Gold Pool 4% 4/1/2052  | 166397 | 155305 |
| Freddie Mac Gold Pool 4% 5/1/2037  | 3737581 | 3591835 |
| Freddie Mac Gold Pool 4% 5/1/2038  | 4757252 | 4558365 |
| Freddie Mac Gold Pool 4% 5/1/2042  | 116287 | 110984 |
| Freddie Mac Gold Pool 4% 5/1/2043  | 70504 | 66754 |
| Freddie Mac Gold Pool 4% 5/1/2043  | 23312 | 22047 |
| Freddie Mac Gold Pool 4% 5/1/2043  | 19905 | 18818 |
| Freddie Mac Gold Pool 4% 5/1/2043  | 19453 | 18394 |
| Freddie Mac Gold Pool 4% 5/1/2043  | 7676 | 7271 |
| Freddie Mac Gold Pool 4% 5/1/2045  | 1467401 | 1399322 |
| Freddie Mac Gold Pool 4% 5/1/2045  | 114403 | 107618 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 5003958 | 4680789 |
| Freddie Mac Gold Pool 4% 6/1/2041  | 34025 | 32385 |
| Freddie Mac Gold Pool 4% 6/1/2041  | 6036 | 5888 |
| Freddie Mac Gold Pool 4% 6/1/2042  | 40118 | 38182 |
| Freddie Mac Gold Pool 4% 6/1/2043  | 65426 | 62410 |
| Freddie Mac Gold Pool 4% 6/1/2043  | 29994 | 28377 |
| Freddie Mac Gold Pool 4% 6/1/2047  | 4546460 | 4267045 |
| Freddie Mac Gold Pool 4% 6/1/2047  | 415065 | 388778 |
| Freddie Mac Gold Pool 4% 6/1/2052  | 127523 | 119023 |
| Freddie Mac Gold Pool 4% 7/1/2041  | 323493 | 307821 |
| Freddie Mac Gold Pool 4% 7/1/2042  | 996314 | 945958 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 148169 | 140276 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 134235 | 127454 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 94237 | 89455 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 60085 | 56799 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 42136 | 39846 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 36602 | 34598 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 10770 | 10183 |
| Freddie Mac Gold Pool 4% 7/1/2044  | 795861 | 759687 |
| Freddie Mac Gold Pool 4% 7/1/2052  | 207847 | 193993 |
| Freddie Mac Gold Pool 4% 8/1/2040  | 1720 | 1642 |
| Freddie Mac Gold Pool 4% 8/1/2043  | 76453 | 72361 |
| Freddie Mac Gold Pool 4% 8/1/2043  | 42454 | 40465 |
| Freddie Mac Gold Pool 4% 8/1/2043  | 36869 | 35140 |
| Freddie Mac Gold Pool 4% 8/1/2043  | 9746 | 9213 |
| Freddie Mac Gold Pool 4% 8/1/2044  | 17402 | 16538 |
| Freddie Mac Gold Pool 4% 8/1/2044  | 17053 | 16108 |
| Freddie Mac Gold Pool 4% 8/1/2052  | 122142 | 113962 |
| Freddie Mac Gold Pool 4% 9/1/2040  | 53884 | 51490 |
| Freddie Mac Gold Pool 4% 9/1/2041  | 97618 | 93119 |
| Freddie Mac Gold Pool 4% 9/1/2041  | 35686 | 34032 |
| Freddie Mac Gold Pool 4% 9/1/2041  | 32424 | 30857 |
| Freddie Mac Gold Pool 4% 9/1/2041  | 20226 | 19355 |
| Freddie Mac Gold Pool 4% 9/1/2042  | 1874018 | 1782599 |
| Freddie Mac Gold Pool 4% 9/1/2042  | 85074 | 81330 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 2256334 | 2158752 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 97645 | 92621 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 97652 | 92579 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 83448 | 78944 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 82650 | 78120 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 77807 | 73717 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 44944 | 42605 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 30697 | 28991 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 13472 | 12823 |
| Freddie Mac Gold Pool 4% 9/1/2051  | 1936076 | 1777375 |
| Freddie Mac Gold Pool 4% 9/1/2051  | 268944 | 251185 |
| Freddie Mac Gold Pool 4.5% 1/1/2041  | 1067464 | 1051017 |
| Freddie Mac Gold Pool 4.5% 1/1/2041  | 30542 | 30080 |
| Freddie Mac Gold Pool 4.5% 1/1/2041  | 20486 | 20203 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 87333 | 83562 |
| Freddie Mac Gold Pool 4.5% 10/1/2039  | 13985 | 13783 |
| Freddie Mac Gold Pool 4.5% 10/1/2040  | 92181 | 90732 |
| Freddie Mac Gold Pool 4.5% 10/1/2040  | 56310 | 55342 |
| Freddie Mac Gold Pool 4.5% 10/1/2041  | 244159 | 239868 |
| Freddie Mac Gold Pool 4.5% 10/1/2044  | 1517012 | 1485863 |
| Freddie Mac Gold Pool 4.5% 10/1/2048  | 2723251 | 2626092 |
| Freddie Mac Gold Pool 4.5% 10/1/2048  | 282046 | 270221 |
| Freddie Mac Gold Pool 4.5% 11/1/2039  | 1593 | 1570 |
| Freddie Mac Gold Pool 4.5% 11/1/2040  | 4883 | 4807 |
| Freddie Mac Gold Pool 4.5% 12/1/2039  | 796 | 784 |
| Freddie Mac Gold Pool 4.5% 12/1/2040  | 28992 | 28490 |
| Freddie Mac Gold Pool 4.5% 12/1/2040  | 23285 | 22883 |
| Freddie Mac Gold Pool 4.5% 12/1/2040  | 1939 | 1905 |
| Freddie Mac Gold Pool 4.5% 12/1/2045  | 273168 | 269312 |
| Freddie Mac Gold Pool 4.5% 12/1/2047  | 813446 | 781120 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 2186993 | 2098715 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 7821 | 7484 |
| Freddie Mac Gold Pool 4.5% 2/1/2040  | 6582 | 6488 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 147862 | 145598 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 38405 | 37794 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 38149 | 37476 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 38083 | 37400 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 35926 | 35368 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 28025 | 27604 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 23649 | 23308 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 18228 | 17952 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 16310 | 16026 |
| Freddie Mac Gold Pool 4.5% 2/1/2044  | 108992 | 106023 |
| Freddie Mac Gold Pool 4.5% 2/1/2044  | 25118 | 24595 |
| Freddie Mac Gold Pool 4.5% 3/1/2041  | 159152 | 156673 |
| Freddie Mac Gold Pool 4.5% 3/1/2041  | 36821 | 36248 |
| Freddie Mac Gold Pool 4.5% 3/1/2041  | 26209 | 25784 |
| Freddie Mac Gold Pool 4.5% 3/1/2041  | 7694 | 7573 |
| Freddie Mac Gold Pool 4.5% 3/1/2042  | 4068 | 4005 |
| Freddie Mac Gold Pool 4.5% 3/1/2044  | 65753 | 63962 |
| Freddie Mac Gold Pool 4.5% 3/1/2044  | 39714 | 38632 |
| Freddie Mac Gold Pool 4.5% 3/1/2044  | 20559 | 19999 |
| Freddie Mac Gold Pool 4.5% 4/1/2041  | 51795 | 50855 |
| Freddie Mac Gold Pool 4.5% 4/1/2041  | 50803 | 49938 |
| Freddie Mac Gold Pool 4.5% 4/1/2041  | 5782 | 5677 |
| Freddie Mac Gold Pool 4.5% 4/1/2041  | 2310 | 2273 |
| Freddie Mac Gold Pool 4.5% 4/1/2048  | 454707 | 436637 |
| Freddie Mac Gold Pool 4.5% 4/1/2048  | 148648 | 142740 |
| Freddie Mac Gold Pool 4.5% 4/1/2048  | 145418 | 139639 |
| Freddie Mac Gold Pool 4.5% 5/1/2039  | 815498 | 804087 |
| Freddie Mac Gold Pool 4.5% 5/1/2039  | 129964 | 128197 |
| Freddie Mac Gold Pool 4.5% 5/1/2039  | 17705 | 17471 |
| Freddie Mac Gold Pool 4.5% 5/1/2040  | 5137 | 5061 |
| Freddie Mac Gold Pool 4.5% 5/1/2040  | 4240 | 4186 |
| Freddie Mac Gold Pool 4.5% 5/1/2041  | 55173 | 54219 |
| Freddie Mac Gold Pool 4.5% 5/1/2041  | 54034 | 53056 |
| Freddie Mac Gold Pool 4.5% 5/1/2041  | 21827 | 21482 |
| Freddie Mac Gold Pool 4.5% 5/1/2048  | 296706 | 284915 |
| Freddie Mac Gold Pool 4.5% 6/1/2025  | 44 | 44 |
| Freddie Mac Gold Pool 4.5% 6/1/2040  | 10801 | 10641 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 58031 | 57180 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 42059 | 41317 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 36032 | 35508 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 26073 | 25614 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 17229 | 17009 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 16806 | 16520 |
| Freddie Mac Gold Pool 4.5% 6/1/2041  | 4298 | 4225 |
| Freddie Mac Gold Pool 4.5% 6/1/2047  | 462616 | 445533 |
| Freddie Mac Gold Pool 4.5% 7/1/2025  | 834 | 832 |
| Freddie Mac Gold Pool 4.5% 7/1/2040  | 69890 | 68874 |
| Freddie Mac Gold Pool 4.5% 7/1/2040  | 30595 | 30093 |
| Freddie Mac Gold Pool 4.5% 7/1/2040  | 27538 | 27116 |
| Freddie Mac Gold Pool 4.5% 7/1/2040  | 2345 | 2309 |
| Freddie Mac Gold Pool 4.5% 7/1/2041  | 2870 | 2824 |
| Freddie Mac Gold Pool 4.5% 7/1/2044  | 6307 | 6123 |
| Freddie Mac Gold Pool 4.5% 7/1/2047  | 841042 | 812612 |
| Freddie Mac Gold Pool 4.5% 7/1/2047  | 365959 | 352331 |
| Freddie Mac Gold Pool 4.5% 7/1/2049  | 48297 | 46197 |
| Freddie Mac Gold Pool 4.5% 8/1/2033  | 8126 | 8060 |
| Freddie Mac Gold Pool 4.5% 8/1/2035  | 370 | 366 |
| Freddie Mac Gold Pool 4.5% 8/1/2039  | 1065 | 1049 |
| Freddie Mac Gold Pool 4.5% 8/1/2040  | 15075 | 14838 |
| Freddie Mac Gold Pool 4.5% 8/1/2040  | 3854 | 3794 |
| Freddie Mac Gold Pool 4.5% 8/1/2040  | 2495 | 2457 |
| Freddie Mac Gold Pool 4.5% 8/1/2041  | 174483 | 171686 |
| Freddie Mac Gold Pool 4.5% 8/1/2041  | 24456 | 24023 |
| Freddie Mac Gold Pool 4.5% 8/1/2041  | 18385 | 18104 |
| Freddie Mac Gold Pool 4.5% 8/1/2041  | 4141 | 4076 |
| Freddie Mac Gold Pool 4.5% 8/1/2052  | 23827463 | 22567800 |
| Freddie Mac Gold Pool 4.5% 9/1/2039  | 260573 | 256861 |
| Freddie Mac Gold Pool 4.5% 9/1/2039  | 110737 | 109379 |
| Freddie Mac Gold Pool 4.5% 9/1/2039  | 1547 | 1524 |
| Freddie Mac Gold Pool 4.5% 9/1/2039  | 709 | 700 |
| Freddie Mac Gold Pool 4.5% 9/1/2041  | 242600 | 238763 |
| Freddie Mac Gold Pool 4.5% 9/1/2041  | 182138 | 179189 |
| Freddie Mac Gold Pool 4.5% 9/1/2041  | 24399 | 24020 |
| Freddie Mac Gold Pool 4.5% 9/1/2041  | 4887 | 4810 |
| Freddie Mac Gold Pool 4.5% 9/1/2052  | 19299259 | 18271446 |
| Freddie Mac Gold Pool 5% 1/1/2035  | 188364 | 189640 |
| Freddie Mac Gold Pool 5% 1/1/2037  | 8516 | 8577 |
| Freddie Mac Gold Pool 5% 1/1/2040  | 163709 | 164782 |
| Freddie Mac Gold Pool 5% 1/1/2041  | 2236 | 2250 |
| Freddie Mac Gold Pool 5% 1/1/2053  | 11608593 | 11342406 |
| Freddie Mac Gold Pool 5% 10/1/2033  | 21230 | 21375 |
| Freddie Mac Gold Pool 5% 10/1/2033  | 15020 | 15121 |
| Freddie Mac Gold Pool 5% 10/1/2033  | 752 | 757 |
| Freddie Mac Gold Pool 5% 10/1/2033  | 392 | 395 |
| Freddie Mac Gold Pool 5% 10/1/2052  | 4406602 | 4316574 |
| Freddie Mac Gold Pool 5% 11/1/2034  | 128 | 129 |
| Freddie Mac Gold Pool 5% 11/1/2035  | 12076 | 12162 |
| Freddie Mac Gold Pool 5% 11/1/2037  | 1038 | 1045 |
| Freddie Mac Gold Pool 5% 11/1/2040  | 4306 | 4334 |
| Freddie Mac Gold Pool 5% 11/1/2052  | 12594746 | 12333497 |
| Freddie Mac Gold Pool 5% 11/1/2052  | 2724995 | 2676987 |
| Freddie Mac Gold Pool 5% 11/1/2052  | 60495 | 58920 |
| Freddie Mac Gold Pool 5% 12/1/2033  | 14075 | 14173 |
| Freddie Mac Gold Pool 5% 12/1/2033  | 8237 | 8293 |
| Freddie Mac Gold Pool 5% 12/1/2033  | 2710 | 2728 |
| Freddie Mac Gold Pool 5% 12/1/2034  | 2192 | 2207 |
| Freddie Mac Gold Pool 5% 12/1/2034  | 1474 | 1485 |
| Freddie Mac Gold Pool 5% 12/1/2035  | 33512 | 33754 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 6428450 | 6295107 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 3420021 | 3349081 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 1519757 | 1488233 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 1415207 | 1385852 |
| Freddie Mac Gold Pool 5% 2/1/2035  | 19592 | 19714 |
| Freddie Mac Gold Pool 5% 2/1/2040  | 32121 | 32326 |
| Freddie Mac Gold Pool 5% 2/1/2041  | 12839 | 12917 |
| Freddie Mac Gold Pool 5% 2/1/2041  | 5019 | 5049 |
| Freddie Mac Gold Pool 5% 3/1/2041  | 6652 | 6695 |
| Freddie Mac Gold Pool 5% 3/1/2041  | 6471 | 6510 |
| Freddie Mac Gold Pool 5% 3/1/2041  | 1508 | 1510 |
| Freddie Mac Gold Pool 5% 4/1/2034  | 6915 | 6963 |
| Freddie Mac Gold Pool 5% 4/1/2035  | 49030 | 49365 |
| Freddie Mac Gold Pool 5% 4/1/2035  | 17294 | 17417 |
| Freddie Mac Gold Pool 5% 4/1/2035  | 12669 | 12759 |
| Freddie Mac Gold Pool 5% 4/1/2036  | 123971 | 124862 |
| Freddie Mac Gold Pool 5% 4/1/2038  | 50423 | 50756 |
| Freddie Mac Gold Pool 5% 4/1/2040  | 108122 | 108817 |
| Freddie Mac Gold Pool 5% 4/1/2041  | 2675 | 2690 |
| Freddie Mac Gold Pool 5% 5/1/2034  | 8369 | 8426 |
| Freddie Mac Gold Pool 5% 5/1/2034  | 5832 | 5871 |
| Freddie Mac Gold Pool 5% 5/1/2034  | 4195 | 4224 |
| Freddie Mac Gold Pool 5% 5/1/2034  | 684 | 689 |
| Freddie Mac Gold Pool 5% 5/1/2035  | 47892 | 48233 |
| Freddie Mac Gold Pool 5% 5/1/2035  | 1705 | 1717 |
| Freddie Mac Gold Pool 5% 5/1/2040  | 28832 | 29021 |
| Freddie Mac Gold Pool 5% 5/1/2041  | 9060 | 9113 |
| Freddie Mac Gold Pool 5% 6/1/2035  | 8969 | 9032 |
| Freddie Mac Gold Pool 5% 6/1/2035  | 3982 | 4011 |
| Freddie Mac Gold Pool 5% 6/1/2038  | 3389 | 3411 |
| Freddie Mac Gold Pool 5% 6/1/2038  | 2509 | 2526 |
| Freddie Mac Gold Pool 5% 6/1/2040  | 103797 | 104468 |
| Freddie Mac Gold Pool 5% 6/1/2040  | 69290 | 69739 |
| Freddie Mac Gold Pool 5% 6/1/2041  | 1384579 | 1393408 |
| Freddie Mac Gold Pool 5% 6/1/2041  | 7149 | 7181 |
| Freddie Mac Gold Pool 5% 6/1/2052  | 6553873 | 6442505 |
| Freddie Mac Gold Pool 5% 6/1/2053  | 4281482 | 4223446 |
| Freddie Mac Gold Pool 5% 7/1/2034  | 192 | 193 |
| Freddie Mac Gold Pool 5% 7/1/2035  | 312677 | 314867 |
| Freddie Mac Gold Pool 5% 7/1/2035  | 43533 | 43846 |
| Freddie Mac Gold Pool 5% 7/1/2035  | 2666 | 2685 |
| Freddie Mac Gold Pool 5% 7/1/2035  | 2288 | 2305 |
| Freddie Mac Gold Pool 5% 7/1/2035  | 977 | 984 |
| Freddie Mac Gold Pool 5% 7/1/2035  | 810 | 816 |
| Freddie Mac Gold Pool 5% 7/1/2035  | 711 | 715 |
| Freddie Mac Gold Pool 5% 7/1/2035  | 255 | 257 |
| Freddie Mac Gold Pool 5% 7/1/2040  | 12952 | 13038 |
| Freddie Mac Gold Pool 5% 7/1/2040  | 1375 | 1384 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 5288 | 5320 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 4800 | 4831 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 4685 | 4715 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 4565 | 4592 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 2962 | 2975 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 2890 | 2907 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 1492 | 1503 |
| Freddie Mac Gold Pool 5% 8/1/2033  | 5678 | 5717 |
| Freddie Mac Gold Pool 5% 8/1/2033  | 1711 | 1722 |
| Freddie Mac Gold Pool 5% 8/1/2034  | 75847 | 76369 |
| Freddie Mac Gold Pool 5% 8/1/2035  | 6222 | 6264 |
| Freddie Mac Gold Pool 5% 8/1/2035  | 865 | 871 |
| Freddie Mac Gold Pool 5% 8/1/2036  | 1733 | 1746 |
| Freddie Mac Gold Pool 5% 8/1/2040  | 59729 | 60122 |
| Freddie Mac Gold Pool 5% 8/1/2040  | 3094 | 3114 |
| Freddie Mac Gold Pool 5% 9/1/2033  | 18230 | 18352 |
| Freddie Mac Gold Pool 5% 9/1/2035  | 39847 | 40136 |
| Freddie Mac Gold Pool 5% 9/1/2035  | 1788 | 1800 |
| Freddie Mac Gold Pool 5% 9/1/2035  | 192 | 194 |
| Freddie Mac Gold Pool 5.5% 1/1/2055  | 50478946 | 50651454 |
| Freddie Mac Gold Pool 5.5% 1/1/2055  | 11470101 | 11459117 |
| Freddie Mac Gold Pool 5.5% 2/1/2054  | 1504446 | 1495013 |
| Freddie Mac Gold Pool 5.5% 2/1/2055  | 249668 | 247322 |
| Freddie Mac Gold Pool 5.5% 3/1/2053 (w)(x)(y) | 19184650 | 19238221 |
| Freddie Mac Gold Pool 5.5% 4/1/2054  | 1874837 | 1861910 |
| Freddie Mac Gold Pool 5.5% 4/1/2055  | 17000000 | 16845596 |
| Freddie Mac Gold Pool 5.5% 5/1/2053  | 7872463 | 7860004 |
| Freddie Mac Gold Pool 5.5% 5/1/2055  | 10572471 | 10476446 |
| Freddie Mac Gold Pool 5.5% 6/1/2055  | 52526 | 52049 |
| Freddie Mac Gold Pool 5.5% 9/1/2052  | 12817981 | 12805706 |
| Freddie Mac Gold Pool 6% 1/1/2029  | 883 | 898 |
| Freddie Mac Gold Pool 6% 1/1/2029  | 253 | 258 |
| Freddie Mac Gold Pool 6% 1/1/2029  | 89 | 91 |
| Freddie Mac Gold Pool 6% 1/1/2032  | 4303 | 4444 |
| Freddie Mac Gold Pool 6% 1/1/2032  | 2731 | 2819 |
| Freddie Mac Gold Pool 6% 10/1/2032  | 2292 | 2373 |
| Freddie Mac Gold Pool 6% 10/1/2054  | 9991163 | 10234056 |
| Freddie Mac Gold Pool 6% 11/1/2029  | 216 | 220 |
| Freddie Mac Gold Pool 6% 11/1/2031  | 2912 | 3009 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 3177366 | 3237730 |
| Freddie Mac Gold Pool 6% 12/1/2032  | 1202 | 1244 |
| Freddie Mac Gold Pool 6% 12/1/2037  | 62611 | 65688 |
| Freddie Mac Gold Pool 6% 12/1/2037  | 16199 | 16997 |
| Freddie Mac Gold Pool 6% 2/1/2029  | 154 | 157 |
| Freddie Mac Gold Pool 6% 2/1/2029  | 145 | 148 |
| Freddie Mac Gold Pool 6% 2/1/2029  | 93 | 95 |
| Freddie Mac Gold Pool 6% 2/1/2029  | 8 | 8 |
| Freddie Mac Gold Pool 6% 2/1/2055  | 5639081 | 5776171 |
| Freddie Mac Gold Pool 6% 3/1/2029  | 552 | 563 |
| Freddie Mac Gold Pool 6% 3/1/2029  | 201 | 205 |
| Freddie Mac Gold Pool 6% 3/1/2029  | 99 | 101 |
| Freddie Mac Gold Pool 6% 3/1/2029  | 81 | 83 |
| Freddie Mac Gold Pool 6% 3/1/2053  | 5736562 | 5879608 |
| Freddie Mac Gold Pool 6% 4/1/2029  | 78 | 79 |
| Freddie Mac Gold Pool 6% 4/1/2029  | 23 | 24 |
| Freddie Mac Gold Pool 6% 4/1/2031  | 2228 | 2295 |
| Freddie Mac Gold Pool 6% 4/1/2033  | 7892 | 8166 |
| Freddie Mac Gold Pool 6% 4/1/2054  | 26790429 | 27416610 |
| Freddie Mac Gold Pool 6% 5/1/2029  | 472 | 478 |
| Freddie Mac Gold Pool 6% 5/1/2029  | 94 | 96 |
| Freddie Mac Gold Pool 6% 5/1/2033  | 56208 | 57886 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 10093299 | 10338675 |
| Freddie Mac Gold Pool 6% 6/1/2029  | 1081 | 1098 |
| Freddie Mac Gold Pool 6% 6/1/2029  | 200 | 204 |
| Freddie Mac Gold Pool 6% 6/1/2029  | 91 | 93 |
| Freddie Mac Gold Pool 6% 6/1/2031  | 749 | 773 |
| Freddie Mac Gold Pool 6% 6/1/2054  | 141341 | 142823 |
| Freddie Mac Gold Pool 6% 7/1/2028  | 43 | 44 |
| Freddie Mac Gold Pool 6% 7/1/2029  | 356 | 362 |
| Freddie Mac Gold Pool 6% 7/1/2029  | 339 | 345 |
| Freddie Mac Gold Pool 6% 7/1/2029  | 178 | 181 |
| Freddie Mac Gold Pool 6% 7/1/2029  | 156 | 158 |
| Freddie Mac Gold Pool 6% 7/1/2029  | 126 | 129 |
| Freddie Mac Gold Pool 6% 7/1/2029  | 109 | 111 |
| Freddie Mac Gold Pool 6% 7/1/2029  | 64 | 65 |
| Freddie Mac Gold Pool 6% 7/1/2029  | 52 | 53 |
| Freddie Mac Gold Pool 6% 7/1/2032  | 5717 | 5898 |
| Freddie Mac Gold Pool 6% 7/1/2033  | 7488 | 7768 |
| Freddie Mac Gold Pool 6% 7/1/2037  | 4479 | 4700 |
| Freddie Mac Gold Pool 6% 7/1/2039  | 21710037 | 22240884 |
| Freddie Mac Gold Pool 6% 8/1/2037  | 84393 | 88400 |
| Freddie Mac Gold Pool 6% 9/1/2033  | 43389 | 44965 |
| Freddie Mac Gold Pool 6% 9/1/2039  | 13070693 | 13455647 |
| Freddie Mac Gold Pool 6% 9/1/2054  | 10805096 | 11077906 |
| Freddie Mac Gold Pool 6% 9/1/2054  | 3473058 | 3541211 |
| Freddie Mac Gold Pool 6.5% 1/1/2032  | 28489 | 29651 |
| Freddie Mac Gold Pool 6.5% 1/1/2054 (x) | 14751952 | 15296263 |
| Freddie Mac Gold Pool 6.5% 1/1/2054  | 9957119 | 10318289 |
| Freddie Mac Gold Pool 6.5% 1/1/2054  | 229638 | 238398 |
| Freddie Mac Gold Pool 6.5% 10/1/2032  | 16412 | 17117 |
| Freddie Mac Gold Pool 6.5% 10/1/2053  | 3948951 | 4092189 |
| Freddie Mac Gold Pool 6.5% 10/1/2053  | 3883687 | 4026986 |
| Freddie Mac Gold Pool 6.5% 12/1/2053  | 87825 | 91250 |
| Freddie Mac Gold Pool 6.5% 2/1/2037  | 1825 | 1920 |
| Freddie Mac Gold Pool 6.5% 2/1/2054  | 42786646 | 44338626 |
| Freddie Mac Gold Pool 6.5% 3/1/2032  | 35 | 37 |
| Freddie Mac Gold Pool 6.5% 3/1/2036  | 84540 | 87954 |
| Freddie Mac Gold Pool 6.5% 3/1/2037  | 1597 | 1695 |
| Freddie Mac Gold Pool 6.5% 4/1/2032  | 1690 | 1759 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 45304051 | 47088918 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 3391346 | 3532640 |
| Freddie Mac Gold Pool 6.5% 7/1/2032  | 431 | 448 |
| Freddie Mac Gold Pool 6.5% 8/1/2032  | 6591 | 6857 |
| Freddie Mac Gold Pool 6.5% 8/1/2032  | 4445 | 4634 |
| Freddie Mac Gold Pool 6.5% 8/1/2032  | 4190 | 4365 |
| Freddie Mac Gold Pool 6.5% 9/1/2039  | 180458 | 191552 |
| Freddie Mac Gold Pool 6.5% 9/1/2053  | 4114440 | 4275574 |
| Freddie Mac Gold Pool 6.5% 9/1/2053  | 3964896 | 4108713 |
| Freddie Mac Gold Pool 6.5% 9/1/2054  | 52408200 | 54673577 |
| Freddie Mac Gold Pool 6.5% 9/1/2054  | 4019426 | 4189400 |
| Freddie Mac Gold Pool 7% 1/1/2036  | 8696 | 9153 |
| Freddie Mac Gold Pool 7% 11/1/2026  | 357 | 361 |
| Freddie Mac Gold Pool 7% 11/1/2034  | 14073 | 14809 |
| Freddie Mac Gold Pool 7% 11/1/2034  | 12618 | 13343 |
| Freddie Mac Gold Pool 7% 12/1/2026  | 1401 | 1414 |
| Freddie Mac Gold Pool 7% 2/1/2027  | 146 | 147 |
| Freddie Mac Gold Pool 7% 3/1/2026  | 538 | 539 |
| Freddie Mac Gold Pool 7% 4/1/2032  | 5567 | 5822 |
| Freddie Mac Gold Pool 7% 4/1/2032  | 2426 | 2559 |
| Freddie Mac Gold Pool 7% 7/1/2026  | 224 | 225 |
| Freddie Mac Gold Pool 7% 7/1/2029  | 23498 | 24510 |
| Freddie Mac Gold Pool 7% 8/1/2026  | 1998 | 2010 |
| Freddie Mac Gold Pool 7% 9/1/2026  | 2432 | 2449 |
| Freddie Mac Gold Pool 7% 9/1/2035  | 36407 | 38395 |
| Freddie Mac Gold Pool 7.5% 1/1/2027  | 66 | 67 |
| Freddie Mac Gold Pool 7.5% 11/1/2030  | 199 | 211 |
| Freddie Mac Gold Pool 7.5% 11/1/2030  | 17 | 18 |
| Freddie Mac Gold Pool 7.5% 11/1/2031  | 251 | 268 |
| Freddie Mac Gold Pool 7.5% 5/1/2031  | 246 | 258 |
| Freddie Mac Gold Pool 8% 11/1/2031  | 663 | 688 |
| Freddie Mac Gold Pool 8% 2/1/2030  | 72 | 74 |
| Freddie Mac Gold Pool 8% 4/1/2032  | 92 | 95 |
| Freddie Mac Gold Pool 8% 7/1/2025  | 1 | 1 |
| Freddie Mac Gold Pool 8% 7/1/2030  | 614 | 638 |
| Freddie Mac Gold Pool 8% 8/1/2030  | 1429 | 1476 |
| Freddie Mac Gold Pool 8% 8/1/2030  | 49 | 51 |
| Freddie Mac Gold Pool 8% 8/1/2030  | 21 | 22 |
| Freddie Mac Gold Pool 8% 9/1/2030  | 42 | 43 |
| Freddie Mac Gold Pool 8.5% 1/1/2028  | 10 | 10 |
| Freddie Mac Gold Pool 8.5% 11/1/2026  | 4 | 4 |
| Freddie Mac Gold Pool 8.5% 12/1/2027  | 17 | 18 |
| Freddie Mac Gold Pool 8.5% 5/1/2027  | 25 | 26 |
| Freddie Mac Gold Pool 8.5% 5/1/2027  | 9 | 9 |
| Freddie Mac Gold Pool 8.5% 8/1/2026  | 42 | 43 |
| Freddie Mac Gold Pool 8.5% 8/1/2027  | 638 | 650 |
| Freddie Mac Gold Pool 8.5% 8/1/2027  | 223 | 228 |
| Freddie Mac Gold Pool 8.5% 8/1/2027  | 39 | 39 |
| Freddie Mac Gold Pool 8.5% 9/1/2026  | 23 | 23 |
| Freddie Mac Manufactured Housing participation certificates 5.5% 4/1/2055  | 4095558 | 4063479 |
| Freddie Mac Manufactured Housing participation certificates 6% 3/1/2055  | 7265988 | 7425033 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 3700330 | 3853630 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 3444976 | 3593080 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 1088574 | 1141582 |
| Freddie Mac Multiclass Mortgage participation certificates 3% 10/1/2031  | 223459 | 216584 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.325%, 6.133% 1/1/2036 (b)(c) | 7302 | 7414 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.375%, 6.381% 3/1/2036 (b)(c) | 30014 | 30537 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.5%, 6.5% 3/1/2036 (b)(c) | 22810 | 23388 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 6.61% 12/1/2040 (b)(c) | 254137 | 263298 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 7.3% 9/1/2041 (b)(c) | 69550 | 72046 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.75%, 7.567% 7/1/2041 (b)(c) | 53699 | 55571 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.864%, 6.864% 4/1/2036 (b)(c) | 15752 | 16277 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.88%, 6.88% 4/1/2041 (b)(c) | 1197 | 1247 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.88%, 7.601% 9/1/2041 (b)(c) | 9269 | 9626 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 7.125% 5/1/2041 (b)(c) | 17223 | 17928 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 7.308% 5/1/2041 (b)(c) | 11601 | 12046 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 7.572% 6/1/2041 (b)(c) | 16557 | 17192 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.91%, 7.785% 6/1/2041 (b)(c) | 4774 | 4955 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.927%, 7.283% 10/1/2042 (b)(c) | 54625 | 56628 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.01%, 7.009% 4/1/2038 (b)(c) | 12811 | 13352 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.031%, 7.658% 3/1/2033 (b)(c) | 237 | 242 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.045%, 7.905% 7/1/2036 (b)(c) | 10755 | 11100 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.2%, 6.825% 12/1/2036 (b)(c) | 18841 | 19627 |
| Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.035%, 6.681% 6/1/2033 (b)(c) | 23529 | 23836 |
| Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.247%, 7.038% 6/1/2033 (b)(c) | 41801 | 42423 |
| Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.375%, 7.219% 3/1/2035 (b)(c) | 71659 | 73061 |
| Freddie Mac Non Gold Pool 4% 9/1/2040  | 8890 | 8510 |
| Freddie Mac Non Gold Pool 5% 8/1/2053  | 7078676 | 6891475 |
| Freddie Mac Non Gold Pool 5.5% 4/1/2055  | 11878844 | 11886029 |
| Freddie Mac Non Gold Pool 5.5% 5/1/2053  | 5393670 | 5400304 |
| Freddie Mac Non Gold Pool 5.5% 6/1/2053  | 2718760 | 2716157 |
| Freddie Mac Non Gold Pool 5.5% 7/1/2053  | 12142651 | 12131023 |
| Freddie Mac Non Gold Pool 5.5% 8/1/2053  | 12875689 | 12887501 |
| Freddie Mac Non Gold Pool 5.5% 8/1/2053  | 5456209 | 5461214 |
| Freddie Mac Non Gold Pool 5.5% 8/1/2053  | 5388003 | 5382844 |
| Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.125%, 6% 8/1/2037 (b)(c) | 9199 | 9232 |
| Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.665%, 6.29% 10/1/2036 (b)(c) | 15675 | 15943 |
| Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 1.995%, 6.662% 10/1/2035 (b)(c) | 17992 | 18394 |
| Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 2.02%, 6.635% 6/1/2037 (b)(c) | 8745 | 8987 |
| Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 3.281%, 7.906% 10/1/2035 (b)(c) | 825 | 860 |
| Freddie Mac Non Gold Pool 6% 11/1/2054  | 7773453 | 7938140 |
| Freddie Mac Non Gold Pool 6% 6/1/2053  | 5022147 | 5126975 |
| Freddie Mac Non Gold Pool 6% 6/1/2053  | 5011640 | 5108418 |
| Freddie Mac Non Gold Pool 6% 6/1/2053  | 4294402 | 4378672 |
| Freddie Mac Non Gold Pool 6% 6/1/2054  | 18436073 | 18820894 |
| Freddie Mac Non Gold Pool 6% 7/1/2053  | 4984145 | 5088181 |
| Freddie Mac Non Gold Pool 6% 7/1/2053  | 4413806 | 4500420 |
| Freddie Mac Non Gold Pool 6% 9/1/2053  | 6104891 | 6224689 |
| Freddie Mac Non Gold Pool 6.5% 1/1/2055  | 6202025 | 6480287 |
| Freddie Mac Non Gold Pool 6.5% 11/1/2054  | 2848795 | 2974829 |
| Freddie Mac Non Gold Pool 6.5% 2/1/2055  | 7121099 | 7445047 |
| Ginnie Mae I Pool 2.5% 1/20/2052  | 7312033 | 6076012 |
| Ginnie Mae I Pool 2.5% 12/20/2051  | 11283377 | 9376042 |
| Ginnie Mae I Pool 2.5% 12/20/2051  | 7533092 | 6259703 |
| Ginnie Mae I Pool 2.5% 12/20/2051  | 5900155 | 4902797 |
| Ginnie Mae I Pool 2.5% 7/20/2052  | 221431 | 185765 |
| Ginnie Mae I Pool 2.5% 8/20/2051  | 41894180 | 34812413 |
| Ginnie Mae I Pool 2.5% 8/20/2051  | 10965393 | 9111810 |
| Ginnie Mae I Pool 2.5% 8/20/2051  | 6349609 | 5276275 |
| Ginnie Mae I Pool 2.5% 9/20/2051  | 18520360 | 15389690 |
| Ginnie Mae I Pool 2.5% 9/20/2051  | 10801811 | 8975879 |
| Ginnie Mae I Pool 3% 12/15/2042  | 355111 | 318710 |
| Ginnie Mae I Pool 3% 3/15/2045  | 8885 | 7893 |
| Ginnie Mae I Pool 3% 4/15/2043  | 99374 | 88887 |
| Ginnie Mae I Pool 3% 4/15/2043  | 40710 | 36398 |
| Ginnie Mae I Pool 3% 4/15/2043  | 37461 | 33665 |
| Ginnie Mae I Pool 3% 4/15/2043  | 15975 | 14325 |
| Ginnie Mae I Pool 3% 4/15/2043  | 7200 | 6479 |
| Ginnie Mae I Pool 3% 4/15/2043  | 6820 | 6121 |
| Ginnie Mae I Pool 3% 4/15/2043  | 6535 | 5955 |
| Ginnie Mae I Pool 3% 4/15/2045  | 257348 | 229432 |
| Ginnie Mae I Pool 3% 5/15/2043  | 400990 | 358824 |
| Ginnie Mae I Pool 3% 5/15/2043  | 39413 | 34905 |
| Ginnie Mae I Pool 3% 5/15/2043  | 32675 | 29692 |
| Ginnie Mae I Pool 3% 5/15/2043  | 31221 | 28009 |
| Ginnie Mae I Pool 3% 5/15/2043  | 29223 | 26459 |
| Ginnie Mae I Pool 3% 5/15/2043  | 11536 | 10310 |
| Ginnie Mae I Pool 3% 6/15/2042  | 29451 | 26618 |
| Ginnie Mae I Pool 3% 6/15/2043  | 39631 | 35404 |
| Ginnie Mae I Pool 3% 6/15/2043  | 13589 | 12175 |
| Ginnie Mae I Pool 3% 6/20/2042  | 229899 | 208412 |
| Ginnie Mae I Pool 3% 7/15/2043  | 73887 | 66514 |
| Ginnie Mae I Pool 3% 7/15/2043  | 50056 | 44887 |
| Ginnie Mae I Pool 3% 8/15/2042  | 20406 | 18345 |
| Ginnie Mae I Pool 3% 8/15/2043  | 22024 | 19809 |
| Ginnie Mae I Pool 3% 9/15/2042  | 45205 | 40641 |
| Ginnie Mae I Pool 3.5% 1/15/2041  | 11830 | 11035 |
| Ginnie Mae I Pool 3.5% 1/15/2042  | 152699 | 141281 |
| Ginnie Mae I Pool 3.5% 1/15/2042  | 119873 | 111102 |
| Ginnie Mae I Pool 3.5% 1/15/2042  | 3143 | 2922 |
| Ginnie Mae I Pool 3.5% 1/15/2042  | 1670 | 1551 |
| Ginnie Mae I Pool 3.5% 1/15/2043  | 169908 | 157385 |
| Ginnie Mae I Pool 3.5% 1/15/2043  | 5549 | 5148 |
| Ginnie Mae I Pool 3.5% 1/20/2043  | 1045396 | 966178 |
| Ginnie Mae I Pool 3.5% 11/15/2040  | 21280 | 19843 |
| Ginnie Mae I Pool 3.5% 11/15/2042  | 391825 | 363156 |
| Ginnie Mae I Pool 3.5% 11/20/2042  | 26462 | 24496 |
| Ginnie Mae I Pool 3.5% 12/15/2040  | 4359 | 4067 |
| Ginnie Mae I Pool 3.5% 12/15/2041  | 150495 | 139607 |
| Ginnie Mae I Pool 3.5% 12/15/2041  | 135782 | 125810 |
| Ginnie Mae I Pool 3.5% 12/15/2041  | 84554 | 78746 |
| Ginnie Mae I Pool 3.5% 12/15/2041  | 14819 | 13793 |
| Ginnie Mae I Pool 3.5% 12/20/2049  | 113898 | 101581 |
| Ginnie Mae I Pool 3.5% 12/20/2049  | 52021 | 46233 |
| Ginnie Mae I Pool 3.5% 12/20/2049  | 40449 | 36176 |
| Ginnie Mae I Pool 3.5% 12/20/2049  | 12117 | 10765 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 132914 | 123082 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 105181 | 97373 |
| Ginnie Mae I Pool 3.5% 2/15/2043  | 753705 | 700221 |
| Ginnie Mae I Pool 3.5% 2/15/2043  | 30906 | 28653 |
| Ginnie Mae I Pool 3.5% 2/15/2044  | 112314 | 103290 |
| Ginnie Mae I Pool 3.5% 2/20/2043  | 2558647 | 2375962 |
| Ginnie Mae I Pool 3.5% 3/15/2042  | 945025 | 878228 |
| Ginnie Mae I Pool 3.5% 3/15/2043  | 5800 | 5369 |
| Ginnie Mae I Pool 3.5% 3/20/2043  | 1158127 | 1075126 |
| Ginnie Mae I Pool 3.5% 3/20/2043  | 474102 | 440015 |
| Ginnie Mae I Pool 3.5% 4/15/2043  | 651481 | 605616 |
| Ginnie Mae I Pool 3.5% 4/15/2043  | 120013 | 110758 |
| Ginnie Mae I Pool 3.5% 4/20/2043  | 501512 | 464640 |
| Ginnie Mae I Pool 3.5% 4/20/2043  | 193582 | 179500 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 41433 | 38516 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 29229 | 27163 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 28058 | 25923 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 24894 | 23184 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 21840 | 20224 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 9614 | 8916 |
| Ginnie Mae I Pool 3.5% 5/20/2046  | 104682 | 94278 |
| Ginnie Mae I Pool 3.5% 5/20/2046  | 69096 | 62229 |
| Ginnie Mae I Pool 3.5% 5/20/2046  | 55779 | 50235 |
| Ginnie Mae I Pool 3.5% 5/20/2046  | 52351 | 47148 |
| Ginnie Mae I Pool 3.5% 5/20/2046  | 51260 | 46166 |
| Ginnie Mae I Pool 3.5% 5/20/2046  | 36770 | 33079 |
| Ginnie Mae I Pool 3.5% 6/15/2042  | 5557 | 5148 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 52151 | 48156 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 42979 | 39621 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 36194 | 33545 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 22466 | 21003 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 17611 | 16280 |
| Ginnie Mae I Pool 3.5% 6/15/2043  | 4642 | 4285 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 257957 | 232320 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 72378 | 65185 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 69477 | 62572 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 66075 | 59508 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 58143 | 52364 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 35480 | 31954 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 24015 | 21636 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 113286 | 105028 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 38937 | 36110 |
| Ginnie Mae I Pool 3.5% 7/15/2042  | 9603 | 8898 |
| Ginnie Mae I Pool 3.5% 7/15/2043  | 20027 | 18508 |
| Ginnie Mae I Pool 3.5% 7/20/2043  | 260245 | 240350 |
| Ginnie Mae I Pool 3.5% 7/20/2046  | 6712692 | 6047632 |
| Ginnie Mae I Pool 3.5% 8/15/2042  | 9620 | 8908 |
| Ginnie Mae I Pool 3.5% 8/15/2043  | 11945 | 11021 |
| Ginnie Mae I Pool 3.5% 9/15/2041  | 2529 | 2358 |
| Ginnie Mae I Pool 3.5% 9/15/2042  | 28268 | 26146 |
| Ginnie Mae I Pool 3.5% 9/15/2042  | 16941 | 15674 |
| Ginnie Mae I Pool 3.5% 9/15/2042  | 12737 | 11908 |
| Ginnie Mae I Pool 3.5% 9/15/2042  | 11853 | 10966 |
| Ginnie Mae I Pool 3.5% 9/15/2042  | 2947 | 2730 |
| Ginnie Mae I Pool 3.5% 9/15/2043  | 10140 | 9371 |
| Ginnie Mae I Pool 4% 1/15/2040  | 28149 | 27116 |
| Ginnie Mae I Pool 4% 1/15/2040  | 27525 | 26443 |
| Ginnie Mae I Pool 4% 1/15/2041  | 148735 | 142660 |
| Ginnie Mae I Pool 4% 1/15/2041  | 5967 | 5725 |
| Ginnie Mae I Pool 4% 1/15/2041  | 4757 | 4561 |
| Ginnie Mae I Pool 4% 1/15/2042  | 13538 | 12982 |
| Ginnie Mae I Pool 4% 1/15/2043  | 44915 | 42896 |
| Ginnie Mae I Pool 4% 1/15/2047  | 90133 | 83499 |
| Ginnie Mae I Pool 4% 1/15/2047  | 78222 | 72465 |
| Ginnie Mae I Pool 4% 1/15/2047  | 57978 | 53710 |
| Ginnie Mae I Pool 4% 1/15/2047  | 27589 | 25558 |
| Ginnie Mae I Pool 4% 10/15/2039  | 33574 | 32341 |
| Ginnie Mae I Pool 4% 10/15/2040  | 158381 | 152031 |
| Ginnie Mae I Pool 4% 10/15/2040  | 150500 | 144559 |
| Ginnie Mae I Pool 4% 10/15/2040  | 140452 | 134821 |
| Ginnie Mae I Pool 4% 10/15/2040  | 14902 | 14314 |
| Ginnie Mae I Pool 4% 10/15/2040  | 11345 | 10893 |
| Ginnie Mae I Pool 4% 10/15/2040  | 6328 | 6082 |
| Ginnie Mae I Pool 4% 10/15/2040  | 4301 | 4133 |
| Ginnie Mae I Pool 4% 10/15/2041  | 302113 | 289142 |
| Ginnie Mae I Pool 4% 10/15/2041  | 146382 | 140290 |
| Ginnie Mae I Pool 4% 10/15/2041  | 124152 | 119057 |
| Ginnie Mae I Pool 4% 10/15/2041  | 79986 | 76703 |
| Ginnie Mae I Pool 4% 10/15/2041  | 66617 | 63745 |
| Ginnie Mae I Pool 4% 10/15/2041  | 42598 | 40715 |
| Ginnie Mae I Pool 4% 10/15/2041  | 36707 | 35252 |
| Ginnie Mae I Pool 4% 10/15/2041  | 24875 | 23826 |
| Ginnie Mae I Pool 4% 10/15/2041  | 18865 | 18091 |
| Ginnie Mae I Pool 4% 10/15/2041  | 14686 | 14097 |
| Ginnie Mae I Pool 4% 10/15/2041  | 9991 | 9571 |
| Ginnie Mae I Pool 4% 10/15/2041  | 7024 | 6739 |
| Ginnie Mae I Pool 4% 11/15/2039  | 25171 | 24278 |
| Ginnie Mae I Pool 4% 11/15/2040  | 39251 | 37648 |
| Ginnie Mae I Pool 4% 11/15/2040  | 5825 | 5601 |
| Ginnie Mae I Pool 4% 11/15/2040  | 5142 | 4951 |
| Ginnie Mae I Pool 4% 11/15/2041  | 328780 | 315036 |
| Ginnie Mae I Pool 4% 11/15/2041  | 45408 | 43392 |
| Ginnie Mae I Pool 4% 11/15/2041  | 9299 | 8899 |
| Ginnie Mae I Pool 4% 11/15/2041  | 4536 | 4354 |
| Ginnie Mae I Pool 4% 11/15/2042  | 15269 | 14588 |
| Ginnie Mae I Pool 4% 12/15/2039  | 80572 | 77417 |
| Ginnie Mae I Pool 4% 12/15/2039  | 18378 | 17661 |
| Ginnie Mae I Pool 4% 12/15/2040  | 9505 | 9103 |
| Ginnie Mae I Pool 4% 12/15/2040  | 6432 | 6161 |
| Ginnie Mae I Pool 4% 12/15/2040  | 4619 | 4434 |
| Ginnie Mae I Pool 4% 12/15/2041  | 149871 | 143721 |
| Ginnie Mae I Pool 4% 12/15/2041  | 102014 | 97615 |
| Ginnie Mae I Pool 4% 12/15/2041  | 49171 | 47078 |
| Ginnie Mae I Pool 4% 12/15/2041  | 27561 | 26383 |
| Ginnie Mae I Pool 4% 12/15/2041  | 10171 | 9727 |
| Ginnie Mae I Pool 4% 12/15/2041  | 6235 | 5992 |
| Ginnie Mae I Pool 4% 12/15/2041  | 4937 | 4728 |
| Ginnie Mae I Pool 4% 12/15/2042  | 10324 | 9877 |
| Ginnie Mae I Pool 4% 12/15/2046  | 14910 | 13859 |
| Ginnie Mae I Pool 4% 2/15/2040  | 119579 | 114822 |
| Ginnie Mae I Pool 4% 2/15/2040  | 74088 | 71118 |
| Ginnie Mae I Pool 4% 2/15/2040  | 69760 | 67096 |
| Ginnie Mae I Pool 4% 2/15/2040  | 20501 | 19699 |
| Ginnie Mae I Pool 4% 2/15/2041  | 40619 | 38997 |
| Ginnie Mae I Pool 4% 2/15/2041  | 20744 | 19858 |
| Ginnie Mae I Pool 4% 2/15/2042  | 47965 | 45924 |
| Ginnie Mae I Pool 4% 3/15/2040  | 607292 | 583227 |
| Ginnie Mae I Pool 4% 3/15/2041  | 300360 | 288411 |
| Ginnie Mae I Pool 4% 3/15/2041  | 15720 | 15092 |
| Ginnie Mae I Pool 4% 3/15/2041  | 14408 | 13784 |
| Ginnie Mae I Pool 4% 3/15/2042  | 173035 | 165574 |
| Ginnie Mae I Pool 4% 3/15/2042  | 23246 | 22210 |
| Ginnie Mae I Pool 4% 3/15/2042  | 17011 | 16281 |
| Ginnie Mae I Pool 4% 3/15/2042  | 7229 | 6912 |
| Ginnie Mae I Pool 4% 3/20/2047  | 1849649 | 1723890 |
| Ginnie Mae I Pool 4% 4/15/2040  | 55264 | 53028 |
| Ginnie Mae I Pool 4% 4/15/2040  | 21296 | 20486 |
| Ginnie Mae I Pool 4% 4/15/2042  | 28467 | 27218 |
| Ginnie Mae I Pool 4% 4/15/2043  | 8115 | 7788 |
| Ginnie Mae I Pool 4% 4/15/2046  | 2248856 | 2137082 |
| Ginnie Mae I Pool 4% 4/20/2047  | 1956995 | 1817822 |
| Ginnie Mae I Pool 4% 4/20/2047  | 1838526 | 1708927 |
| Ginnie Mae I Pool 4% 5/15/2040  | 41079 | 39409 |
| Ginnie Mae I Pool 4% 5/15/2041  | 7525 | 7270 |
| Ginnie Mae I Pool 4% 5/15/2042  | 6490 | 6301 |
| Ginnie Mae I Pool 4% 5/15/2043  | 10810 | 10298 |
| Ginnie Mae I Pool 4% 5/15/2043  | 6367 | 6065 |
| Ginnie Mae I Pool 4% 5/20/2049  | 1103065 | 1017036 |
| Ginnie Mae I Pool 4% 6/15/2041  | 24762 | 23731 |
| Ginnie Mae I Pool 4% 6/15/2041  | 16093 | 15513 |
| Ginnie Mae I Pool 4% 6/15/2041  | 13001 | 12436 |
| Ginnie Mae I Pool 4% 6/15/2042  | 34420 | 32849 |
| Ginnie Mae I Pool 4% 6/15/2042  | 2048 | 1956 |
| Ginnie Mae I Pool 4% 6/15/2043  | 10094 | 9629 |
| Ginnie Mae I Pool 4% 6/15/2043  | 4814 | 4607 |
| Ginnie Mae I Pool 4% 7/15/2039  | 31115 | 29916 |
| Ginnie Mae I Pool 4% 7/15/2041  | 25906 | 24765 |
| Ginnie Mae I Pool 4% 7/15/2041  | 14197 | 13646 |
| Ginnie Mae I Pool 4% 7/15/2041  | 14182 | 13589 |
| Ginnie Mae I Pool 4% 7/15/2041  | 8115 | 7759 |
| Ginnie Mae I Pool 4% 7/15/2041  | 4839 | 4630 |
| Ginnie Mae I Pool 4% 7/15/2041  | 3009 | 2883 |
| Ginnie Mae I Pool 4% 7/15/2041  | 2589 | 2568 |
| Ginnie Mae I Pool 4% 7/15/2046  | 65902 | 61258 |
| Ginnie Mae I Pool 4% 7/15/2046  | 42281 | 39301 |
| Ginnie Mae I Pool 4% 8/15/2039  | 14778 | 14200 |
| Ginnie Mae I Pool 4% 8/15/2039  | 9744 | 9356 |
| Ginnie Mae I Pool 4% 8/15/2040  | 6934 | 6663 |
| Ginnie Mae I Pool 4% 8/15/2041  | 21258 | 20373 |
| Ginnie Mae I Pool 4% 8/15/2041  | 16238 | 15595 |
| Ginnie Mae I Pool 4% 8/15/2041  | 6043 | 5819 |
| Ginnie Mae I Pool 4% 8/15/2042  | 66508 | 63471 |
| Ginnie Mae I Pool 4% 8/15/2042  | 8850 | 8487 |
| Ginnie Mae I Pool 4% 8/15/2042  | 3870 | 3717 |
| Ginnie Mae I Pool 4% 8/15/2043  | 13586 | 12928 |
| Ginnie Mae I Pool 4% 8/15/2043  | 7403 | 7072 |
| Ginnie Mae I Pool 4% 8/15/2043  | 3962 | 3771 |
| Ginnie Mae I Pool 4% 9/15/2039  | 20517 | 19789 |
| Ginnie Mae I Pool 4% 9/15/2040  | 9335 | 8970 |
| Ginnie Mae I Pool 4% 9/15/2041  | 151499 | 145138 |
| Ginnie Mae I Pool 4% 9/15/2041  | 19857 | 19035 |
| Ginnie Mae I Pool 4% 9/15/2041  | 19255 | 18480 |
| Ginnie Mae I Pool 4% 9/15/2041  | 8689 | 8303 |
| Ginnie Mae I Pool 4% 9/15/2041  | 4396 | 4207 |
| Ginnie Mae I Pool 4% 9/15/2041  | 2099 | 2021 |
| Ginnie Mae I Pool 4.5% 1/15/2041  | 1103 | 1082 |
| Ginnie Mae I Pool 4.5% 10/15/2039  | 16072 | 15766 |
| Ginnie Mae I Pool 4.5% 10/15/2039  | 12139 | 11940 |
| Ginnie Mae I Pool 4.5% 10/15/2039  | 5215 | 5132 |
| Ginnie Mae I Pool 4.5% 10/15/2039  | 2857 | 2808 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 90275 | 88553 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 36853 | 36189 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 30013 | 29492 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 26914 | 26449 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 24381 | 24011 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 21922 | 21545 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 13688 | 13453 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 11077 | 10889 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 5652 | 5559 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 5349 | 5261 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 2288 | 2250 |
| Ginnie Mae I Pool 4.5% 11/15/2039  | 1380 | 1357 |
| Ginnie Mae I Pool 4.5% 12/15/2039  | 26356 | 25957 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 76514 | 75208 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 71460 | 70025 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 52493 | 51638 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 52440 | 51541 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 28217 | 27773 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 24302 | 23888 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 21780 | 21402 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 15103 | 14864 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 4341 | 4267 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 1956 | 1923 |
| Ginnie Mae I Pool 4.5% 2/15/2041  | 17150 | 16821 |
| Ginnie Mae I Pool 4.5% 3/15/2040  | 182727 | 179637 |
| Ginnie Mae I Pool 4.5% 3/15/2040  | 20495 | 20134 |
| Ginnie Mae I Pool 4.5% 3/15/2040  | 12447 | 12235 |
| Ginnie Mae I Pool 4.5% 3/15/2040  | 9449 | 9289 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 421567 | 413599 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 9907 | 9735 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 4371 | 4292 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 1311 | 1287 |
| Ginnie Mae I Pool 4.5% 4/15/2040  | 76792 | 75523 |
| Ginnie Mae I Pool 4.5% 4/15/2040  | 38956 | 38198 |
| Ginnie Mae I Pool 4.5% 4/15/2040  | 29708 | 29147 |
| Ginnie Mae I Pool 4.5% 4/15/2040  | 17612 | 17290 |
| Ginnie Mae I Pool 4.5% 4/15/2040  | 6939 | 6798 |
| Ginnie Mae I Pool 4.5% 4/15/2040  | 6782 | 6644 |
| Ginnie Mae I Pool 4.5% 4/20/2053  | 9161628 | 8685385 |
| Ginnie Mae I Pool 4.5% 5/15/2039  | 14892 | 14651 |
| Ginnie Mae I Pool 4.5% 5/15/2040  | 95953 | 94316 |
| Ginnie Mae I Pool 4.5% 5/15/2040  | 9237 | 9064 |
| Ginnie Mae I Pool 4.5% 6/15/2039  | 50300 | 49530 |
| Ginnie Mae I Pool 4.5% 6/15/2039  | 44837 | 44096 |
| Ginnie Mae I Pool 4.5% 6/15/2039  | 8696 | 8555 |
| Ginnie Mae I Pool 4.5% 6/15/2039  | 7182 | 7065 |
| Ginnie Mae I Pool 4.5% 6/15/2039  | 6273 | 6172 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 348565 | 341783 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 204959 | 201462 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 100619 | 98864 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 51560 | 50684 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 50203 | 49350 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 43546 | 42787 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 41362 | 40647 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 6304 | 6195 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 4078 | 4004 |
| Ginnie Mae I Pool 4.5% 7/15/2039  | 43868 | 43161 |
| Ginnie Mae I Pool 4.5% 7/15/2039  | 2582 | 2536 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 162418 | 159622 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 133025 | 130745 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 102189 | 100469 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 81429 | 80028 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 72406 | 71170 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 65223 | 64076 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 11034 | 10841 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 6493 | 6377 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 2804 | 2755 |
| Ginnie Mae I Pool 4.5% 8/15/2039  | 430135 | 423095 |
| Ginnie Mae I Pool 4.5% 8/15/2039  | 255351 | 251192 |
| Ginnie Mae I Pool 4.5% 8/15/2039  | 215682 | 212186 |
| Ginnie Mae I Pool 4.5% 8/15/2039  | 88448 | 86966 |
| Ginnie Mae I Pool 4.5% 8/15/2039  | 40825 | 40167 |
| Ginnie Mae I Pool 4.5% 8/15/2039  | 7039 | 6922 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 23639 | 23230 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 18708 | 18269 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 8244 | 8096 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 4323 | 4243 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 3302 | 3246 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 2131 | 2094 |
| Ginnie Mae I Pool 4.5% 8/15/2041  | 9244 | 9088 |
| Ginnie Mae I Pool 4.5% 9/15/2039  | 78078 | 76776 |
| Ginnie Mae I Pool 4.5% 9/15/2039  | 36448 | 35854 |
| Ginnie Mae I Pool 4.5% 9/15/2039  | 15028 | 14787 |
| Ginnie Mae I Pool 4.5% 9/15/2039  | 14344 | 14104 |
| Ginnie Mae I Pool 4.5% 9/15/2040  | 12575 | 12363 |
| Ginnie Mae I Pool 4.5% 9/15/2040  | 6052 | 5944 |
| Ginnie Mae I Pool 5% 1/15/2034  | 2883 | 2897 |
| Ginnie Mae I Pool 5% 1/15/2039  | 34247 | 34413 |
| Ginnie Mae I Pool 5% 1/15/2040  | 1263 | 1268 |
| Ginnie Mae I Pool 5% 10/15/2033  | 1668 | 1676 |
| Ginnie Mae I Pool 5% 10/15/2034  | 3813 | 3831 |
| Ginnie Mae I Pool 5% 10/15/2034  | 2486 | 2498 |
| Ginnie Mae I Pool 5% 10/15/2039  | 29732 | 29872 |
| Ginnie Mae I Pool 5% 10/15/2039  | 22278 | 22382 |
| Ginnie Mae I Pool 5% 10/15/2039  | 17778 | 17861 |
| Ginnie Mae I Pool 5% 10/15/2039  | 10015 | 10062 |
| Ginnie Mae I Pool 5% 10/15/2039  | 5914 | 5942 |
| Ginnie Mae I Pool 5% 11/15/2033  | 7185 | 7219 |
| Ginnie Mae I Pool 5% 11/15/2033  | 7187 | 7209 |
| Ginnie Mae I Pool 5% 11/15/2033  | 3820 | 3837 |
| Ginnie Mae I Pool 5% 11/15/2033  | 2419 | 2429 |
| Ginnie Mae I Pool 5% 11/15/2033  | 1001 | 1006 |
| Ginnie Mae I Pool 5% 11/15/2035  | 7736 | 7773 |
| Ginnie Mae I Pool 5% 11/15/2039  | 27239 | 27365 |
| Ginnie Mae I Pool 5% 11/15/2039  | 19210 | 19302 |
| Ginnie Mae I Pool 5% 11/15/2039  | 11828 | 11883 |
| Ginnie Mae I Pool 5% 11/15/2039  | 10795 | 10845 |
| Ginnie Mae I Pool 5% 11/15/2039  | 2529 | 2541 |
| Ginnie Mae I Pool 5% 11/15/2039  | 2219 | 2230 |
| Ginnie Mae I Pool 5% 11/15/2040  | 11067 | 11118 |
| Ginnie Mae I Pool 5% 11/15/2040  | 2947 | 2959 |
| Ginnie Mae I Pool 5% 12/15/2032  | 347 | 348 |
| Ginnie Mae I Pool 5% 12/15/2033  | 2444 | 2454 |
| Ginnie Mae I Pool 5% 12/15/2037  | 8253 | 8292 |
| Ginnie Mae I Pool 5% 12/15/2039  | 26883 | 27007 |
| Ginnie Mae I Pool 5% 12/15/2039  | 13836 | 13901 |
| Ginnie Mae I Pool 5% 12/15/2039  | 11668 | 11721 |
| Ginnie Mae I Pool 5% 2/15/2034  | 5267 | 5292 |
| Ginnie Mae I Pool 5% 2/15/2039  | 59697 | 59979 |
| Ginnie Mae I Pool 5% 2/15/2040  | 3981 | 4000 |
| Ginnie Mae I Pool 5% 3/15/2035  | 10651 | 10703 |
| Ginnie Mae I Pool 5% 3/15/2036  | 22339 | 22448 |
| Ginnie Mae I Pool 5% 3/15/2036  | 15308 | 15356 |
| Ginnie Mae I Pool 5% 3/15/2036  | 6522 | 6554 |
| Ginnie Mae I Pool 5% 3/15/2040  | 7589 | 7625 |
| Ginnie Mae I Pool 5% 3/15/2041  | 22696 | 22795 |
| Ginnie Mae I Pool 5% 3/15/2041  | 13299 | 13359 |
| Ginnie Mae I Pool 5% 3/15/2041  | 3177 | 3191 |
| Ginnie Mae I Pool 5% 4/15/2033  | 2920 | 2933 |
| Ginnie Mae I Pool 5% 4/15/2033  | 2372 | 2382 |
| Ginnie Mae I Pool 5% 4/15/2033  | 1801 | 1808 |
| Ginnie Mae I Pool 5% 4/15/2035  | 14483 | 14553 |
| Ginnie Mae I Pool 5% 4/15/2039  | 4753 | 4776 |
| Ginnie Mae I Pool 5% 4/15/2040  | 198636 | 199561 |
| Ginnie Mae I Pool 5% 4/15/2040  | 190252 | 191134 |
| Ginnie Mae I Pool 5% 4/15/2040  | 11499 | 11551 |
| Ginnie Mae I Pool 5% 4/15/2040  | 4069 | 4087 |
| Ginnie Mae I Pool 5% 4/15/2040  | 2162 | 2172 |
| Ginnie Mae I Pool 5% 4/15/2041  | 41231 | 41410 |
| Ginnie Mae I Pool 5% 4/15/2041  | 9804 | 9847 |
| Ginnie Mae I Pool 5% 4/15/2041  | 3677 | 3693 |
| Ginnie Mae I Pool 5% 4/15/2041  | 2481 | 2493 |
| Ginnie Mae I Pool 5% 4/20/2048  | 3917564 | 3901411 |
| Ginnie Mae I Pool 5% 5/15/2033  | 25568 | 25668 |
| Ginnie Mae I Pool 5% 5/15/2033  | 12648 | 12700 |
| Ginnie Mae I Pool 5% 5/15/2033  | 3297 | 3311 |
| Ginnie Mae I Pool 5% 5/15/2034  | 114695 | 115235 |
| Ginnie Mae I Pool 5% 5/15/2036  | 1015 | 1019 |
| Ginnie Mae I Pool 5% 5/15/2039  | 44683 | 44896 |
| Ginnie Mae I Pool 5% 5/15/2039  | 31913 | 32064 |
| Ginnie Mae I Pool 5% 5/15/2040  | 11653 | 11706 |
| Ginnie Mae I Pool 5% 5/15/2040  | 7058 | 7091 |
| Ginnie Mae I Pool 5% 5/15/2040  | 2471 | 2482 |
| Ginnie Mae I Pool 5% 6/15/2033  | 1702 | 1709 |
| Ginnie Mae I Pool 5% 6/15/2033  | 1669 | 1676 |
| Ginnie Mae I Pool 5% 6/15/2033  | 663 | 665 |
| Ginnie Mae I Pool 5% 6/15/2033  | 366 | 367 |
| Ginnie Mae I Pool 5% 6/15/2034  | 2161 | 2171 |
| Ginnie Mae I Pool 5% 6/15/2036  | 9237 | 9282 |
| Ginnie Mae I Pool 5% 6/15/2039  | 4468 | 4489 |
| Ginnie Mae I Pool 5% 6/15/2039  | 1260 | 1266 |
| Ginnie Mae I Pool 5% 6/15/2040  | 604894 | 607698 |
| Ginnie Mae I Pool 5% 6/15/2040  | 20303 | 20390 |
| Ginnie Mae I Pool 5% 6/15/2040  | 16997 | 17075 |
| Ginnie Mae I Pool 5% 6/15/2040  | 10197 | 10242 |
| Ginnie Mae I Pool 5% 6/15/2040  | 2176 | 2185 |
| Ginnie Mae I Pool 5% 6/15/2041  | 27774 | 27899 |
| Ginnie Mae I Pool 5% 6/15/2041  | 3851 | 3868 |
| Ginnie Mae I Pool 5% 6/15/2041  | 3767 | 3785 |
| Ginnie Mae I Pool 5% 7/15/2034  | 3441 | 3458 |
| Ginnie Mae I Pool 5% 7/15/2035  | 47148 | 47377 |
| Ginnie Mae I Pool 5% 7/15/2039  | 57381 | 57654 |
| Ginnie Mae I Pool 5% 7/15/2039  | 27205 | 27334 |
| Ginnie Mae I Pool 5% 7/15/2039  | 1960 | 1969 |
| Ginnie Mae I Pool 5% 7/15/2040  | 32806 | 32959 |
| Ginnie Mae I Pool 5% 7/15/2040  | 24104 | 24214 |
| Ginnie Mae I Pool 5% 7/15/2040  | 16810 | 16888 |
| Ginnie Mae I Pool 5% 7/15/2040  | 14667 | 14734 |
| Ginnie Mae I Pool 5% 7/15/2040  | 13125 | 13185 |
| Ginnie Mae I Pool 5% 7/15/2040  | 10485 | 10533 |
| Ginnie Mae I Pool 5% 7/15/2040  | 3446 | 3462 |
| Ginnie Mae I Pool 5% 7/15/2040  | 1987 | 1996 |
| Ginnie Mae I Pool 5% 8/15/2033  | 27982 | 28091 |
| Ginnie Mae I Pool 5% 8/15/2033  | 19790 | 19876 |
| Ginnie Mae I Pool 5% 8/15/2033  | 10444 | 10494 |
| Ginnie Mae I Pool 5% 8/15/2033  | 7149 | 7180 |
| Ginnie Mae I Pool 5% 8/15/2033  | 3303 | 3316 |
| Ginnie Mae I Pool 5% 8/15/2033  | 3004 | 3018 |
| Ginnie Mae I Pool 5% 8/15/2035  | 912 | 916 |
| Ginnie Mae I Pool 5% 8/15/2039  | 25811 | 25933 |
| Ginnie Mae I Pool 5% 8/15/2039  | 21033 | 21132 |
| Ginnie Mae I Pool 5% 8/15/2039  | 9222 | 9265 |
| Ginnie Mae I Pool 5% 8/15/2039  | 6480 | 6510 |
| Ginnie Mae I Pool 5% 8/15/2039  | 4281 | 4301 |
| Ginnie Mae I Pool 5% 8/15/2039  | 4158 | 4178 |
| Ginnie Mae I Pool 5% 8/15/2039  | 1338 | 1344 |
| Ginnie Mae I Pool 5% 8/15/2039  | 973 | 978 |
| Ginnie Mae I Pool 5% 8/15/2040  | 48661 | 48884 |
| Ginnie Mae I Pool 5% 8/15/2040  | 42247 | 42441 |
| Ginnie Mae I Pool 5% 8/15/2040  | 40659 | 40845 |
| Ginnie Mae I Pool 5% 8/15/2040  | 11016 | 11065 |
| Ginnie Mae I Pool 5% 8/15/2041  | 1510 | 1517 |
| Ginnie Mae I Pool 5% 9/15/2033  | 28025 | 28156 |
| Ginnie Mae I Pool 5% 9/15/2035  | 2266 | 2277 |
| Ginnie Mae I Pool 5% 9/15/2036  | 44017 | 44233 |
| Ginnie Mae I Pool 5% 9/15/2036  | 9614 | 9659 |
| Ginnie Mae I Pool 5% 9/15/2037  | 2648 | 2661 |
| Ginnie Mae I Pool 5% 9/15/2039  | 169886 | 170691 |
| Ginnie Mae I Pool 5% 9/15/2039  | 31550 | 31698 |
| Ginnie Mae I Pool 5% 9/15/2039  | 23434 | 23544 |
| Ginnie Mae I Pool 5% 9/15/2039  | 12355 | 12412 |
| Ginnie Mae I Pool 5% 9/15/2039  | 9541 | 9585 |
| Ginnie Mae I Pool 5% 9/15/2039  | 8891 | 8932 |
| Ginnie Mae I Pool 5% 9/15/2039  | 8653 | 8694 |
| Ginnie Mae I Pool 5% 9/15/2039  | 6596 | 6627 |
| Ginnie Mae I Pool 5% 9/15/2039  | 5834 | 5862 |
| Ginnie Mae I Pool 5% 9/15/2039  | 2886 | 2899 |
| Ginnie Mae I Pool 5% 9/15/2039  | 2409 | 2420 |
| Ginnie Mae I Pool 5% 9/15/2039  | 2381 | 2392 |
| Ginnie Mae I Pool 5% 9/15/2039  | 2266 | 2276 |
| Ginnie Mae I Pool 5% 9/15/2040  | 25927 | 26047 |
| Ginnie Mae I Pool 5% 9/15/2040  | 17367 | 17446 |
| Ginnie Mae I Pool 5% 9/15/2040  | 7849 | 7882 |
| Ginnie Mae I Pool 5% 9/15/2040  | 5232 | 5256 |
| Ginnie Mae I Pool 5% 9/15/2041  | 442989 | 445066 |
| Ginnie Mae I Pool 5.5% 1/15/2034  | 354 | 360 |
| Ginnie Mae I Pool 5.5% 10/15/2035  | 21054 | 21425 |
| Ginnie Mae I Pool 5.5% 12/15/2038  | 826 | 842 |
| Ginnie Mae I Pool 5.5% 3/15/2034  | 1335 | 1356 |
| Ginnie Mae I Pool 5.5% 3/15/2034  | 531 | 538 |
| Ginnie Mae I Pool 5.5% 3/15/2039  | 1531 | 1561 |
| Ginnie Mae I Pool 5.5% 3/20/2054  | 14307326 | 14303154 |
| Ginnie Mae I Pool 5.5% 4/15/2034  | 1615 | 1640 |
| Ginnie Mae I Pool 5.5% 4/15/2034  | 450 | 457 |
| Ginnie Mae I Pool 5.5% 5/15/2034  | 5673 | 5769 |
| Ginnie Mae I Pool 5.5% 5/15/2034  | 1682 | 1709 |
| Ginnie Mae I Pool 5.5% 5/15/2034  | 838 | 852 |
| Ginnie Mae I Pool 5.5% 5/15/2034  | 721 | 733 |
| Ginnie Mae I Pool 5.5% 5/15/2034  | 472 | 479 |
| Ginnie Mae I Pool 5.5% 5/15/2034  | 301 | 306 |
| Ginnie Mae I Pool 5.5% 5/15/2039  | 15475 | 15780 |
| Ginnie Mae I Pool 5.5% 6/15/2039  | 2188 | 2230 |
| Ginnie Mae I Pool 5.5% 6/15/2039  | 783 | 794 |
| Ginnie Mae I Pool 5.5% 7/15/2033  | 1215 | 1235 |
| Ginnie Mae I Pool 5.5% 7/15/2038  | 524 | 534 |
| Ginnie Mae I Pool 5.5% 7/15/2039  | 13910 | 14190 |
| Ginnie Mae I Pool 5.5% 8/15/2033  | 4266 | 4335 |
| Ginnie Mae I Pool 5.5% 9/15/2039  | 96933 | 98884 |
| Ginnie Mae I Pool 5.5% 9/15/2039  | 91656 | 93498 |
| Ginnie Mae I Pool 6% 10/15/2030  | 6855 | 6986 |
| Ginnie Mae I Pool 6% 10/15/2039  | 3816 | 3959 |
| Ginnie Mae I Pool 6% 11/15/2037  | 1424 | 1473 |
| Ginnie Mae I Pool 6% 11/15/2039  | 10900 | 11316 |
| Ginnie Mae I Pool 6% 11/15/2039  | 6281 | 6519 |
| Ginnie Mae I Pool 6% 11/15/2039  | 4142 | 4296 |
| Ginnie Mae I Pool 6% 11/15/2039  | 2487 | 2576 |
| Ginnie Mae I Pool 6% 11/15/2039  | 2102 | 2167 |
| Ginnie Mae I Pool 6% 11/15/2039  | 1626 | 1685 |
| Ginnie Mae I Pool 6% 11/15/2039  | 961 | 997 |
| Ginnie Mae I Pool 6% 12/15/2034  | 1081 | 1113 |
| Ginnie Mae I Pool 6.5% 10/15/2034  | 13841 | 14320 |
| Ginnie Mae I Pool 6.5% 10/15/2034  | 2691 | 2776 |
| Ginnie Mae I Pool 6.5% 10/15/2034  | 1538 | 1593 |
| Ginnie Mae I Pool 6.5% 10/15/2035  | 8928 | 9267 |
| Ginnie Mae I Pool 6.5% 10/15/2036  | 3748 | 3887 |
| Ginnie Mae I Pool 6.5% 11/15/2034  | 3527 | 3616 |
| Ginnie Mae I Pool 6.5% 3/15/2035  | 632 | 649 |
| Ginnie Mae I Pool 6.5% 6/15/2037  | 3494 | 3631 |
| Ginnie Mae I Pool 6.5% 7/15/2035  | 1059 | 1097 |
| Ginnie Mae I Pool 6.5% 8/15/2034  | 15695 | 16216 |
| Ginnie Mae I Pool 6.5% 8/15/2034  | 369 | 379 |
| Ginnie Mae I Pool 6.5% 8/15/2036  | 2548 | 2655 |
| Ginnie Mae I Pool 6.5% 9/15/2034  | 6032 | 6233 |
| Ginnie Mae I Pool 6.5% 9/15/2035  | 433 | 442 |
| Ginnie Mae I Pool 7% 1/15/2026  | 5 | 5 |
| Ginnie Mae I Pool 7% 1/15/2027  | 25 | 25 |
| Ginnie Mae I Pool 7% 1/15/2028  | 496 | 498 |
| Ginnie Mae I Pool 7% 1/15/2028  | 251 | 253 |
| Ginnie Mae I Pool 7% 1/15/2028  | 185 | 187 |
| Ginnie Mae I Pool 7% 1/15/2028  | 177 | 179 |
| Ginnie Mae I Pool 7% 1/15/2028  | 176 | 178 |
| Ginnie Mae I Pool 7% 1/15/2028  | 159 | 161 |
| Ginnie Mae I Pool 7% 1/15/2028  | 122 | 123 |
| Ginnie Mae I Pool 7% 1/15/2028  | 77 | 77 |
| Ginnie Mae I Pool 7% 1/15/2028  | 57 | 58 |
| Ginnie Mae I Pool 7% 1/15/2029  | 460 | 468 |
| Ginnie Mae I Pool 7% 1/15/2029  | 327 | 332 |
| Ginnie Mae I Pool 7% 1/15/2029  | 255 | 259 |
| Ginnie Mae I Pool 7% 1/15/2029  | 181 | 184 |
| Ginnie Mae I Pool 7% 1/15/2029  | 122 | 124 |
| Ginnie Mae I Pool 7% 1/15/2030  | 1449 | 1478 |
| Ginnie Mae I Pool 7% 1/15/2030  | 139 | 141 |
| Ginnie Mae I Pool 7% 1/15/2031  | 1412 | 1451 |
| Ginnie Mae I Pool 7% 1/15/2031  | 450 | 461 |
| Ginnie Mae I Pool 7% 1/15/2032  | 2828 | 2910 |
| Ginnie Mae I Pool 7% 10/15/2025  | 10 | 10 |
| Ginnie Mae I Pool 7% 10/15/2026  | 127 | 128 |
| Ginnie Mae I Pool 7% 10/15/2028  | 1327 | 1347 |
| Ginnie Mae I Pool 7% 10/15/2028  | 243 | 246 |
| Ginnie Mae I Pool 7% 10/15/2029  | 522 | 533 |
| Ginnie Mae I Pool 7% 10/15/2030  | 390 | 398 |
| Ginnie Mae I Pool 7% 10/15/2031  | 2407 | 2481 |
| Ginnie Mae I Pool 7% 10/15/2031  | 596 | 612 |
| Ginnie Mae I Pool 7% 10/15/2031  | 593 | 602 |
| Ginnie Mae I Pool 7% 10/15/2031  | 478 | 492 |
| Ginnie Mae I Pool 7% 10/15/2031  | 38 | 39 |
| Ginnie Mae I Pool 7% 11/15/2027  | 36 | 36 |
| Ginnie Mae I Pool 7% 11/15/2028  | 203 | 207 |
| Ginnie Mae I Pool 7% 11/15/2028  | 80 | 81 |
| Ginnie Mae I Pool 7% 11/15/2029  | 1237 | 1265 |
| Ginnie Mae I Pool 7% 11/15/2031  | 1442 | 1472 |
| Ginnie Mae I Pool 7% 11/15/2031  | 1372 | 1412 |
| Ginnie Mae I Pool 7% 11/15/2031  | 403 | 415 |
| Ginnie Mae I Pool 7% 11/15/2031  | 361 | 371 |
| Ginnie Mae I Pool 7% 11/15/2032  | 344 | 353 |
| Ginnie Mae I Pool 7% 12/15/2025  | 14 | 14 |
| Ginnie Mae I Pool 7% 12/15/2026  | 7 | 7 |
| Ginnie Mae I Pool 7% 12/15/2027  | 664 | 672 |
| Ginnie Mae I Pool 7% 12/15/2027  | 284 | 288 |
| Ginnie Mae I Pool 7% 12/15/2027  | 185 | 187 |
| Ginnie Mae I Pool 7% 12/15/2027  | 109 | 111 |
| Ginnie Mae I Pool 7% 12/15/2027  | 44 | 44 |
| Ginnie Mae I Pool 7% 12/15/2028  | 510 | 518 |
| Ginnie Mae I Pool 7% 12/15/2028  | 467 | 475 |
| Ginnie Mae I Pool 7% 12/15/2028  | 214 | 217 |
| Ginnie Mae I Pool 7% 12/15/2028  | 86 | 87 |
| Ginnie Mae I Pool 7% 12/15/2028  | 61 | 61 |
| Ginnie Mae I Pool 7% 12/15/2030  | 639 | 657 |
| Ginnie Mae I Pool 7% 12/15/2031  | 2319 | 2386 |
| Ginnie Mae I Pool 7% 12/15/2031  | 1092 | 1125 |
| Ginnie Mae I Pool 7% 12/15/2031  | 106 | 109 |
| Ginnie Mae I Pool 7% 2/15/2028  | 250 | 252 |
| Ginnie Mae I Pool 7% 2/15/2028  | 236 | 238 |
| Ginnie Mae I Pool 7% 2/15/2028  | 207 | 210 |
| Ginnie Mae I Pool 7% 2/15/2028  | 150 | 152 |
| Ginnie Mae I Pool 7% 2/15/2028  | 109 | 109 |
| Ginnie Mae I Pool 7% 2/15/2028  | 77 | 78 |
| Ginnie Mae I Pool 7% 2/15/2028  | 33 | 33 |
| Ginnie Mae I Pool 7% 2/15/2028  | 27 | 27 |
| Ginnie Mae I Pool 7% 2/15/2028  | 14 | 14 |
| Ginnie Mae I Pool 7% 2/15/2029  | 143 | 144 |
| Ginnie Mae I Pool 7% 2/15/2029  | 98 | 100 |
| Ginnie Mae I Pool 7% 2/15/2030  | 565 | 578 |
| Ginnie Mae I Pool 7% 2/15/2032  | 3558 | 3671 |
| Ginnie Mae I Pool 7% 2/15/2032  | 2904 | 2950 |
| Ginnie Mae I Pool 7% 2/15/2032  | 987 | 1017 |
| Ginnie Mae I Pool 7% 2/15/2032  | 362 | 373 |
| Ginnie Mae I Pool 7% 2/15/2032  | 314 | 318 |
| Ginnie Mae I Pool 7% 2/15/2032  | 240 | 247 |
| Ginnie Mae I Pool 7% 3/15/2028  | 882 | 894 |
| Ginnie Mae I Pool 7% 3/15/2028  | 515 | 521 |
| Ginnie Mae I Pool 7% 3/15/2028  | 290 | 293 |
| Ginnie Mae I Pool 7% 3/15/2028  | 263 | 264 |
| Ginnie Mae I Pool 7% 3/15/2028  | 245 | 248 |
| Ginnie Mae I Pool 7% 3/15/2028  | 144 | 146 |
| Ginnie Mae I Pool 7% 3/15/2028  | 94 | 95 |
| Ginnie Mae I Pool 7% 3/15/2028  | 90 | 91 |
| Ginnie Mae I Pool 7% 3/15/2028  | 50 | 50 |
| Ginnie Mae I Pool 7% 3/15/2029  | 638 | 649 |
| Ginnie Mae I Pool 7% 3/15/2029  | 284 | 289 |
| Ginnie Mae I Pool 7% 3/15/2029  | 178 | 180 |
| Ginnie Mae I Pool 7% 3/15/2029  | 90 | 91 |
| Ginnie Mae I Pool 7% 3/15/2029  | 66 | 67 |
| Ginnie Mae I Pool 7% 3/15/2029  | 50 | 50 |
| Ginnie Mae I Pool 7% 3/15/2031  | 229 | 236 |
| Ginnie Mae I Pool 7% 3/15/2031  | 227 | 232 |
| Ginnie Mae I Pool 7% 3/15/2031  | 164 | 168 |
| Ginnie Mae I Pool 7% 3/15/2031  | 81 | 83 |
| Ginnie Mae I Pool 7% 3/15/2032  | 1409 | 1453 |
| Ginnie Mae I Pool 7% 3/15/2032  | 697 | 720 |
| Ginnie Mae I Pool 7% 3/15/2032  | 610 | 629 |
| Ginnie Mae I Pool 7% 3/15/2032  | 345 | 354 |
| Ginnie Mae I Pool 7% 3/15/2032  | 167 | 171 |
| Ginnie Mae I Pool 7% 3/15/2032  | 140 | 144 |
| Ginnie Mae I Pool 7% 3/15/2032  | 115 | 119 |
| Ginnie Mae I Pool 7% 3/15/2032  | 32 | 33 |
| Ginnie Mae I Pool 7% 4/15/2028  | 448 | 454 |
| Ginnie Mae I Pool 7% 4/15/2028  | 288 | 292 |
| Ginnie Mae I Pool 7% 4/15/2028  | 218 | 220 |
| Ginnie Mae I Pool 7% 4/15/2028  | 170 | 172 |
| Ginnie Mae I Pool 7% 4/15/2028  | 125 | 126 |
| Ginnie Mae I Pool 7% 4/15/2028  | 93 | 94 |
| Ginnie Mae I Pool 7% 4/15/2028  | 84 | 85 |
| Ginnie Mae I Pool 7% 4/15/2028  | 53 | 53 |
| Ginnie Mae I Pool 7% 4/15/2028  | 43 | 44 |
| Ginnie Mae I Pool 7% 4/15/2028  | 36 | 36 |
| Ginnie Mae I Pool 7% 4/15/2028  | 22 | 23 |
| Ginnie Mae I Pool 7% 4/15/2028  | 20 | 20 |
| Ginnie Mae I Pool 7% 4/15/2028  | 15 | 15 |
| Ginnie Mae I Pool 7% 4/15/2029  | 456 | 464 |
| Ginnie Mae I Pool 7% 4/15/2029  | 69 | 71 |
| Ginnie Mae I Pool 7% 4/15/2029  | 42 | 42 |
| Ginnie Mae I Pool 7% 4/15/2030  | 319 | 327 |
| Ginnie Mae I Pool 7% 4/15/2031  | 1727 | 1774 |
| Ginnie Mae I Pool 7% 4/15/2031  | 683 | 702 |
| Ginnie Mae I Pool 7% 4/15/2031  | 394 | 405 |
| Ginnie Mae I Pool 7% 4/15/2031  | 166 | 170 |
| Ginnie Mae I Pool 7% 4/15/2031  | 150 | 154 |
| Ginnie Mae I Pool 7% 4/15/2032  | 2167 | 2238 |
| Ginnie Mae I Pool 7% 4/15/2032  | 1148 | 1182 |
| Ginnie Mae I Pool 7% 4/15/2032  | 786 | 811 |
| Ginnie Mae I Pool 7% 4/15/2032  | 745 | 765 |
| Ginnie Mae I Pool 7% 4/15/2032  | 595 | 614 |
| Ginnie Mae I Pool 7% 4/15/2032  | 344 | 354 |
| Ginnie Mae I Pool 7% 4/15/2032  | 320 | 329 |
| Ginnie Mae I Pool 7% 4/15/2032  | 308 | 318 |
| Ginnie Mae I Pool 7% 4/15/2032  | 304 | 312 |
| Ginnie Mae I Pool 7% 4/15/2032  | 284 | 293 |
| Ginnie Mae I Pool 7% 4/15/2032  | 195 | 200 |
| Ginnie Mae I Pool 7% 4/15/2032  | 103 | 104 |
| Ginnie Mae I Pool 7% 4/20/2032  | 30098 | 31193 |
| Ginnie Mae I Pool 7% 5/15/2027  | 14 | 14 |
| Ginnie Mae I Pool 7% 5/15/2028  | 412 | 415 |
| Ginnie Mae I Pool 7% 5/15/2028  | 85 | 86 |
| Ginnie Mae I Pool 7% 5/15/2028  | 83 | 84 |
| Ginnie Mae I Pool 7% 5/15/2028  | 65 | 66 |
| Ginnie Mae I Pool 7% 5/15/2028  | 61 | 62 |
| Ginnie Mae I Pool 7% 5/15/2028  | 20 | 20 |
| Ginnie Mae I Pool 7% 5/15/2028  | 19 | 19 |
| Ginnie Mae I Pool 7% 5/15/2029  | 282 | 288 |
| Ginnie Mae I Pool 7% 5/15/2030  | 390 | 397 |
| Ginnie Mae I Pool 7% 5/15/2031  | 837 | 859 |
| Ginnie Mae I Pool 7% 5/15/2031  | 352 | 362 |
| Ginnie Mae I Pool 7% 5/15/2031  | 237 | 240 |
| Ginnie Mae I Pool 7% 5/15/2032  | 1719 | 1766 |
| Ginnie Mae I Pool 7% 5/15/2032  | 1150 | 1188 |
| Ginnie Mae I Pool 7% 5/15/2032  | 1098 | 1128 |
| Ginnie Mae I Pool 7% 5/15/2032  | 458 | 465 |
| Ginnie Mae I Pool 7% 5/15/2032  | 422 | 435 |
| Ginnie Mae I Pool 7% 5/15/2032  | 374 | 384 |
| Ginnie Mae I Pool 7% 5/15/2032  | 342 | 350 |
| Ginnie Mae I Pool 7% 5/15/2032  | 304 | 314 |
| Ginnie Mae I Pool 7% 5/15/2032  | 299 | 308 |
| Ginnie Mae I Pool 7% 5/15/2032  | 267 | 275 |
| Ginnie Mae I Pool 7% 5/15/2032  | 243 | 251 |
| Ginnie Mae I Pool 7% 5/15/2032  | 142 | 146 |
| Ginnie Mae I Pool 7% 5/15/2032  | 125 | 129 |
| Ginnie Mae I Pool 7% 6/15/2028  | 506 | 513 |
| Ginnie Mae I Pool 7% 6/15/2028  | 481 | 487 |
| Ginnie Mae I Pool 7% 6/15/2028  | 311 | 315 |
| Ginnie Mae I Pool 7% 6/15/2028  | 229 | 232 |
| Ginnie Mae I Pool 7% 6/15/2028  | 169 | 172 |
| Ginnie Mae I Pool 7% 6/15/2028  | 165 | 167 |
| Ginnie Mae I Pool 7% 6/15/2028  | 133 | 135 |
| Ginnie Mae I Pool 7% 6/15/2028  | 100 | 101 |
| Ginnie Mae I Pool 7% 6/15/2028  | 85 | 86 |
| Ginnie Mae I Pool 7% 6/15/2028  | 75 | 76 |
| Ginnie Mae I Pool 7% 6/15/2028  | 53 | 53 |
| Ginnie Mae I Pool 7% 6/15/2028  | 49 | 50 |
| Ginnie Mae I Pool 7% 6/15/2028  | 38 | 38 |
| Ginnie Mae I Pool 7% 6/15/2028  | 35 | 35 |
| Ginnie Mae I Pool 7% 6/15/2029  | 543 | 554 |
| Ginnie Mae I Pool 7% 6/15/2029  | 244 | 249 |
| Ginnie Mae I Pool 7% 6/15/2029  | 170 | 173 |
| Ginnie Mae I Pool 7% 6/15/2029  | 97 | 99 |
| Ginnie Mae I Pool 7% 6/15/2031  | 2080 | 2140 |
| Ginnie Mae I Pool 7% 6/15/2031  | 1081 | 1111 |
| Ginnie Mae I Pool 7% 6/15/2031  | 927 | 954 |
| Ginnie Mae I Pool 7% 6/15/2031  | 120 | 120 |
| Ginnie Mae I Pool 7% 6/15/2031  | 36 | 37 |
| Ginnie Mae I Pool 7% 6/15/2032  | 1494 | 1536 |
| Ginnie Mae I Pool 7% 6/15/2032  | 858 | 881 |
| Ginnie Mae I Pool 7% 6/15/2032  | 647 | 667 |
| Ginnie Mae I Pool 7% 6/15/2032  | 401 | 411 |
| Ginnie Mae I Pool 7% 6/15/2032  | 338 | 349 |
| Ginnie Mae I Pool 7% 6/15/2032  | 296 | 304 |
| Ginnie Mae I Pool 7% 6/15/2032  | 261 | 269 |
| Ginnie Mae I Pool 7% 6/15/2032  | 219 | 226 |
| Ginnie Mae I Pool 7% 6/15/2032  | 118 | 120 |
| Ginnie Mae I Pool 7% 7/15/2028  | 633 | 640 |
| Ginnie Mae I Pool 7% 7/15/2028  | 558 | 565 |
| Ginnie Mae I Pool 7% 7/15/2028  | 545 | 553 |
| Ginnie Mae I Pool 7% 7/15/2028  | 280 | 284 |
| Ginnie Mae I Pool 7% 7/15/2028  | 279 | 283 |
| Ginnie Mae I Pool 7% 7/15/2028  | 148 | 150 |
| Ginnie Mae I Pool 7% 7/15/2028  | 120 | 121 |
| Ginnie Mae I Pool 7% 7/15/2028  | 105 | 107 |
| Ginnie Mae I Pool 7% 7/15/2028  | 94 | 95 |
| Ginnie Mae I Pool 7% 7/15/2028  | 89 | 90 |
| Ginnie Mae I Pool 7% 7/15/2028  | 85 | 85 |
| Ginnie Mae I Pool 7% 7/15/2028  | 41 | 42 |
| Ginnie Mae I Pool 7% 7/15/2028  | 28 | 28 |
| Ginnie Mae I Pool 7% 7/15/2029  | 432 | 440 |
| Ginnie Mae I Pool 7% 7/15/2029  | 328 | 334 |
| Ginnie Mae I Pool 7% 7/15/2029  | 209 | 213 |
| Ginnie Mae I Pool 7% 7/15/2029  | 35 | 36 |
| Ginnie Mae I Pool 7% 7/15/2031  | 1524 | 1570 |
| Ginnie Mae I Pool 7% 7/15/2031  | 982 | 1008 |
| Ginnie Mae I Pool 7% 7/15/2031  | 829 | 852 |
| Ginnie Mae I Pool 7% 7/15/2031  | 399 | 408 |
| Ginnie Mae I Pool 7% 7/15/2031  | 17 | 18 |
| Ginnie Mae I Pool 7% 7/15/2031  | 10 | 10 |
| Ginnie Mae I Pool 7% 7/15/2032  | 761 | 787 |
| Ginnie Mae I Pool 7% 7/15/2032  | 663 | 681 |
| Ginnie Mae I Pool 7% 7/15/2032  | 550 | 568 |
| Ginnie Mae I Pool 7% 7/15/2032  | 518 | 533 |
| Ginnie Mae I Pool 7% 7/15/2032  | 473 | 482 |
| Ginnie Mae I Pool 7% 7/15/2032  | 457 | 470 |
| Ginnie Mae I Pool 7% 7/15/2032  | 85 | 88 |
| Ginnie Mae I Pool 7% 7/15/2032  | 77 | 80 |
| Ginnie Mae I Pool 7% 8/15/2025  | 7 | 7 |
| Ginnie Mae I Pool 7% 8/15/2025  | 1 | 1 |
| Ginnie Mae I Pool 7% 8/15/2028  | 61 | 62 |
| Ginnie Mae I Pool 7% 8/15/2029  | 84 | 85 |
| Ginnie Mae I Pool 7% 8/15/2029  | 54 | 54 |
| Ginnie Mae I Pool 7% 8/15/2031  | 2018 | 2077 |
| Ginnie Mae I Pool 7% 8/15/2031  | 1251 | 1289 |
| Ginnie Mae I Pool 7% 8/15/2031  | 368 | 379 |
| Ginnie Mae I Pool 7% 8/15/2031  | 218 | 224 |
| Ginnie Mae I Pool 7% 8/15/2031  | 212 | 218 |
| Ginnie Mae I Pool 7% 8/15/2032  | 628 | 649 |
| Ginnie Mae I Pool 7% 8/15/2032  | 615 | 630 |
| Ginnie Mae I Pool 7% 8/15/2032  | 397 | 409 |
| Ginnie Mae I Pool 7% 8/15/2032  | 252 | 261 |
| Ginnie Mae I Pool 7% 8/15/2032  | 227 | 233 |
| Ginnie Mae I Pool 7% 8/15/2032  | 187 | 193 |
| Ginnie Mae I Pool 7% 8/15/2032  | 113 | 114 |
| Ginnie Mae I Pool 7% 9/15/2025  | 2 | 2 |
| Ginnie Mae I Pool 7% 9/15/2027  | 34 | 34 |
| Ginnie Mae I Pool 7% 9/15/2028  | 439 | 446 |
| Ginnie Mae I Pool 7% 9/15/2028  | 175 | 178 |
| Ginnie Mae I Pool 7% 9/15/2028  | 65 | 66 |
| Ginnie Mae I Pool 7% 9/15/2028  | 61 | 62 |
| Ginnie Mae I Pool 7% 9/15/2028  | 53 | 53 |
| Ginnie Mae I Pool 7% 9/15/2028  | 38 | 38 |
| Ginnie Mae I Pool 7% 9/15/2029  | 55 | 56 |
| Ginnie Mae I Pool 7% 9/15/2031  | 1489 | 1533 |
| Ginnie Mae I Pool 7% 9/15/2031  | 1233 | 1269 |
| Ginnie Mae I Pool 7% 9/15/2031  | 917 | 944 |
| Ginnie Mae I Pool 7% 9/15/2031  | 487 | 501 |
| Ginnie Mae I Pool 7% 9/15/2031  | 372 | 382 |
| Ginnie Mae I Pool 7% 9/15/2031  | 223 | 228 |
| Ginnie Mae I Pool 7% 9/15/2031  | 100 | 103 |
| Ginnie Mae I Pool 7.5% 1/15/2028  | 326 | 330 |
| Ginnie Mae I Pool 7.5% 1/15/2031  | 206 | 214 |
| Ginnie Mae I Pool 7.5% 1/15/2031  | 65 | 67 |
| Ginnie Mae I Pool 7.5% 10/15/2025  | 4 | 4 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 807 | 816 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 771 | 785 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 742 | 755 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 632 | 643 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 271 | 275 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 150 | 153 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 69 | 70 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 62 | 63 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 61 | 62 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 59 | 60 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 53 | 54 |
| Ginnie Mae I Pool 7.5% 10/15/2027  | 49 | 49 |
| Ginnie Mae I Pool 7.5% 11/15/2025  | 66 | 66 |
| Ginnie Mae I Pool 7.5% 11/15/2025  | 64 | 64 |
| Ginnie Mae I Pool 7.5% 11/15/2025  | 25 | 25 |
| Ginnie Mae I Pool 7.5% 11/15/2025  | 17 | 17 |
| Ginnie Mae I Pool 7.5% 11/15/2025  | 17 | 17 |
| Ginnie Mae I Pool 7.5% 11/15/2025  | 6 | 6 |
| Ginnie Mae I Pool 7.5% 11/15/2027  | 61 | 62 |
| Ginnie Mae I Pool 7.5% 11/15/2027  | 57 | 58 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 307 | 313 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 253 | 257 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 208 | 212 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 104 | 106 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 79 | 81 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 65 | 65 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 33 | 33 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 25 | 25 |
| Ginnie Mae I Pool 7.5% 12/15/2027  | 12 | 12 |
| Ginnie Mae I Pool 7.5% 2/15/2027  | 74 | 75 |
| Ginnie Mae I Pool 7.5% 3/15/2026  | 24 | 24 |
| Ginnie Mae I Pool 7.5% 3/15/2026  | 12 | 12 |
| Ginnie Mae I Pool 7.5% 3/15/2028  | 234 | 239 |
| Ginnie Mae I Pool 7.5% 3/15/2031  | 756 | 789 |
| Ginnie Mae I Pool 7.5% 4/15/2026  | 1 | 1 |
| Ginnie Mae I Pool 7.5% 4/15/2027  | 300 | 302 |
| Ginnie Mae I Pool 7.5% 4/15/2027  | 123 | 124 |
| Ginnie Mae I Pool 7.5% 4/15/2027  | 99 | 101 |
| Ginnie Mae I Pool 7.5% 4/15/2027  | 84 | 85 |
| Ginnie Mae I Pool 7.5% 4/15/2027  | 78 | 79 |
| Ginnie Mae I Pool 7.5% 4/15/2027  | 65 | 66 |
| Ginnie Mae I Pool 7.5% 4/15/2027  | 22 | 22 |
| Ginnie Mae I Pool 7.5% 4/15/2027  | 21 | 21 |
| Ginnie Mae I Pool 7.5% 5/15/2027  | 179 | 181 |
| Ginnie Mae I Pool 7.5% 5/15/2027  | 78 | 79 |
| Ginnie Mae I Pool 7.5% 5/15/2027  | 5 | 6 |
| Ginnie Mae I Pool 7.5% 6/15/2027  | 606 | 613 |
| Ginnie Mae I Pool 7.5% 6/15/2027  | 154 | 156 |
| Ginnie Mae I Pool 7.5% 6/15/2027  | 63 | 64 |
| Ginnie Mae I Pool 7.5% 6/15/2027  | 45 | 46 |
| Ginnie Mae I Pool 7.5% 6/15/2027  | 32 | 32 |
| Ginnie Mae I Pool 7.5% 6/15/2027  | 16 | 16 |
| Ginnie Mae I Pool 7.5% 6/15/2027  | 12 | 12 |
| Ginnie Mae I Pool 7.5% 6/15/2029  | 35 | 35 |
| Ginnie Mae I Pool 7.5% 7/15/2027  | 669 | 679 |
| Ginnie Mae I Pool 7.5% 7/15/2027  | 341 | 344 |
| Ginnie Mae I Pool 7.5% 7/15/2027  | 315 | 319 |
| Ginnie Mae I Pool 7.5% 7/15/2027  | 238 | 242 |
| Ginnie Mae I Pool 7.5% 7/15/2027  | 174 | 176 |
| Ginnie Mae I Pool 7.5% 7/15/2027  | 112 | 113 |
| Ginnie Mae I Pool 7.5% 7/15/2027  | 81 | 82 |
| Ginnie Mae I Pool 7.5% 7/15/2027  | 44 | 45 |
| Ginnie Mae I Pool 7.5% 7/15/2027  | 30 | 30 |
| Ginnie Mae I Pool 7.5% 7/15/2028  | 1200 | 1228 |
| Ginnie Mae I Pool 7.5% 7/15/2029  | 196 | 201 |
| Ginnie Mae I Pool 7.5% 8/15/2027  | 467 | 474 |
| Ginnie Mae I Pool 7.5% 8/15/2027  | 370 | 376 |
| Ginnie Mae I Pool 7.5% 8/15/2027  | 137 | 139 |
| Ginnie Mae I Pool 7.5% 8/15/2027  | 86 | 86 |
| Ginnie Mae I Pool 7.5% 8/15/2027  | 70 | 71 |
| Ginnie Mae I Pool 7.5% 8/15/2027  | 47 | 48 |
| Ginnie Mae I Pool 7.5% 8/15/2027  | 36 | 36 |
| Ginnie Mae I Pool 7.5% 8/15/2027  | 17 | 17 |
| Ginnie Mae I Pool 7.5% 8/15/2028  | 606 | 621 |
| Ginnie Mae I Pool 7.5% 8/15/2028  | 279 | 286 |
| Ginnie Mae I Pool 7.5% 8/15/2028  | 102 | 104 |
| Ginnie Mae I Pool 7.5% 8/15/2028  | 37 | 37 |
| Ginnie Mae I Pool 7.5% 8/15/2029  | 83 | 86 |
| Ginnie Mae I Pool 7.5% 9/15/2025  | 13 | 13 |
| Ginnie Mae I Pool 7.5% 9/15/2025  | 2 | 2 |
| Ginnie Mae I Pool 7.5% 9/15/2025  | 1 | 1 |
| Ginnie Mae I Pool 7.5% 9/15/2027  | 761 | 775 |
| Ginnie Mae I Pool 7.5% 9/15/2027  | 72 | 73 |
| Ginnie Mae I Pool 7.5% 9/15/2027  | 42 | 42 |
| Ginnie Mae I Pool 7.5% 9/15/2027  | 42 | 42 |
| Ginnie Mae I Pool 7.5% 9/15/2027  | 40 | 40 |
| Ginnie Mae I Pool 7.5% 9/15/2028  | 716 | 733 |
| Ginnie Mae I Pool 7.5% 9/15/2028  | 451 | 459 |
| Ginnie Mae I Pool 7.5% 9/15/2031  | 1725 | 1789 |
| Ginnie Mae I Pool 8% 1/15/2028  | 441 | 448 |
| Ginnie Mae I Pool 8% 10/15/2029  | 200 | 205 |
| Ginnie Mae I Pool 8% 11/15/2027  | 93 | 94 |
| Ginnie Mae I Pool 8% 12/15/2027  | 448 | 455 |
| Ginnie Mae I Pool 8% 12/15/2027  | 163 | 165 |
| Ginnie Mae I Pool 8% 12/15/2027  | 140 | 141 |
| Ginnie Mae I Pool 8% 12/15/2027  | 64 | 65 |
| Ginnie Mae I Pool 8% 7/15/2027  | 153 | 155 |
| Ginnie Mae I Pool 8% 8/15/2025  | 4 | 4 |
| Ginnie Mae I Pool 8% 8/15/2027  | 69 | 69 |
| Ginnie Mae I Pool 8% 8/15/2027  | 45 | 45 |
| Ginnie Mae I Pool 8% 9/15/2025  | 1 | 1 |
| Ginnie Mae I Pool 8% 9/15/2029  | 58 | 59 |
| Ginnie Mae I Pool 8.5% 1/15/2031  | 1943 | 2012 |
| Ginnie Mae I Pool 8.5% 11/15/2027  | 48 | 49 |
| Ginnie Mae I Pool 8.5% 12/15/2029  | 117 | 120 |
| Ginnie Mae I Pool 8.5% 7/15/2030  | 232 | 239 |
| Ginnie Mae I Pool 8.5% 8/15/2029  | 149 | 152 |
| Ginnie Mae II Pool 2% 1/20/2051  | 72038525 | 57902744 |
| Ginnie Mae II Pool 2% 11/20/2050  | 24461472 | 19661513 |
| Ginnie Mae II Pool 2% 12/20/2050  | 38286304 | 30773562 |
| Ginnie Mae II Pool 2% 2/20/2051  | 46083673 | 37040891 |
| Ginnie Mae II Pool 2% 3/20/2052  | 2160962 | 1737602 |
| Ginnie Mae II Pool 2% 4/20/2051  | 1605211 | 1290228 |
| Ginnie Mae II Pool 2% 6/1/2055 (g) | 491325000 | 394743575 |
| Ginnie Mae II Pool 2% 7/1/2055 (g) | 167250000 | 134353497 |
| Ginnie Mae II Pool 2% 7/20/2051  | 148352 | 119334 |
| Ginnie Mae II Pool 2% 9/20/2050  | 11607379 | 9336972 |
| Ginnie Mae II Pool 2.5% 12/20/2051  | 27088563 | 22712693 |
| Ginnie Mae II Pool 2.5% 2/20/2052  | 24613641 | 20649105 |
| Ginnie Mae II Pool 2.5% 3/20/2052  | 2504712 | 2100493 |
| Ginnie Mae II Pool 2.5% 4/20/2052  | 28609090 | 23992063 |
| Ginnie Mae II Pool 2.5% 6/1/2055 (g) | 156600000 | 131236140 |
| Ginnie Mae II Pool 2.5% 6/20/2051  | 7746159 | 6497270 |
| Ginnie Mae II Pool 2.5% 6/20/2052  | 3168342 | 2657025 |
| Ginnie Mae II Pool 2.5% 7/1/2055 (g) | 99800000 | 83604606 |
| Ginnie Mae II Pool 2.5% 7/20/2051  | 26955654 | 22601253 |
| Ginnie Mae II Pool 2.5% 7/20/2054  | 370965 | 310894 |
| Ginnie Mae II Pool 2.5% 9/20/2051  | 10987721 | 9212771 |
| Ginnie Mae II Pool 3% 1/20/2032  | 2839318 | 2746822 |
| Ginnie Mae II Pool 3% 10/20/2031  | 938962 | 908945 |
| Ginnie Mae II Pool 3% 10/20/2042  | 3064 | 2774 |
| Ginnie Mae II Pool 3% 10/20/2043  | 643691 | 580476 |
| Ginnie Mae II Pool 3% 11/20/2031  | 991024 | 959038 |
| Ginnie Mae II Pool 3% 12/20/2031  | 1524510 | 1475313 |
| Ginnie Mae II Pool 3% 12/20/2042  | 3244031 | 2935896 |
| Ginnie Mae II Pool 3% 12/20/2043  | 6604 | 5955 |
| Ginnie Mae II Pool 3% 2/20/2031  | 122317 | 118762 |
| Ginnie Mae II Pool 3% 2/20/2043  | 91542 | 82820 |
| Ginnie Mae II Pool 3% 2/20/2044  | 24215 | 21830 |
| Ginnie Mae II Pool 3% 3/20/2031  | 250169 | 242813 |
| Ginnie Mae II Pool 3% 3/20/2050  | 7265044 | 6346538 |
| Ginnie Mae II Pool 3% 4/20/2031  | 927850 | 900262 |
| Ginnie Mae II Pool 3% 5/20/2031  | 1954584 | 1895824 |
| Ginnie Mae II Pool 3% 5/20/2042  | 20319 | 18442 |
| Ginnie Mae II Pool 3% 6/1/2055 (g) | 314550000 | 274129224 |
| Ginnie Mae II Pool 3% 7/20/2031  | 25825 | 25024 |
| Ginnie Mae II Pool 3% 8/20/2031  | 300338 | 291019 |
| Ginnie Mae II Pool 3% 8/20/2042  | 28514 | 25836 |
| Ginnie Mae II Pool 3% 9/20/2031  | 120703 | 116920 |
| Ginnie Mae II Pool 3% 9/20/2043  | 22453 | 20249 |
| Ginnie Mae II Pool 3.5% 1/20/2041  | 3486 | 3239 |
| Ginnie Mae II Pool 3.5% 1/20/2042  | 9770 | 9050 |
| Ginnie Mae II Pool 3.5% 1/20/2044  | 45358 | 41610 |
| Ginnie Mae II Pool 3.5% 10/20/2040  | 17239 | 16011 |
| Ginnie Mae II Pool 3.5% 10/20/2041  | 1562 | 1447 |
| Ginnie Mae II Pool 3.5% 10/20/2043  | 42286 | 38846 |
| Ginnie Mae II Pool 3.5% 11/20/2041  | 3893 | 3607 |
| Ginnie Mae II Pool 3.5% 12/20/2040  | 1372810 | 1276191 |
| Ginnie Mae II Pool 3.5% 12/20/2041  | 7722799 | 7155479 |
| Ginnie Mae II Pool 3.5% 12/20/2043  | 43354 | 39793 |
| Ginnie Mae II Pool 3.5% 12/20/2044  | 4022 | 3677 |
| Ginnie Mae II Pool 3.5% 2/20/2040  | 2811 | 2611 |
| Ginnie Mae II Pool 3.5% 2/20/2043  | 182768 | 168638 |
| Ginnie Mae II Pool 3.5% 3/20/2041  | 14229 | 13218 |
| Ginnie Mae II Pool 3.5% 3/20/2044  | 12750 | 11693 |
| Ginnie Mae II Pool 3.5% 4/20/2043  | 259592 | 239391 |
| Ginnie Mae II Pool 3.5% 4/20/2046  | 75691 | 68240 |
| Ginnie Mae II Pool 3.5% 5/20/2043  | 3277880 | 3009130 |
| Ginnie Mae II Pool 3.5% 5/20/2046  | 102897 | 92670 |
| Ginnie Mae II Pool 3.5% 5/20/2046  | 26281 | 23669 |
| Ginnie Mae II Pool 3.5% 6/1/2055 (g) | 151950000 | 135249282 |
| Ginnie Mae II Pool 3.5% 6/20/2034  | 1941 | 1844 |
| Ginnie Mae II Pool 3.5% 6/20/2043  | 109118 | 100567 |
| Ginnie Mae II Pool 3.5% 7/1/2055 (g) | 117500000 | 104544344 |
| Ginnie Mae II Pool 3.5% 8/20/2043  | 27394 | 25231 |
| Ginnie Mae II Pool 3.5% 9/20/2040  | 136689 | 126933 |
| Ginnie Mae II Pool 3.5% 9/20/2041  | 7018 | 6507 |
| Ginnie Mae II Pool 3.5% 9/20/2043  | 1167096 | 1072265 |
| Ginnie Mae II Pool 4% 1/20/2041  | 1670646 | 1601419 |
| Ginnie Mae II Pool 4% 1/20/2042  | 125535 | 120051 |
| Ginnie Mae II Pool 4% 1/20/2046  | 117725 | 110126 |
| Ginnie Mae II Pool 4% 10/20/2040  | 600462 | 575730 |
| Ginnie Mae II Pool 4% 10/20/2041  | 1903439 | 1820909 |
| Ginnie Mae II Pool 4% 10/20/2044  | 555247 | 526868 |
| Ginnie Mae II Pool 4% 10/20/2045  | 13733 | 12868 |
| Ginnie Mae II Pool 4% 11/20/2040  | 1580880 | 1515567 |
| Ginnie Mae II Pool 4% 11/20/2044  | 380785 | 361259 |
| Ginnie Mae II Pool 4% 11/20/2045  | 2548 | 2387 |
| Ginnie Mae II Pool 4% 12/20/2044  | 944873 | 896424 |
| Ginnie Mae II Pool 4% 12/20/2045  | 150139 | 140447 |
| Ginnie Mae II Pool 4% 2/20/2041  | 54770 | 52490 |
| Ginnie Mae II Pool 4% 2/20/2046  | 91668 | 85750 |
| Ginnie Mae II Pool 4% 3/20/2041  | 141715 | 135812 |
| Ginnie Mae II Pool 4% 3/20/2046  | 101088 | 94563 |
| Ginnie Mae II Pool 4% 3/20/2047  | 5874516 | 5475104 |
| Ginnie Mae II Pool 4% 5/20/2033  | 3016 | 2943 |
| Ginnie Mae II Pool 4% 6/1/2055 (g) | 46300000 | 42433330 |
| Ginnie Mae II Pool 4% 6/20/2044  | 42146 | 40035 |
| Ginnie Mae II Pool 4% 7/20/2044  | 370292 | 351615 |
| Ginnie Mae II Pool 4% 7/20/2045  | 92607 | 87689 |
| Ginnie Mae II Pool 4% 8/20/2041  | 15688 | 15012 |
| Ginnie Mae II Pool 4% 8/20/2043  | 230851 | 219656 |
| Ginnie Mae II Pool 4% 8/20/2044  | 5530620 | 5250756 |
| Ginnie Mae II Pool 4% 8/20/2048  | 9860322 | 9165262 |
| Ginnie Mae II Pool 4% 9/20/2040  | 697632 | 668864 |
| Ginnie Mae II Pool 4% 9/20/2041  | 291334 | 278742 |
| Ginnie Mae II Pool 4% 9/20/2042  | 16832 | 16071 |
| Ginnie Mae II Pool 4% 9/20/2045  | 11452 | 10731 |
| Ginnie Mae II Pool 4.5% 1/20/2041  | 155644 | 153079 |
| Ginnie Mae II Pool 4.5% 1/20/2055  | 2225666 | 2101625 |
| Ginnie Mae II Pool 4.5% 10/20/2035  | 1567 | 1549 |
| Ginnie Mae II Pool 4.5% 10/20/2040  | 32979 | 32442 |
| Ginnie Mae II Pool 4.5% 11/20/2040  | 33178 | 32634 |
| Ginnie Mae II Pool 4.5% 11/20/2054  | 75189088 | 70998627 |
| Ginnie Mae II Pool 4.5% 2/20/2041  | 569625 | 560202 |
| Ginnie Mae II Pool 4.5% 2/20/2055  | 22580194 | 21321748 |
| Ginnie Mae II Pool 4.5% 3/20/2036  | 11499 | 11360 |
| Ginnie Mae II Pool 4.5% 3/20/2041  | 438858 | 431596 |
| Ginnie Mae II Pool 4.5% 4/20/2041  | 110175 | 108344 |
| Ginnie Mae II Pool 4.5% 4/20/2055  | 25199999 | 23795545 |
| Ginnie Mae II Pool 4.5% 5/20/2040  | 38768 | 38149 |
| Ginnie Mae II Pool 4.5% 5/20/2041  | 483408 | 475341 |
| Ginnie Mae II Pool 4.5% 5/20/2055  | 500000 | 472134 |
| Ginnie Mae II Pool 4.5% 6/20/2033  | 5674 | 5619 |
| Ginnie Mae II Pool 4.5% 6/20/2041  | 954211 | 938161 |
| Ginnie Mae II Pool 4.5% 7/20/2040  | 63713 | 62682 |
| Ginnie Mae II Pool 4.5% 8/20/2040  | 7441 | 7320 |
| Ginnie Mae II Pool 4.5% 9/20/2040  | 343228 | 337640 |
| Ginnie Mae II Pool 5% 1/20/2055  | 96461448 | 93637086 |
| Ginnie Mae II Pool 5% 11/20/2054  | 9000794 | 8737957 |
| Ginnie Mae II Pool 5% 12/20/2054  | 10618914 | 10322929 |
| Ginnie Mae II Pool 5% 6/1/2055 (g) | 82375000 | 79930983 |
| Ginnie Mae II Pool 5% 9/20/2033  | 258640 | 260097 |
| Ginnie Mae II Pool 5.5% 1/20/2055  | 11645879 | 11627925 |
| Ginnie Mae II Pool 5.5% 12/20/2054  | 15075896 | 14980810 |
| Ginnie Mae II Pool 5.5% 12/20/2054  | 14206336 | 14219951 |
| Ginnie Mae II Pool 5.5% 6/1/2055 (g) | 354775000 | 352341812 |
| Ginnie Mae II Pool 5.5% 7/1/2055 (g) | 354775000 | 352009210 |
| Ginnie Mae II Pool 6% 1/20/2055  | 13432557 | 13573300 |
| Ginnie Mae II Pool 6% 11/20/2031  | 7216 | 7394 |
| Ginnie Mae II Pool 6% 12/20/2054  | 27100289 | 27409644 |
| Ginnie Mae II Pool 6% 5/20/2032  | 34014 | 34917 |
| Ginnie Mae II Pool 6% 6/1/2055 (g) | 322800000 | 325935292 |
| Ginnie Mae II Pool 6% 7/1/2055 (g) | 322800000 | 325443506 |
| Ginnie Mae II Pool 6.5% 1/20/2032  | 321 | 331 |
| Ginnie Mae II Pool 6.5% 11/20/2031  | 1275 | 1313 |
| Ginnie Mae II Pool 6.5% 3/20/2031  | 1611 | 1654 |
| Ginnie Mae II Pool 6.5% 4/20/2031  | 206 | 211 |
| Ginnie Mae II Pool 6.5% 6/20/2031  | 189 | 194 |
| Ginnie Mae II Pool 6.5% 7/20/2031  | 228 | 234 |
| Ginnie Mae II Pool 6.5% 8/20/2031  | 232 | 239 |
| Ginnie Mae II Pool 7% 2/20/2032  | 9121 | 9464 |
| Ginnie Mae II Pool 7% 3/20/2032  | 4578 | 4753 |
| Uniform Mortgage Backed Securities 2% 6/1/2055 (g) | 678350000 | 527284575 |
| Uniform Mortgage Backed Securities 2% 7/1/2055 (g) | 473700000 | 368412738 |
| Uniform Mortgage Backed Securities 2.5% 6/1/2055 (g) | 183525000 | 149565681 |
| Uniform Mortgage Backed Securities 3% 6/1/2055 (g) | 102550000 | 87295636 |
| Uniform Mortgage Backed Securities 3.5% 6/1/2055 (g) | 113700000 | 100855402 |
| Uniform Mortgage Backed Securities 3.5% 7/1/2055 (g) | 77875000 | 69062307 |
| Uniform Mortgage Backed Securities 4% 6/1/2055 (g) | 46300000 | 42451289 |
| Uniform Mortgage Backed Securities 4.5% 6/1/2055 (g) | 14500000 | 13682115 |
| Uniform Mortgage Backed Securities 4.5% 7/1/2055 (g) | 23500000 | 22165285 |
| Uniform Mortgage Backed Securities 5% 6/1/2055 (g) | 73850000 | 71504664 |
| Uniform Mortgage Backed Securities 5.5% 6/1/2055 (g) | 85600000 | 84770810 |
| Uniform Mortgage Backed Securities 6% 6/1/2055 (g) | 319000000 | 322202473 |
| Uniform Mortgage Backed Securities 6% 7/1/2055 (g) | 68725000 | 69326351 |
| Uniform Mortgage Backed Securities 6.5% 6/1/2055 (g) | 103850000 | 106640917 |
| Uniform Mortgage Backed Securities 6.5% 7/1/2055 (g) | 39750000 | 40780996 |
| TOTAL UNITED STATES |  | 10413582640 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $10,689,060,608) |  | <br> **10413582640** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 31.8%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 31.8%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 31.8%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 31.8%** |
|  | Yield (%) (z) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 1.125% 5/15/2040  | 1.02 to 1.03 | 207334000 | 125955405 |
| US Treasury Bonds 1.125% 8/15/2040  | 4.51 | 5000000 | 3005078 |
| US Treasury Bonds 1.75% 8/15/2041  | 1.94 to 2.00 | 208680000 | 135552332 |
| US Treasury Bonds 1.875% 11/15/2051  | 2.01 to 2.15 | 156075000 | 84560948 |
| US Treasury Bonds 2% 11/15/2041  | 2.08 to 2.10 | 199600000 | 134519484 |
| US Treasury Bonds 2% 8/15/2051  | 1.96 to 2.14 | 516247000 | 290066283 |
| US Treasury Bonds 2.25% 8/15/2046  | 4.92 | 750000 | 479911 |
| US Treasury Bonds 2.875% 5/15/2052  | 3.14 to 4.54 | 165277000 | 113544008 |
| US Treasury Bonds 3% 2/15/2047  | 1.17 to 1.19 | 76205000 | 56007698 |
| US Treasury Bonds 3.25% 5/15/2042 (y) | 3.37 to 5.18 | 183189000 | 148597766 |
| US Treasury Bonds 3.625% 2/15/2053 (v) | 3.80 to 5.06 | 462205000 | 369132078 |
| US Treasury Bonds 3.625% 5/15/2053  | 3.91 to 4.31 | 176200000 | 140567680 |
| US Treasury Bonds 3.875% 5/15/2043  | 4.58 | 3000000 | 2627048 |
| US Treasury Bonds 4% 11/15/2042  | 3.75 to 3.77 | 5140000 | 4602509 |
| US Treasury Bonds 4.125% 8/15/2044  | 4.65 | 5050000 | 4538096 |
| US Treasury Bonds 4.125% 8/15/2053  | 4.20 to 5.00 | 466647000 | 408006243 |
| US Treasury Bonds 4.25% 2/15/2054  | 4.23 to 4.68 | 555423000 | 496083862 |
| US Treasury Bonds 4.25% 8/15/2054  | 3.96 to 4.39 | 375900000 | 336136828 |
| US Treasury Bonds 4.375% 8/15/2043  | 4.81 to 5.13 | 41000000 | 38347813 |
| US Treasury Bonds 4.5% 11/15/2054  | 4.35 to 4.91 | 756200000 | 705865438 |
| US Treasury Bonds 4.5% 2/15/2044  | 4.45 to 4.72 | 5690000 | 5396165 |
| US Treasury Bonds 4.625% 11/15/2044  | 4.52 to 4.94 | 85410000 | 82033636 |
| US Treasury Bonds 4.625% 2/15/2055  | 4.50 to 4.88 | 75000000 | 71541053 |
| US Treasury Bonds 4.625% 5/15/2044  | 4.60 to 4.72 | 6305000 | 6070040 |
| US Treasury Bonds 4.625% 5/15/2054  | 4.45 to 4.51 | 125000000 | 118901368 |
| US Treasury Bonds 6.25% 5/15/2030  | 3.46 to 4.41 | 26000000 | 28634531 |
| US Treasury Bonds Inflation-Indexed 2.375% 2/15/2055  | 2.58 to 2.63 | 32887102 | 31290494 |
| US Treasury Notes 2.625% 7/31/2029 (v) | 4.11 | 11000000 | 10455586 |
| US Treasury Notes 2.75% 8/15/2032  | 2.79 | 372411000 | 339257692 |
| US Treasury Notes 2.875% 5/15/2032  | 2.96 to 3.39 | 263111000 | 242637675 |
| US Treasury Notes 3.375% 5/15/2033  | 3.74 to 4.19 | 831000000 | 782276135 |
| US Treasury Notes 3.5% 1/31/2030  | 3.59 to 3.79 | 176400000 | 172975360 |
| US Treasury Notes 3.5% 2/15/2033  | 4.32 | 9000000 | 8570742 |
| US Treasury Notes 3.5% 9/30/2029  | 3.91 | 298200000 | 293074688 |
| US Treasury Notes 3.625% 3/31/2030  | 3.47 | 2688000 | 2647365 |
| US Treasury Notes 3.625% 9/30/2031 (v) | 3.62 to 4.23 | 1169860000 | 1137917335 |
| US Treasury Notes 3.75% 12/31/2030  | 4.07 | 3600000 | 3547828 |
| US Treasury Notes 3.75% 4/15/2028  | 3.69 | 23690000 | 23614118 |
| US Treasury Notes 3.75% 5/31/2030  | 4.47 to 4.59 | 546000 | 540304 |
| US Treasury Notes 3.75% 8/31/2031  | 3.73 to 3.74 | 344000000 | 337187187 |
| US Treasury Notes 3.875% 12/31/2029  | 3.57 | 225000000 | 224244140 |
| US Treasury Notes 3.875% 8/15/2033  | 4.24 to 4.77 | 158871000 | 154539284 |
| US Treasury Notes 3.875% 8/15/2034  | 3.64 to 4.28 | 385920000 | 371714787 |
| US Treasury Notes 3.875% 9/30/2029  | 4.15 to 4.16 | 200000000 | 199476562 |
| US Treasury Notes 4% 1/31/2031  | 4.15 to 4.33 | 600000000 | 598523436 |
| US Treasury Notes 4% 10/31/2029  | 3.86 to 4.15 | 280700000 | 281346926 |
| US Treasury Notes 4% 2/15/2034  | 4.20 to 4.74 | 360840000 | 352566051 |
| US Treasury Notes 4% 2/28/2030  | 3.40 to 4.39 | 12207000 | 12233226 |
| US Treasury Notes 4% 3/31/2030  | 3.99 | 150000000 | 150257813 |
| US Treasury Notes 4% 4/30/2032  | 3.99 to 4.11 | 122845000 | 121635745 |
| US Treasury Notes 4.125% 11/15/2032  | 3.52 to 3.53 | 120103000 | 119572858 |
| US Treasury Notes 4.125% 11/30/2029  | 4.11 | 2300000 | 2317340 |
| US Treasury Notes 4.125% 2/29/2032  | 4.12 | 3900000 | 3893297 |
| US Treasury Notes 4.125% 3/31/2031  | 4.37 to 4.66 | 302457000 | 303319474 |
| US Treasury Notes 4.125% 7/31/2031  | 3.59 to 3.97 | 368000000 | 368467765 |
| US Treasury Notes 4.25% 11/15/2034  | 4.33 to 4.57 | 405500000 | 401508359 |
| US Treasury Notes 4.25% 5/15/2035  | 4.39 to 4.48 | 6270000 | 6199463 |
| US Treasury Notes 4.25% 6/30/2031  | 4.20 to 4.45 | 353100000 | 356051697 |
| US Treasury Notes 4.375% 1/31/2032  | 4.21 | 9900000 | 10028391 |
| US Treasury Notes 4.375% 11/30/2030  | 3.85 to 4.28 | 155750000 | 158360029 |
| US Treasury Notes 4.375% 12/31/2029  | 4.39 | 2200000 | 2238500 |
| US Treasury Notes 4.5% 11/15/2033  | 3.83 to 4.15 | 511765000 | 519401496 |
| US Treasury Notes 4.625% 2/15/2035  | 4.14 to 4.44 | 211574000 | 215478746 |
| US Treasury Notes 4.625% 4/30/2029  | 4.44 to 4.72 | 14100000 | 14457457 |
| US Treasury Notes 4.625% 9/30/2028  | 4.85 | 882000 | 902292 |
| US Treasury Notes 4.625% 9/30/2030  | 5.00 | 1176000 | 1210314 |
| US Treasury Notes 4.75% 2/15/2045  | 4.49 to 4.97 | 61710000 | 60234745 |
| US Treasury Notes 4.875% 10/31/2030  | 4.56 | 95000000 | 98900196 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $13,402,212,269) |  |  | **12405846199** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 2.8%** | &nbsp;&nbsp;**Money Market Funds - 2.8%** | &nbsp;&nbsp;**Money Market Funds - 2.8%** | &nbsp;&nbsp;**Money Market Funds - 2.8%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (Aa) | 4.32 | 1038907712 | 1039115493 |
| Fidelity Securities Lending Cash Central Fund (Aa)(Ab) | 4.32 | 66152360 | 66158975 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $1,105,218,513) |  |  | **1105274468** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Purchased Swaptions - 0.1%** | &nbsp;&nbsp;**Purchased Swaptions - 0.1%** | &nbsp;&nbsp;**Purchased Swaptions - 0.1%** | &nbsp;&nbsp;**Purchased Swaptions - 0.1%** |
|  | Expiration<br> Date | Notional<br> Amount  | Value ($) |
| Put Swaptions - 0.1% |  |  |  |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.025% and receive annually a floating rate based on US SOFR Index, expiring April 2035 | 4/23/30 | 29310000 | 1211280 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.08% and receive annually a floating rate based on US SOFR Index, expiring April 2035 | 4/24/30 | 35310000 | 1424238 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.95% and receive annually a floating rate based on US SOFR Indxe, expiring May 2035 | 4/29/30 | 28110000 | 1200395 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.065% and receive annually a floating rate based on US SOFR Index, expiring May 2035 | 5/02/30 | 23480000 | 957228 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.01% and receive annually a floating rate based on US SOFR Index, expiring May 2035 | 5/07/30 | 18770000 | 784795 |
| Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.01% and receive annually a floating rate based on US SOFR Index, expiring December 2034 | 12/20/29 | 16000000 | 638155 |
| Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.108% and receive annually a floating rate based on US SOFR Index, expiring January 2036 | 1/28/26 | 46170000 | 866708 |
| Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.03% and receive annually a floating rate based on US SOFR Index, expiring April 2035 | 4/25/30 | 19800000 | 815500 |
| Option on an interest rate swap with Morgan Stanley Capital Services LLC to pay annually a fixed rate of 4.075% and receive annually a floating rate based on US SOFR Index, expiring April 2035 | 4/24/30 | 38180000 | 1544160 |
| TOTAL PUT SWAPTIONS |  |  | 9442459 |
| Call Swaptions - 0.0% |  |  |  |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.025% and pay annually a floating rate based on US SOFR Index, expiring April 2035 | 4/23/30 | 29310000 | 1078248 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.08% and pay annually a floating rate based on US SOFR Index, expiring April 2035 | 4/24/30 | 35310000 | 1336985 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.95% and pay annually a floating rate based on US SOFR Index, expiring May 2035 | 4/29/30 | 28110000 | 991054 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.065% and pay annually a floating rate based on US SOFR Index, expiring May 2035 | 5/02/30 | 23480000 | 882786 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.01% and pay annually a floating rate based on US SOFR Index, expiring May 2035 | 5/07/30 | 18770000 | 685764 |
| Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 3.753% and pay annually a floating rate based on US SOFR Index, expiring November 2034 | 10/31/29 | 69400000 | 2170179 |
| Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 4.01% and pay annually a floating rate based on the US SOFR Index, expiring December 2034 | 12/20/29 | 16000000 | 581273 |
| Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 4.108% and pay annually a floating rate based on US SOFR Index, expiring January 2036 | 1/28/26 | 46170000 | 1796434 |
| Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 4.03% and pay annually a floating rate based on US SOFR Index, expiring April 2035 | 4/25/30 | 19800000 | 728227 |
| Option on an interest rate swap with Morgan Stanley Capital Services LLC to receive annually a fixed rate of 4.075% and pay annually a floating rate based on US SOFR Index, expiring April 2035 | 4/24/30 | 38180000 | 1442595 |
| TOTAL CALL SWAPTIONS |  |  | 11693545 |
| **TOTAL PURCHASED SWAPTIONS**<br> (Cost $22,457,143) |  |  | <br> **21136004** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 112.3%**<br> (Cost $45,590,294,127)<br>| <br>**43805197993** |
| **NET OTHER ASSETS (LIABILITIES) - (12.3)%**  | **(4770777198)** |
| **NET ASSETS - 100.0%** | **39034420795** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| U.S. Government Agency - Mortgage Securities |  |  |
| Ginnie Mae II Pool 2% 6/1/2055 | (167250000) | (134373099) |
| Ginnie Mae II Pool 2.5% 6/1/2055 | (99800000) | (83635803) |
| Ginnie Mae II Pool 3.5% 6/1/2055 | (117500000) | (104585657) |
| Ginnie Mae II Pool 5% 6/1/2055 | (36175000) | (35101709) |
| Ginnie Mae II Pool 5.5% 6/1/2055 | (354775000) | (352341811) |
| Ginnie Mae II Pool 6% 6/1/2055 | (322800000) | (325935292) |
| Uniform Mortgage Backed Securities 2% 6/1/2055 | (496525000) | (385951168) |
| Uniform Mortgage Backed Securities 2.5% 6/1/2055 | (64950000) | (52931704) |
| Uniform Mortgage Backed Securities 3% 6/1/2055 | (39300000) | (33454105) |
| Uniform Mortgage Backed Securities 3.5% 6/1/2055 | (88975000) | (78923565) |
| Uniform Mortgage Backed Securities 4% 6/1/2055 | (46300000) | (42451289) |
| Uniform Mortgage Backed Securities 4.5% 6/1/2055 | (14500000) | (13682116) |
| Uniform Mortgage Backed Securities 5% 6/1/2055 | (64850000) | (62790487) |
| Uniform Mortgage Backed Securities 5.5% 6/1/2055 | (85600000) | (84770810) |
| Uniform Mortgage Backed Securities 6% 6/1/2055 | (304075000) | (307127639) |
| Uniform Mortgage Backed Securities 6% 7/1/2055 | (68725000) | (69326351) |
| Uniform Mortgage Backed Securities 6.5% 6/1/2055 | (103850000) | (106640917) |
| Uniform Mortgage Backed Securities 6.5% 7/1/2055 | (13075000) | (13414126) |
| TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES  |  | (2287437648) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $2,284,136,391) |  | <br> **(2287437648)** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Written Swaptions** | &nbsp;&nbsp;**Written Swaptions** | &nbsp;&nbsp;**Written Swaptions** | &nbsp;&nbsp;**Written Swaptions** |
|  | Expiration<br> Date | Notional<br> Amount  | Value ($) |
| Put Swaptions |  |  |  |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.89% and pay annually a floating rate based on US SOFR Index, expiring April 2036 | 4/21/26 | 26200000 | (809895) |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.63% and pay annually a floating rate based on US SOFR Index, expiring November 2035 | 10/30/25 | 19000000 | (600780) |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.97% and pay annually a floating rate based on US SOFR Index, expiring April 2036 | 4/13/26 | 6700000 | (184699) |
| TOTAL PUT SWAPTIONS |  |  | (1595374) |
| Call Swaptions |  |  |  |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.89% and receive annually a floating rate based on US SOFR Index, expiring April 2036 | 4/21/26 | 26200000 | (840953) |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.63% and receive annually a floating rate based on US SOFR Index, expiring November 2035 | 10/30/25 | 19000000 | (257269) |
| Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.97% and receive annually a floating rate based on US SOFR Index, expiring April 2036 | 4/13/26 | 6700000 | (236717) |
| TOTAL CALL SWAPTIONS |  |  | (1334939) |
| **TOTAL WRITTEN SWAPTIONS** |  |  | **(2930313)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| ASX 24 Contracts (Australia) | 92 | Jun 2025 | 6768654 | (46568) | (46568) |
| CBOT 10 Year US Treasury Bond Contracts (United States) | 10934 | Sep 2025 | 1212648938 | 15103134 | 15103134 |
| CBOT 10 Year Ultra US Treasury Bond Contracts (United States) | 136 | Sep 2025 | 15342500 | 250638 | 250638 |
| CBOT 2 Year US Treasury Note Contracts (United States) | 2882 | Sep 2025 | 598060031 | 1177482 | 1177482 |
| CBOT 5 Year US Treasury Note Contracts (United States) | 22114 | Sep 2025 | 2395049859 | 18807902 | 18807902 |
| CBOT US Treasury Long Bond Contracts (United States) | 105 | Sep 2025 | 11878125 | 284139 | 284139 |
| CBOT US Treasury Ultra Bond Contracts (United States) | 113 | Sep 2025 | 13139781 | 344068 | 344068 |
| TMX 10Y Canadian Bond Contracts (Canada) | 308 | Sep 2025 | 27450344 | 235722 | 235722 |
| TOTAL PURCHASED |  |  |  |  | 36156517 |
| Sold |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| CBOT 10 Year US Treasury Bond Contracts (United States) | 2480 | Sep 2025 | 275047500 | (3298505) | (3298505) |
| CBOT 5 Year US Treasury Note Contracts (United States) | 716 | Sep 2025 | 77546156 | (610947) | (610947) |
| CBOT US Treasury Long Bond Contracts (United States) | 107 | Sep 2025 | 12104375 | (289441) | (289441) |
| ICE United Kingdom of Great Britain and Northern Ireland Contracts (United Kingdom) | 31 | Sep 2025 | 3820923 | (51957) | (51957) |
| TOTAL SOLD |  |  |  |  | (4250850) |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **31905667** |
| The notional amount of futures purchased as a percentage of Net Assets is 10.7% | The notional amount of futures purchased as a percentage of Net Assets is 10.7% | The notional amount of futures purchased as a percentage of Net Assets is 10.7% | The notional amount of futures purchased as a percentage of Net Assets is 10.7% | The notional amount of futures purchased as a percentage of Net Assets is 10.7% | The notional amount of futures purchased as a percentage of Net Assets is 10.7% |
| The notional amount of futures sold as a percentage of Net Assets is 0.8% | The notional amount of futures sold as a percentage of Net Assets is 0.8% | The notional amount of futures sold as a percentage of Net Assets is 0.8% | The notional amount of futures sold as a percentage of Net Assets is 0.8% | The notional amount of futures sold as a percentage of Net Assets is 0.8% | The notional amount of futures sold as a percentage of Net Assets is 0.8% |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| Currency<br> Purchased | Currency<br> Purchased | Currency<br> Sold | Currency<br> Sold | Counterparty | Settlement<br> Date | Unrealized <br> Appreciation/<br> (Depreciation) ($)  |
| CAD | 354000 | USD | 253740 | Canadian Imperial Bank of Commerce | 7/08/25 | 4674 |
| EUR | 1805000 | USD | 2036036 | JPMorgan Chase Bank NA | 7/08/25 | 18139 |
| GBP | 300000 | USD | 399191 | Brown Brothers Harriman & Co | 7/08/25 | 5079 |
| USD | 442874 | AUD | 692000 | Brown Brothers Harriman & Co | 7/08/25 | (3422) |
| USD | 162464 | AUD | 251000 | Canadian Imperial Bank of Commerce | 7/08/25 | 585 |
| USD | 2078640 | AUD | 3214000 | JPMorgan Chase Bank NA | 7/08/25 | 5817 |
| USD | 282611 | CAD | 391000 | BNP Paribas SA | 7/08/25 | (2812) |
| USD | 3871746 | CAD | 5328000 | JPMorgan Chase Bank NA | 7/08/25 | (17600) |
| USD | 587217 | EUR | 526000 | BNP Paribas SA | 7/08/25 | (11396) |
| USD | 682765 | EUR | 600000 | BNP Paribas SA | 7/08/25 | (63) |
| USD | 281247 | EUR | 250000 | Brown Brothers Harriman & Co | 7/08/25 | (3265) |
| USD | 488689794 | EUR | 429107000 | Goldman Sachs Bank USA | 7/08/25 | 345680 |
| USD | 131386322 | GBP | 98091000 | BNP Paribas SA | 7/08/25 | (797937) |
| USD | 865228 | GBP | 655000 | Bank of America NA | 7/08/25 | (17429) |
| USD | 413300 | GBP | 309000 | Brown Brothers Harriman & Co | 7/08/25 | (3099) |
| USD | 3829221 | JPY | 543000000 | JPMorgan Chase Bank NA | 7/08/25 | 40524 |
| **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** |  | **(436525)** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 420498 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (857023) |

---

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| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** |
| Underlying Reference | Rating(2) | Maturity <br> Date | Clearinghouse / <br> Counterparty | Fixed<br> Payment<br> Received/<br> (Paid) | Payment<br> Frequency | Notional<br> Amount(3)(1) | Notional<br> Amount(3)(1) | Value ($)(2) | Upfront<br> Premium<br> Received/<br> (Paid) ($) | Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| Buy Protection |  |  |  |  |  |  |  |  |  |  |
| BMW Finance NV 0.75% 7/13/2026 |  | Jun 2030 | BNP Paribas SA | (1%) | Quarterly | EUR | 13250000 | (308152) | 259919 | (48233) |
| Generali 4.125% 5/4/2026 |  | Jun 2030 | BNP Paribas SA | (1%) | Quarterly | EUR | 6250000 | 6292 | (23029) | (16737) |
| Societe Generale SA 5.25% 9/6/2032 |  | Jun 2030 | BNP Paribas SA | (1%) | Quarterly | EUR | 5550000 | 42168 | (46611) | (4443) |
| Deutsche Bank AG 5.625% 5/19/2031 |  | Jun 2030 | BNP Paribas SA | (1%) | Quarterly | EUR | 4650000 | 97759 | (120750) | (22991) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 510000 | 86955 | (130872) | (43917) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 710000 | 121054 | (203072) | (82018) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 800000 | 136399 | (187392) | (50993) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 2230000 | 380213 | (557228) | (177015) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 900000 | 153449 | (170446) | (16997) |
| CMBX BBB- Series 17 Index |  | Dec 2056 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 1600000 | 208306 | (201952) | 6354 |
| CMBX BBB- Series 18 Index |  | Dec 2057 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 4100000 | 313385 | (206940) | 106445 |
| CMBX BBB- Series 18 Index |  | Dec 2057 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 2700000 | 206376 | (108675) | 97701 |
| CMBX BBB- Series 18 Index |  | Dec 2057 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 4500000 | 343959 | (172396) | 171563 |
| CMBX BBB- Series 18 Index |  | Dec 2057 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 2500000 | 191089 | (95776) | 95313 |
| CMBX BBB- Series 18 Index |  | Dec 2057 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 2400000 | 183445 | (256998) | (73553) |
| CMBX BB Series 18 Index |  | Dec 2057 | Goldman Sachs & Co LLC | (5%) | Monthly |  | 1000000 | 127523 | (149497) | (21974) |
| CMBX AAA Series 16 Index |  | Apr 2065 | Goldman Sachs & Co LLC | (0.5%) | Monthly |  | 8860000 | 109099 | (172020) | (62921) |
| Intesa Sanpaolo SpA 6.184% 2/20/2034 |  | Jun 2030 | JPMorgan Chase Bank NA | (1%) | Quarterly | EUR | 5800000 | 7739 | (39614) | (31875) |
| UniCredit SpA 5.375% 4/16/2034 |  | Jun 2030 | Goldman Sachs Bank USA | (1%) | Quarterly | EUR | 5600000 | 24131 | (54336) | (30205) |
| CMBX AAA Series 13 Index |  | Dec 2072 | Merrill Lynch Capital Services Inc | (0.5%) | Monthly |  | 6260000 | (11398) | (102104) | (113502) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | JPMorgan Securities LLC | (3%) | Monthly |  | 1280000 | 218239 | (378133) | (159894) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | JPMorgan Securities LLC | (3%) | Monthly |  | 1800000 | 306899 | (496209) | (189310) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | JPMorgan Securities LLC | (3%) | Monthly |  | 1200000 | 204599 | (309447) | (104848) |
| CMBX BBB- Series 17 Index |  | Dec 2056 | JPMorgan Securities LLC | (3%) | Monthly |  | 800000 | 104153 | (102891) | 1262 |
| CMBX BB Series 18 Index |  | Dec 2057 | JPMorgan Securities LLC | (5%) | Monthly |  | 3200000 | 408072 | (213650) | 194422 |
| CMBX BB Series 18 Index |  | Dec 2057 | JPMorgan Securities LLC | (5%) | Monthly |  | 900000 | 114770 | (64330) | 50440 |
| CMBX BBB- Series 18 Index |  | Dec 2057 | JPMorgan Securities LLC | (3%) | Monthly |  | 1300000 | 99366 | (64617) | 34749 |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 720000 | 122759 | (177728) | (54969) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 1670000 | 284734 | (390614) | (105880) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 1670000 | 284734 | (402938) | (118204) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 880000 | 150039 | (213374) | (63335) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 1860000 | 317129 | (429309) | (112180) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 1460000 | 248929 | (327937) | (79008) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 900000 | 153449 | (146883) | 6566 |
| CMBX BBB- Series 17 Index |  | Dec 2056 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 800000 | 104153 | (111546) | (7393) |
| CMBX BBB- Series 18 Index |  | Dec 2057 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 1900000 | 145227 | (73774) | 71453 |
| CMBX BB Series 18 Index |  | Dec 2057 | Morgan Stanley Capital Services LLC | (5%) | Monthly |  | 800000 | 102018 | (52377) | 49641 |
| CMBX BB Series 18 Index |  | Dec 2057 | Morgan Stanley Capital Services LLC | (5%) | Monthly |  | 500000 | 63761 | (73807) | (10046) |
| CMBX BBB- Series 17 Index |  | Dec 2056 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 2400000 | 312459 | (350048) | (37589) |
| CMBX BBB- Series 17 Index |  | Dec 2056 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 1600000 | 208306 | (231618) | (23312) |
| CMBX AAA Series 13 Index |  | Dec 2072 | Citigroup Global Markets Ltd | (0.5%) | Monthly |  | 6120000 | (11143) | (64368) | (75511) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 1400000 | 238699 | (334001) | (95302) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 2200000 | 375098 | (564837) | (189739) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 1820000 | 310309 | (507562) | (197253) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 500000 | 85250 | (112644) | (27394) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 1410000 | 240404 | (307134) | (66730) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 3610000 | 615502 | (792123) | (176621) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 1010000 | 172204 | (270979) | (98775) |
| CMBX BBB- Series 17 Index |  | Dec 2056 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 1600000 | 208306 | (252775) | (44469) |
| CMBX BBB- Series 18 Index |  | Dec 2057 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 1700000 | 129940 | (66999) | 62941 |
| CMBX BBB- Series 18 Index |  | Dec 2057 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 800000 | 61148 | (29183) | 31965 |
| CMBX BBB- Series 17 Index |  | Dec 2056 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 1700000 | 221325 | (213954) | 7371 |
| CMBX BBB Series 15 Index |  | Nov 2064 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 1100000 | 182006 | (176481) | 5525 |
| CMBX BBB- Series 17 Index |  | Dec 2056 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 2700000 | 351517 | (377334) | (25817) |
| CMBX AAA Series 16 Index |  | Apr 2065 | Citigroup Global Markets Ltd | (0.5%) | Monthly |  | 9300000 | 114517 | (159877) | (45360) |
| CMBX BBB- Series 18 Index |  | Dec 2057 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 2800000 | 214019 | (209404) | 4615 |
| **TOTAL BUY PROTECTION** |  |  |  |  |  |  |  | 9882687 | (11790674) | (1907987) |
| Sell Protection |  |  |  |  |  |  |  |  |  |  |
| CMBX AAA Series 15 Index | NR | Nov 2064 | Goldman Sachs & Co LLC | 0.5% | Monthly |  | 6100000 | (35236) | 46137 | 10901 |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Goldman Sachs & Co LLC | 0.5% | Monthly |  | 8300000 | (145311) | 151077 | 5766 |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Goldman Sachs & Co LLC | 0.5% | Monthly |  | 3800000 | (66528) | 103762 | 37234 |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Goldman Sachs & Co LLC | 0.5% | Monthly |  | 5200000 | (91038) | 159940 | 68902 |
| CMBX AAA Series 13 Index | NR | Dec 2072 | Morgan Stanley Capital Services LLC | 0.5% | Monthly |  | 12380000 | 22540 | 282585 | 305125 |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 5300000 | (92789) | 129238 | 36449 |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 1700000 | (29762) | 41718 | 11956 |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 9200000 | (161067) | 184544 | 23477 |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 8100000 | (141809) | 127695 | (14114) |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 2200000 | (38516) | 34683 | (3833) |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 6600000 | (115548) | 88783 | (26765) |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 20200000 | (353647) | 269611 | (84036) |
| **TOTAL SELL PROTECTION** |  |  |  |  |  |  |  | (1248711) | 1619773 | 371062 |
| **TOTAL CREDIT DEFAULT SWAPS** |  |  |  |  |  |  |  | **8633976** | **(10170901)** | **(1536925)** |

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

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

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

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| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| Payment Received | Payment<br> Frequency | Payment Paid | Payment<br> Frequency | Clearinghouse /<br> Counterparty(1) | Maturity<br> Date | Notional<br> Amount(3) | Value ($)<br>| Upfront<br> Premium<br> Received/<br> (Paid) ($)(2) | Unrealized <br> Appreciation/<br> (Depreciation) ($)<br>|
| U.S. SOFR Index(4) | Annual | 3.25% | Annual | LCH | Jun 2027 | 350031000 | 444843 | 0 | 444843 |
| U.S. SOFR Index(4) | Annual | 3.5% | Annual | LCH | Jun 2045 | 147771000 | 2480401 | 0 | 2480401 |
| U.S. SOFR Index(4) | Annual | 3.25% | Annual | LCH | Jun 2029 | 185930000 | 1034507 | 0 | 1034507 |
| U.S. SOFR Index(4) | Annual | 3.25% | Annual | LCH | Jun 2030 | 105751000 | (72345) | 0 | (72345) |
| U.S. SOFR Index(4) | Annual | 3.25% | Annual | LCH | Jun 2028 | 725439000 | (856709) | 0 | (856709) |
| **TOTAL INTEREST RATE SWAPS** |  |  |  |  |  |  | **3030697** | **0** | **3030697** |

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

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

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

(4)Represents floating rate.

**Currency Abbreviations**

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

---

**Legend**

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

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

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

(d) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $8,581,653,431 or 22.0% of net assets.

(e) Level 3 security

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

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

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

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

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

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

(l) Position or a portion of the position represents an unfunded loan commitment. At period end, the total principal amount and market value of unfunded commitments totaled $4,998,239 and $4,889,187, respectively.

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

(n) Principal Only Strips represent the right to receive the monthly principal payments.

(o) Represents an investment in an underlying pool of reverse mortgages which typically do not require regular principal and interest payments as repayment is deferred until a maturity event.

(p) Non-income producing

(q) Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $71,884 or 0.0% of net assets.

(r) Security initially issued in zero coupon form which converts to coupon form at a specified rate and date. The rate shown is the rate at period end.

(s) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $630,960,630 or 1.6% of net assets.

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

(u) A portion of the security sold on a delayed delivery basis.

(v) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $58,942,567.

(w) Security or a portion of the security was pledged to cover margin requirements for centrally cleared swaps. At period end, the value of securities pledged amounted to $40,300,257.

(x) Security or a portion of the security has been segregated as collateral for mortgage-backed or asset-backed securities purchased on a delayed delivery or when-issued basis. At period end, the value of securities pledged amounted to $8,389,952.

(y) Security or a portion of the security has been segregated as collateral for over the counter (OTC) derivatives. At period end, the value of securities pledged amounts to $2,565,680.

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

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

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

---

| | | |
|:---|:---|:---|
| Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: |
| Security | Acquisition Date | Acquisition Cost ($)<br>|
| Expand Energy Corp | 2/10/21 | 5862 |

---

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 1266757675 | 10419446370 | 10647088552 | 45865734 | - | - | 1039115493 | 1038907712 | 1.9% |
| Fidelity Securities Lending Cash Central Fund | 65292563 | 4602362163 | 4601495751 | 726971 | - | - | 66158975 | 66152360 | 0.2% |
| Total | 1332050238 | 15021808533 | 15248584303 | 46592705 | - | - | 1105274468 |  |  |

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

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

**Credit Risk**

The Fund invests a significant portion of its assets in structured securities of issuers backed by commercial and residential mortgage loans, credit card receivables and automotive loans. The value and related income of these securities is sensitive to changes in economic conditions, including delinquencies and/or defaults.

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Income Fund

- **b. Investment Company Act file number:** 811-04085

- **c. CIK number of Registrant:** 0000751199

- **d. LEI of Registrant:** D66RCKM57LC8ELZCAY58

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

- **b. EDGAR series identifier (if any):** S000007066

- **c. LEI of Series:** 52O386XUF1CQJ82UNB64

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $46659673649.01

**Total Liabilities:** $7742926942.24

**Net Assets:** $38916746706.77

**Delayed Delivery Securities:** $4806272916.58

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 382664.08372513 | **1-Year:** 2321908.16028195 | **5-Year:** 7254006.39108751 | **10-Year:** 7079743.17697851 | **30-Year:** 4305835.75498089

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

- **3-Month:** 244008.15144819 | **1-Year:** 610560.01539249 | **5-Year:** 579234.08037771 | **10-Year:** 96093.12481340 | **30-Year:** 28168.56145078

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000019273 | -0.18%               | 0.23%                | -0.49%               |
| Class ID C000150510 | -0.15%               | 0.26%                | -0.46%               |
| Class ID C000019276 | -0.28%               | 0.23%                | -0.49%               |
| Class ID C000019275 | -0.35%               | 0.16%                | -0.55%               |
| Class ID C000019277 | -0.16%               | 0.25%                | -0.47%               |
| Class ID C000019272 | -0.16%               | 0.15%                | -0.36%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $36841727.07             | $-257893966.42                             |
| Month 2  | $-104858919.31           | $23966803.47                               |
| Month 3  | $-15457296.92            | $-275151708.63                             |

**Designated Index Information**

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

- **Index Identifier:** 19808143

### Schedule of Portfolio Investments

| Name                                                                              | Title                                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 3145 GO 4/36                                                                                        | CUSIP: 31396NCS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      80130 | PA      | $66776.41      | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 9/39 #AC4396                                                                                 | CUSIP: 31417N3E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3815 | PA      | $3772.65       | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 01/01/2032#AS8602                                                                        | CUSIP: 3138WJRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1663815 | PA      | $1592167.23    | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                           | INEOS QUATTRO FINANCE 2 9.625% 03/15/2029 144A                                                          | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     935000 | PA      | $930343.70     | 0.00%             | 2029-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDING AS                                                      | TAV HAVALIMANLARI HOLDING AS 8.5% 12/07/2028 144A                                                       | CUSIP: 87216EAA4<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |     700000 | PA      | $720125.00     | 0.00%             | 2028-12-07      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#737823                                                                        | CUSIP: 31402TVQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57130 | PA      | $56613.95      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                               | NIGERIA REPUBLIC 7.625% 11/21/2025 144A                                                                 | CUSIP: 65412JAJ2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1505000 | PA      | $1511110.30    | 0.00%             | 2025-11-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2022-SFR2 TR                                                   | TRICON RESIDENTIAL 2022-SFR2 TR 7.507% 07/17/2040 144A                                                  | CUSIP: 89616TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2499000 | PA      | $2525964.46    | 0.01%             | 2040-07-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 07/51#BT1461                                                                               | CUSIP: 3140LPTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     696723 | PA      | $550190.47     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 08/01/2040#MA4093                                                                          | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16557079 | PA      | $14145685.86   | 0.04%             | 2040-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                         | EGYPT (ARAB) REPUBLIC OF 8.7002% 03/01/2049 144A                                                        | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1420000 | PA      | $1102275.00    | 0.00%             | 2049-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                          | ENCORE CAP GROUP INC 8.5% 05/15/2030 144A                                                               | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    4615000 | PA      | $4891972.69    | 0.01%             | 2030-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 12/01/2047#CA0855                                                                        | CUSIP: 3140Q75R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2163612 | PA      | $1953587.69    | 0.01%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 11/01/2035#FM4368                                                                        | CUSIP: 3140X72A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     157444 | PA      | $138865.30     | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                     | ANGLIAN WATER SVCS FINANC PLC 6.25% 09/12/2044 REGS                                                     | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |    1425000 | PA      | $1799265.80    | 0.00%             | 2044-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HORIZON US FINCO LP                                                               | THE TRAVEL CORP TERM B 1LN 10/31/2031                                                                   | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6496419 | PA      | $6017307.69    | 0.02%             | 2031-10-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 05/01/2034#775792                                                                        | CUSIP: 31404Q2Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17278 | PA      | $17120.67      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+125 10/25/2054                                                   | CUSIP: 3137HJQ26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    9339673 | PA      | $9322166.62    | 0.02%             | 2054-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 05/20/2046#AS9175                                                                          | CUSIP: 36193VFQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     102897 | PA      | $92670.47      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 6/41 #AI3534                                                                                 | CUSIP: 3138AG4U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        375 | PA      | $371.77        | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                               | HUNGARY REPUBLIC OF 6.75% 09/25/2052 144A                                                               | CUSIP: 445545AT3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     430000 | PA      | $429677.50     | 0.00%             | 2052-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 6/40 #745127                                                                                 | CUSIP: 3620C0YY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      43546 | PA      | $42786.96      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 12/41 #748314                                                                                | CUSIP: 3620C4K33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10171 | PA      | $9726.81       | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 12/39 #711029                                                                                | CUSIP: 36297F4N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13836 | PA      | $13900.51      | 0.00%             | 2039-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 1/38 #889371                                                                                 | CUSIP: 31410KCG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109776 | PA      | $115016.50     | 0.00%             | 2038-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 4/33 #577996                                                                                 | CUSIP: 36201BC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2920 | PA      | $2932.73       | 0.00%             | 2033-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                      | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                                       | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1588606.73    | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 05/01/2051#CB0447                                                                        | CUSIP: 3140QKP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17215110 | PA      | $14188898.18   | 0.04%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                     | ENBW INTERNATIONAL FINANCE BV 3.5% 07/22/2031 REGS                                                      | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |    2200000 | PA      | $2554225.00    | 0.01%             | 2031-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 6/35 #828385                                                                                 | CUSIP: 31407EJ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5265 | PA      | $5475.16       | 0.00%             | 2035-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                          | PAKISTAN ISLAMIC REP OF 6% 04/08/2026 144A                                                              | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    2270000 | PA      | $2211547.50    | 0.01%             | 2026-04-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2024-2 LTD                                                      | PALMER SQUARE CLO 2024-2 LTD E TSFR3M+570 07/20/2037 144A                                               | CUSIP: 69703MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $504644.00     | 0.00%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2022-C17                                                             | BBCMS MTG TR 2022-C17 4.441% 09/15/2055                                                                 | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2520000 | PA      | $2409255.83    | 0.01%             | 2055-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2006 FL12                                                                    | COMM 2014-CR20 C CSTR 11/10/2047                                                                        | CUSIP: 12592LBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     511509 | PA      | $493401.87     | 0.00%             | 2047-11-10      | Variable      | 0.05%                 | No            |                  3 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                | DOMINICAN REPUBLIC 7.15% 02/24/2055 144A                                                                | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1395000 | PA      | $1369890.00    | 0.00%             | 2055-02-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 8/33 #604578                                                                                 | CUSIP: 36200MUB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4266 | PA      | $4334.81       | 0.00%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 56 FC SOFR30A+150 11/25/2053                                             | CUSIP: 3136BQNC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3468035 | PA      | $3491432.05    | 0.01%             | 2053-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                     | ANGLIAN WATER SVCS FINANC PLC STEP 01/15/2029                                                           | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |     650000 | PA      | $900557.28     | 0.00%             | 2029-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2023-3 OWNER TR                                            | HONDA AUTO RECEIVABLES 2023-3 OWNER TR 5.41% 02/18/2028                                                 | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5688645 | PA      | $5723410.16    | 0.01%             | 2028-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 04/01/2032#J36710                                                                          | CUSIP: 31307TN31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14383 | PA      | $13970.29      | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 11/01/2051#FM9464                                                                          | CUSIP: 3140XDQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102362 | PA      | $88593.63      | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                         | SAUDI ARABIAN OIL COMPANY 5.875% 07/17/2064 144A                                                        | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     615000 | PA      | $550615.65     | 0.00%             | 2064-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                           | BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A                                                | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36451698 | PA      | $36497218.69   | 0.09%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 4% 03/20/2047#784299                                                                            | CUSIP: 3622A2X49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1849649 | PA      | $1723890.18    | 0.00%             | 2047-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                          | NAVOI MINING METALLURGIC 6.75% 05/14/2030 144A                                                          | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    1800000 | PA      | $1792800.00    | 0.00%             | 2030-05-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 7.5% 06/01/2027#250951                                                                        | CUSIP: 31371FWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        381 | PA      | $387.01        | 0.00%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                        | J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A                                       | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8593000 | PA      | $8143453.77    | 0.02%             | 2033-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                | TURKEY REPUBLIC OF 5.125% 02/17/2028                                                                    | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1445000 | PA      | $1400717.98    | 0.00%             | 2028-02-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 05/01/2043#AT6734                                                                        | CUSIP: 3138WUPU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27075 | PA      | $24168.96      | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.00% 11/39 #719736                                                                                | CUSIP: 3620A5SZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        961 | PA      | $996.54        | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG                                          | SELF COMMERCIAL MORTGAGE TRUST 2024-STRG E TSFR1M+418.849 11/15/2034 144A                               | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2529000 | PA      | $2522097.35    | 0.01%             | 2034-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2011-C3                                         | JPMCC 2011-C3 G CSTR 02/15/2046 144A                                                                    | CUSIP: 46635TBK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     368000 | PA      | $48702.26      | 0.00%             | 2046-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2019-K735 A2 2.862% 05/25/2026                                           | CUSIP: 3137FMU67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2872142 | PA      | $2830005.47    | 0.01%             | 2026-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 2/30 #535143                                                                                 | CUSIP: 31384VP48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        852 | PA      | $886.98        | 0.00%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 4/42 #AK9019                                                                                 | CUSIP: 3138EEAV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100994 | PA      | $96086.14      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAMB COML MTG TR 2019-LIFE                                                        | CAMB COML MTG TR 2019-LIFE TSFR1M+336.448 12/15/2037 144A                                               | CUSIP: 12482HAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3325000 | PA      | $3297935.17    | 0.01%             | 2037-12-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2023-SHIP                                                     | GS MTG SECS CORP TR 2023-SHIP 7.68138% 09/10/2038 144A                                                  | CUSIP: 36270GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4514000 | PA      | $4543837.99    | 0.01%             | 2038-09-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 TR                                                                   | AASET 2021-2 TR 2.798% 01/15/2047 144A                                                                  | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   29653007 | PA      | $27261230.67   | 0.07%             | 2047-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS GROUP AG 1.494%/VAR 08/10/2027 144A                                                                 | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   21621000 | PA      | $20801559.78   | 0.05%             | 2027-08-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| RESTAURANT TECHNOLOGIES INC                                                       | RESTAURANT TECHNOLOGIES TERM B 1LN 4/2/2029                                                             | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    7377046 | PA      | $7164955.65    | 0.02%             | 2029-04-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                  | VIRGIN MEDIA SECD FIN PLC 4.5% 08/15/2030 144A                                                          | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    4925000 | PA      | $4547775.04    | 0.01%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.0% 07/01/2041#Q01985                                                                        | CUSIP: 3132GFF28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4800 | PA      | $4831.41       | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.50% 8/36 #657024                                                                                 | CUSIP: 36294Q4H1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2548 | PA      | $2654.96       | 0.00%             | 2036-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                             | ARGENTINA REPUBLIC OF STEP 07/09/2030                                                                   | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   19281404 | PA      | $15099749.26   | 0.04%             | 2030-07-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                  | SOCIETE GENERALE FRANCE 6.691%/VAR 01/10/2034 144A                                                      | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1700000 | PA      | $1790884.82    | 0.00%             | 2034-01-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2.5% 11/01/2031#ZS8629                                                                        | CUSIP: 3132A9SS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1395141 | PA      | $1335610.78    | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 6/28 #430194                                                                                 | CUSIP: 31379U3B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         15 | PA      | $16.03         | 0.00%             | 2028-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2006-15 OP 0% 3/36                                                                                  | CUSIP: 31395BTU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     110383 | PA      | $93862.77      | 0.00%             | 2036-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                              | DUKE ENERGY CORP NEW 4.5% 08/15/2032                                                                    | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7691298.00    | 0.02%             | 2032-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                                | RWE FINANCE US LLC 5.875% 04/16/2034 144A                                                               | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    6901000 | PA      | $7007625.35    | 0.02%             | 2034-04-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 11/27 #437435                                                                                | CUSIP: 36207N4U5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         57 | PA      | $57.50         | 0.00%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 05/01/2045#Q33578                                                                        | CUSIP: 3132QP6Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     124604 | PA      | $114027.22     | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2021-SAVE                                                 | WELLS FARGO COML MTG TR 2021-SAVE E TSFR1M+376.448 02/15/2040 144A                                      | CUSIP: 95003LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     220800 | PA      | $220669.65     | 0.00%             | 2040-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                    | CONSOLIDATED ENERGY FINANCE SA 12% 02/15/2031 144A                                                      | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    3414000 | PA      | $3127580.39    | 0.01%             | 2031-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 10/01/2047#CA0623                                                                        | CUSIP: 3140Q7VR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     201717 | PA      | $193385.57     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 1/41 #734151                                                                                 | CUSIP: 3620AMTG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     148735 | PA      | $142659.87     | 0.00%             | 2041-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 04/20/2043#AD9075                                                                          | CUSIP: 36180NCL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     501512 | PA      | $464640.10     | 0.00%             | 2043-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 6/32 #644164                                                                                 | CUSIP: 31390ETV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1212 | PA      | $1268.06       | 0.00%             | 2032-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | BNP PARIBAS 5.786%/VAR 01/13/2033 144A                                                                  | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   32823000 | PA      | $33620311.70   | 0.09%             | 2033-01-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                           | NEW FORTRESS ENERGY INC 144                                                                             | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | EC               | CORP              | US        |     155112 | NS      | $386228.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMP 2024-MF23                                                                     | BMP 2024-MF23 TSFR1M+174.142 06/15/2041 144A                                                            | CUSIP: 05593JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8722000 | PA      | $8727451.25    | 0.02%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 9/41 #773113                                                                                 | CUSIP: 36176QVE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2099 | PA      | $2020.81       | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2.5% 04/01/2042#RB5154                                                                        | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32999510 | PA      | $28754615.07   | 0.07%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 09/01/2032#BM1884                                                                          | CUSIP: 3140J6CW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     306831 | PA      | $296428.16     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                | LUMEN TECHNOLOGIES TERM A 1LN 06/01/2028                                                                | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    2443113 | PA      | $2494003.42    | 0.01%             | 2028-06-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | BOEING CO 7.008% 05/01/2064                                                                             | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10682256.90   | 0.03%             | 2064-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                    | AIR LEASE CORP 4.125%/VAR PERP                                                                          | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |    4242000 | PA      | $4087807.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 11/40 #AE3886                                                                                | CUSIP: 31419EJ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54078 | PA      | $53151.33      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-LP2                                             | BX 2022-LP2 G TSFR1M+411.27 02/15/39 144A                                                               | CUSIP: 05610HAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3502800 | PA      | $3477070.54    | 0.01%             | 2039-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/31 #549552                                                                                 | CUSIP: 36213BQD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        227 | PA      | $232.48        | 0.00%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD                                                               | WESTINGHOUSE TERM B 1LN 1/27/2031                                                                       | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    8375829 | PA      | $8356146.18    | 0.02%             | 2031-01-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/41 #479607                                                                                | CUSIP: 36209RYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     124152 | PA      | $119056.79     | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1                                                                      | BX 2021-MFM1 G TSFR1M+401.448 01/15/2034 144A                                                           | CUSIP: 05608VAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     142800 | PA      | $141717.04     | 0.00%             | 2034-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4% 03/20/2047#MA4322                                                                            | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5874516 | PA      | $5475103.87    | 0.01%             | 2047-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                            | SABLE INTL FIN LTD 7.125% 10/15/2032 144A                                                               | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    6610000 | PA      | $6479865.63    | 0.02%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BN28                                                                    | BANK 2020-BN28 2.5% 03/15/2063 144A                                                                     | CUSIP: 06540YBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     441000 | PA      | $312739.52     | 0.00%             | 2063-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 3/34 #773883                                                                                 | CUSIP: 31404NXL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32921 | PA      | $32608.75      | 0.00%             | 2034-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 6.182% 6/37 #848188                                                                            | CUSIP: 31300LCZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8745 | PA      | $8987.09       | 0.00%             | 2037-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2019                                                       | BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A                                                      | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11081323 | PA      | $10549999.30   | 0.03%             | 2032-11-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 05/01/2046#BC0887                                                                          | CUSIP: 3140EU6Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     432497 | PA      | $381552.81     | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                         | OLIN CORP 5% 02/01/2030                                                                                 | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    6975000 | PA      | $6601819.37    | 0.02%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                               | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                                | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   13010000 | PA      | $11055933.13   | 0.03%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                 | NATWEST GROUP PLC 4.8% 04/05/2026                                                                       | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   15141000 | PA      | $15174634.52   | 0.04%             | 2026-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2020-L4                                                   | Morgan Stanley Capital I Trust 3.536% 02/15/2053                                                        | CUSIP: 61770KBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     205000 | PA      | $179934.24     | 0.00%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | US 5YR NOTE (CBT) FUT SEP25 FVU5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -716 | NC      | $-610946.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PHOENIX GUARANTOR INC                                                             | BRIGHTSPRING HEALTH TERM B 1LN 02/21/2031                                                               | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    2628516 | PA      | $2629120.94    | 0.01%             | 2031-02-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                | TURKEY REPUBLIC OF 4.875% 04/16/2043                                                                    | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2105000 | PA      | $1423506.25    | 0.00%             | 2043-04-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.0% 2/20/43 #MA0782                                                                            | CUSIP: 36179M2P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      91542 | PA      | $82819.51      | 0.00%             | 2043-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 23-2                                               | MSWF COMMERCIAL MORTGAGE TRUST 23-2 B 7.252% 12/15/2056                                                 | CUSIP: 55361AAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1126000 | PA      | $1190665.62    | 0.00%             | 2056-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 10/39 #726394                                                                                | CUSIP: 3620AC7F5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12139 | PA      | $11939.58      | 0.00%             | 2039-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/28 #462816                                                                                 | CUSIP: 36208WDV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        169 | PA      | $171.53        | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADVANCION HOLDINGS LLC                                                            | ANGUS CHEMICAL TERM 2LN 11/24/2028                                                                      | CUSIP: 04317JAF5<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |     935000 | PA      | $869942.70     | 0.00%             | 2028-11-24      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                     | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                        | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4226000 | PA      | $3596280.36    | 0.01%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA                                      | BLACKBIRD AIRCRAF 2016-1A A STEP 12/16/2041 144A                                                        | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6783990 | PA      | $6772365.85    | 0.02%             | 2041-12-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 3/28 #420501                                                                                 | CUSIP: 31379JDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1121 | PA      | $1141.52       | 0.00%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                                                        | KINDERCARE TERM B 1LN 06/12/2030                                                                        | CUSIP: 50118YAG4<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    4303395 | PA      | $4316563.31    | 0.01%             | 2030-06-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PROVINCE CORDOBA                                                                  | PROVINCE CORDOBA STEP 06/01/2027 144A                                                                   | CUSIP: 74408DAD6<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    1310721 | PA      | $1279355.45    | 0.00%             | 2027-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.00% 10/41 #005203                                                                             | CUSIP: 36202FX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1903439 | PA      | $1820909.27    | 0.00%             | 2041-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | BOEING CO 6.388% 05/01/2031                                                                             | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6576000 | PA      | $7016424.64    | 0.02%             | 2031-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 11/41 #Q04295                                                                                | CUSIP: 3132GKNL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     134523 | PA      | $128035.33     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 05/01/2043#Q18136                                                                        | CUSIP: 3132J9PW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7676 | PA      | $7271.30       | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                             | LCH OIS SOFRV3.25% MAC 06/18/30                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -105751000 | NC      | $-72345.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                                 | FOUNDATION BUILDING MATERIALS TERM B2 1LN 01/29/2031                                                    | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |    6505053 | PA      | $6097576.83    | 0.02%             | 2031-01-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                                             | DP WORLD CRESCENT LTD 3.7495% 01/30/2030 144A                                                           | CUSIP: 26139PAC7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    2070000 | PA      | $1950457.50    | 0.01%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 4.625% 02/15/2055                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75000000 | PA      | $71541052.50   | 0.18%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                      | ENTEGRIS INC 5.95% 06/15/2030 144A                                                                      | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6603623.40    | 0.02%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                              | COLOMBIA REPUBLIC OF 7.375% 09/18/2037                                                                  | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     630000 | PA      | $596534.40     | 0.00%             | 2037-09-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POWER STOP LLC                                                                    | POWER STOP TERM 1LN 01/26/2029                                                                          | CUSIP: 73931HAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2918163 | PA      | $2166736.21    | 0.01%             | 2029-01-26      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING CO INC                                                           | GRAHAM PACKAGING CO INC 7.125% 08/15/2028 144A                                                          | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1178168.16    | 0.00%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/28 #474003                                                                                 | CUSIP: 36209KRY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         85 | PA      | $85.39         | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 07/01/2055 #TBA                                                                            | CUSIP: 21H032670<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  117500000 | PA      | $104544344.25  | 0.27%             | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 10/01/2042#Q12164                                                                        | CUSIP: 3132HNMM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31434 | PA      | $29880.84      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 3.242% 9/1/41#1B8659                                                                           | CUSIP: 3128UHAK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9269 | PA      | $9625.77       | 0.00%             | 2041-09-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.5% 01/01/2055#SL0307                                                                        | CUSIP: 31427MKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   50478946 | PA      | $50651453.06   | 0.13%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 04/01/2052#FS5385                                                                        | CUSIP: 3140XL6X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1883554 | PA      | $1559510.77    | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 5/34 #574784                                                                                 | CUSIP: 36200WRD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        301 | PA      | $305.87        | 0.00%             | 2034-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                  | ALTRIA GROUP INC 4.5% 05/02/2043                                                                        | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   11887000 | PA      | $9665043.09    | 0.02%             | 2043-05-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 8/40 #A93451                                                                                 | CUSIP: 312941ZQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15075 | PA      | $14837.76      | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 7/28 #406815                                                                                 | CUSIP: 31378R3Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1996 | PA      | $2081.70       | 0.00%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 03/01/2052#CB3037                                                                          | CUSIP: 3140QNLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2374739 | PA      | $1866386.35    | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 10/31 #566254                                                                                | CUSIP: 36213WBX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         38 | PA      | $39.03         | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/29 #489711                                                                                 | CUSIP: 36210EAL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        460 | PA      | $468.48        | 0.00%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2012-C1                                                           | UBSCM 2012-C1 F CSTR 5/10/45 144A                                                                       | CUSIP: 90269GAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     762700 | PA      | $243556.65     | 0.00%             | 2045-05-10      | Variable      | 0.05%                 | No            |                  3 | On Loan: No      |
| T-MOBILE USA INC                                                                  | T-MOBILE USA INC 3.75% 04/15/2027                                                                       | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   23850000 | PA      | $23542238.65   | 0.06%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 11/01/2051#RA6333                                                                          | CUSIP: 3133KNBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1727748 | PA      | $1347636.04    | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 09/01/2042#ZS3589                                                                        | CUSIP: 3132A37A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6176739 | PA      | $5716467.96    | 0.01%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST 2016-C7                                           | CFCRE COMMERCIAL MORTGAGE TRUST 2016-C7 3.5853% 12/10/2054                                              | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4691805 | PA      | $4606697.62    | 0.01%             | 2054-12-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 2/30 #532153                                                                                 | CUSIP: 31384SE21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         46 | PA      | $48.04         | 0.00%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 1/41 #AH4987                                                                                 | CUSIP: 3138A6RH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31672 | PA      | $30190.15      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/41 #479494                                                                                | CUSIP: 36209RUT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     302113 | PA      | $289142.44     | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.00% 11/40 #004853                                                                             | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1580880 | PA      | $1515567.22    | 0.00%             | 2040-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 4.87% 1/35 #735833                                                                             | CUSIP: 31402RPS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2582 | PA      | $2651.83       | 0.00%             | 2035-01-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                | CNX RESOURCES CORP 7.375% 01/15/2031 144A                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2201393.60    | 0.01%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 7/38 #889733                                                                                 | CUSIP: 31410KPS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17209 | PA      | $18060.92      | 0.00%             | 2038-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-A                                                      | ARI FLEET LEASE TRUST 2025-A 4.38% 01/17/2034 144A                                                      | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6950000 | PA      | $6917344.04    | 0.02%             | 2034-01-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                      | ENTEGRIS INC 4.75% 04/15/2029 144A                                                                      | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    6760000 | PA      | $6563751.79    | 0.02%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                    | CANADIAN NATL RESOURCES LTD 5.85% 02/01/2035                                                            | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    6942000 | PA      | $6904272.03    | 0.02%             | 2035-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 05/01/2049#BN7890                                                                        | CUSIP: 3140JQXU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     298741 | PA      | $302095.66     | 0.00%             | 2049-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP 04/17/65 B                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    1400000 | NC      | $238698.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 11/35 #842191                                                                                | CUSIP: 31407VUQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13609 | PA      | $14151.99      | 0.00%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 05/45#AZ1207                                                                               | CUSIP: 3138YSKV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78100 | PA      | $73205.54      | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CY885799 12/15/56 S                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    8300000 | NC      | $-145310.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                    | BANK 2017-BNK4 D 3.357% 05/15/2050 144A                                                                 | CUSIP: 06541FAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1426000 | PA      | $1078037.89    | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 6% 06/01/2053#RA9277                                                                          | CUSIP: 3133KRJW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4294402 | PA      | $4378672.42    | 0.01%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                               | CLYDESDALE ACQUISITION HOLDINGS INC 6.75% 04/15/2032 144A                                               | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    3355000 | PA      | $3390489.73    | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SISECAM UK PLC                                                                    | SISECAM UK PLC 8.625% 05/02/2032 144A                                                                   | CUSIP: 829688AB6<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |    1370000 | PA      | $1370000.00    | 0.00%             | 2032-05-02      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 12/01/2048#BM5106                                                                        | CUSIP: 3140J9U82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9123840 | PA      | $8758398.05    | 0.02%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                                 | NEXA RESOURCES SA 6.75% 04/09/2034 144A                                                                 | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     885000 | PA      | $902257.50     | 0.00%             | 2034-04-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TIDAL WASTE and RECYCLING HOLDINGS LLC                                            | COASTAL WASTE and RECYCLING TERM B 1LN 10/24/2031                                                       | CUSIP: 88636PAK7<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |    1385000 | PA      | $1388462.50    | 0.00%             | 2031-10-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                                            | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+323.048 11/15/2038 144A                                   | CUSIP: 26863LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1967710 | PA      | $1955411.44    | 0.01%             | 2038-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORPORATION SAB DE CV                                               | ORBIA ADVANCE CORPORATION SAB DE CV 6.8% 05/13/2030 144A                                                | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    2500000 | PA      | $2514250.00    | 0.01%             | 2030-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 6% 09/01/2053#RA9856                                                                          | CUSIP: 3133KR5R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6104891 | PA      | $6224688.86    | 0.02%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CY885799 12/15/56 S                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    5200000 | NC      | $-91037.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2015-GC34                                                          | GS MORTGAGE SECURITIES TRUST 2015-GC34 XA CSTR 10/10/2048                                               | CUSIP: 36250VAF9<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |   14199705 | PA      | $903.10        | 0.00%             | 2048-10-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 12/25 #412531                                                                                | CUSIP: 36206JHG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         14 | PA      | $13.88         | 0.00%             | 2025-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                             | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                                  | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   10301000 | PA      | $10380603.24   | 0.03%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 08/01/2050#FM4050                                                                          | CUSIP: 3140X7QC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16355516 | PA      | $14117206.46   | 0.04%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                           | NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A                                                            | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |     455000 | PA      | $272417.60     | 0.00%             | 2026-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 06/20/2046#AR9310                                                                          | CUSIP: 36193GKX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24015 | PA      | $21635.59      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                             | MINERVA LUXMBOURG SA 8.875% 09/13/2033 144A                                                             | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    1210000 | PA      | $1298915.64    | 0.00%             | 2033-09-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/39 #713866                                                                                 | CUSIP: 36297KCB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2381 | PA      | $2392.05       | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACNR HOLDINGS INC                                                                 | ACNR HOLDINGS INC                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      30405 | NS      | $2870536.05    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 04/15/2043#AE1960                                                                        | CUSIP: 36180UE96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6535 | PA      | $5955.21       | 0.00%             | 2043-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                                        | BMO 2022-C1 MORTGAGE TRUST CSTR 02/15/2042 144A                                                         | CUSIP: 05609MDC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     798000 | PA      | $624975.96     | 0.00%             | 2055-02-17      | Variable      | 0.04%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/33 #732113                                                                                 | CUSIP: 31402LK27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5568 | PA      | $5512.85       | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                  | UWM HOLDINGS LLC 6.625% 02/01/2030 144A                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4495000 | PA      | $4406990.60    | 0.01%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.875% 09/30/2029                                                                             | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  200000000 | PA      | $199476562.00  | 0.51%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                  | AMWINS GROUP INC 4.875% 06/30/2029 144A                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2318458.49    | 0.01%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 4/41 #738240                                                                                 | CUSIP: 3620ASEM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3677 | PA      | $3692.73       | 0.00%             | 2041-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 6/34 #605443                                                                                 | CUSIP: 36200NS85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2161 | PA      | $2171.18       | 0.00%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    1410000 | NC      | $240403.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                              | BEAZER HOMES USA INC 7.5% 03/15/2031 144A                                                               | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1623830.89    | 0.00%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 7/42 #AA5451                                                                                 | CUSIP: 36178DBU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     113286 | PA      | $105028.17     | 0.00%             | 2042-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 11/01/2040#                                                                              | CUSIP: 312943UM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4883 | PA      | $4807.18       | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 11/27 #462363                                                                                | CUSIP: 36208VTU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $36.08         | 0.00%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECHNOLOGIES INC                                                     | ECO MATERIAL TECHNOLOGIES TERM 1LN 2/12/2032                                                            | CUSIP: 27888XAB3<br>LEI: 2549001ARPX05UHXX452 | Long             | LON              | CORP              | US        |    2340000 | PA      | $2337075.00    | 0.01%             | 2032-02-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+648.552 02/15/2036                                               | CUSIP: 31396HLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      38619 | PA      | $3476.70       | 0.00%             | 2036-02-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 3/41 #AH4121                                                                                 | CUSIP: 3138A5SK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16839 | PA      | $16059.70      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                               | SUZANO AUSTRIA GMBH 5% 01/15/2030                                                                       | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    2685000 | PA      | $2610219.80    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG ENERGY INC 5.75% 07/15/2029 144A                                                                    | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2393932.00    | 0.01%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 06/15/2033#614485                                                                        | CUSIP: 36290QUJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        663 | PA      | $664.76        | 0.00%             | 2033-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 04/01/2052#RA7063                                                                        | CUSIP: 3133KNZ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34279196 | PA      | $30501758.90   | 0.08%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 2/30 #535336                                                                                 | CUSIP: 31384VV58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         36 | PA      | $37.44         | 0.00%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES                         | FNS 343 16 5.5% 5/34                                                                                    | CUSIP: 3136FA6N5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      26034 | PA      | $3826.95       | 0.00%             | 2034-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                    | OMAN SULTANATE 6.75% 01/17/2048 144A                                                                    | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    2034000 | PA      | $2042522.46    | 0.01%             | 2048-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 05/01/2043#AB9251                                                                        | CUSIP: 31417GH58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14454 | PA      | $13075.55      | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                               | LEBANON REPUBLIC OF 5.8% 12/31/2049 REGS                                                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    1814000 | PA      | $313822.00     | 0.00%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 3/26 #339167                                                                                 | CUSIP: 31375MW41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          7 | PA      | $7.16          | 0.00%             | 2026-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 12/01/2050#CA8108                                                                          | CUSIP: 3140QGAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     829161 | PA      | $650628.88     | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 03/01/2051#SD2903                                                                          | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7611073 | PA      | $5972281.61    | 0.02%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.125% 11/30/2029                                                                             | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2300000 | PA      | $2317339.84    | 0.01%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 6/41 #757631                                                                                 | CUSIP: 36230SPQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13001 | PA      | $12435.80      | 0.00%             | 2041-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/41 #773499                                                                                | CUSIP: 36176RDC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18865 | PA      | $18090.66      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 9/28 #458926                                                                                 | CUSIP: 36208RYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        439 | PA      | $445.93        | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                              | EMIRATE OF ABU DHABI 3.125% 09/30/2049 144A                                                             | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    5230000 | PA      | $3464875.00    | 0.01%             | 2049-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 09/01/2052#BW8697                                                                          | CUSIP: 3140N1UX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     301548 | PA      | $297837.02     | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 01/01/2033#BH9242                                                                        | CUSIP: 3140GYHU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23071 | PA      | $21961.75      | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS, L.P.                                                            | ALLIANT HOLDINGS LP 10%/ 10.5% PIK PREF PERP                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    1217497 | PA      | $1212992.26    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BARCLAYS PLC                                                                      | BARCLAYS PLC 5.262%/VAR 01/29/2034 REGS                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    4190000 | PA      | $5236164.92    | 0.01%             | 2034-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 06/01/2050#MA4047                                                                          | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1886956 | PA      | $1481842.07    | 0.00%             | 2050-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-RCF2 LLC                                                                | PRPM 2023-RCF2 LLC 4% 11/25/2053 144A                                                                   | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5468180 | PA      | $5329539.70    | 0.01%             | 2053-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AZORRA SOAR TLB FINANCE LTD                                                       | AZORRA TERM B 1LN 10/18/2029                                                                            | CUSIP: N/A<br>LEI: 254900W0D3E1W7DRS089       | Long             | LON              | CORP              | KY        |    2029800 | PA      | $2023872.98    | 0.01%             | 2029-10-18      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 02/01/2052#RA6823                                                                          | CUSIP: 3133KNSL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13279018 | PA      | $10436422.09   | 0.03%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1                         | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 4.85% 12/18/2028                              | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5813000 | PA      | $5839808.97    | 0.02%             | 2028-12-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 5/37 #917965                                                                                 | CUSIP: 31411XZ65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6256 | PA      | $6543.80       | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49                                    | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 VAR 03/15/2052                                           | CUSIP: 95001WBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2887000 | PA      | $2755674.70    | 0.01%             | 2052-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.0% 10/20/2044#MA2304                                                                          | CUSIP: 36179QRZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     555247 | PA      | $526868.07     | 0.00%             | 2044-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                          | CUSIP: 3137H5J57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1311261 | PA      | $1156305.31    | 0.00%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 6/36 #745640                                                                                 | CUSIP: 31403DLV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63445 | PA      | $66263.34      | 0.00%             | 2036-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C14                                                     | BBCMS Mortgage Trust 2022-C14 A5 2.946% 02/15/2055                                                      | CUSIP: 07336AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2455000 | PA      | $2145967.79    | 0.01%             | 2055-02-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                | WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034                                                            | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   29117000 | PA      | $29241464.40   | 0.08%             | 2034-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                                 | PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032                                                      | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    5512000 | PA      | $4430755.33    | 0.01%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                               | INTESA SANPAOLO SPA 6.625% 06/20/2033 144A                                                              | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    2500000 | PA      | $2662401.80    | 0.01%             | 2033-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 01/01/2029#                                                                                | CUSIP: 31293HYQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        883 | PA      | $897.65        | 0.00%             | 2029-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 2/41 #752909                                                                                 | CUSIP: 36230MGS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17150 | PA      | $16821.35      | 0.00%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKPOINT GAS STORAGE PARTNERS LP                                                 | ROCKPOINT GAS STORAGE TERM B 1LN 09/18/2031                                                             | CUSIP: 77381HAC3<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | US        |    4329150 | PA      | $4329150.00    | 0.01%             | 2031-09-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP                                   | LADDER CAP FIN HLDGS LLLP/CORP 7% 07/15/2031 144A                                                       | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2208916.50    | 0.01%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 7/40 #745236                                                                                 | CUSIP: 3620C04V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      72406 | PA      | $71170.43      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 08/42#Q10245                                                                             | CUSIP: 3132HLHW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2068121 | PA      | $1916563.85    | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSUNION LLC                                                                    | TRANS UNION TERM B9 1LN 06/24/2031                                                                      | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    1839352 | PA      | $1837310.47    | 0.00%             | 2031-06-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 6.75% 09/21/2047                                                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   33853000 | PA      | $22898169.20   | 0.06%             | 2047-09-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                     | CLEARWAY ENERGY OPER LLC 3.75% 01/15/2032 144A                                                          | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     475000 | PA      | $417228.31     | 0.00%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| MAGNE 2023-36A                                                                    | MAGNE 2023-36A A TSFR3M+180 04/22/2036 144A                                                             | CUSIP: 559922AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11974000 | PA      | $11974000.00   | 0.03%             | 2036-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MORGAN STANLEY 4.431%/VAR 01/23/2030                                                                    | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14132000 | PA      | $14014669.78   | 0.04%             | 2030-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNR 2012-H03 FA TSFR1M+81.448 1/20/62 RVM                                                               | CUSIP: 38375BPJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      94907 | PA      | $95474.39      | 0.00%             | 2062-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 5.35% 02/12/2028                                                                    | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     650000 | PA      | $613600.00     | 0.00%             | 2028-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                                | BX TRUST 2025-DIME 7.32871% 02/15/2035 144A                                                             | CUSIP: 05613UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2846000 | PA      | $2823927.28    | 0.01%             | 2035-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 4/42 #G06973                                                                                 | CUSIP: 3128M9CJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     899697 | PA      | $855574.05     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                          | ISRAEL ELECTRIC CORP LTD 3.75% 02/22/2032 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900JW7GE35YNJGJ55       | Long             | DBT              | CORP              | IL        |     925000 | PA      | $819439.00     | 0.00%             | 2032-02-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                | AVIS BUDGET RENTCAR FDG AE LLC 5.12% 08/20/2031 144A                                                    | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    6495000 | PA      | $6513704.30    | 0.02%             | 2031-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATP TOWER HOLDINGS/ ANDEAN TELECOM PARTNERS CHILE SPA/ ANDEAN TOWER PARTNERS C    | ATP TOWER HOLDINGS/ ANDEAN TELECOM PARTNERS CHILE SPA/ ANDEAN TOWER PARTNERS C 7.875% 02/03/2030 144A   | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2326659.00    | 0.01%             | 2030-02-03      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 11/01/2048#FS6649                                                                        | CUSIP: 3140XNL77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4043467 | PA      | $3674971.05    | 0.01%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.00% 2/29 #C21724                                                                                 | CUSIP: 31293J4H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          8 | PA      | $7.76          | 0.00%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE NETHERLANDS B.V.                                          | IMPERIAL BRANDS FINANCE NETHERLANDS B.V. 5.25% 02/15/2031 REGS                                          | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |    5685000 | PA      | $6983765.02    | 0.02%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 11/01/2051#QD1029                                                                        | CUSIP: 3133AXEA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25245035 | PA      | $20775701.85   | 0.05%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                                     | FRESNILLO PLC 4.25% 10/02/2050 144A                                                                     | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |    1545000 | PA      | $1077637.50    | 0.00%             | 2050-10-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                       | ROYAL CARIBBEAN CRUISES LTD 6% 02/01/2033 144A                                                          | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    4335000 | PA      | $4350560.31    | 0.01%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.0% 07/01/2043#V80169                                                                        | CUSIP: 3132L5FJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      55261 | PA      | $49753.52      | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                              | WR GRACE HOLDING LLC 5.625% 08/15/2029 144A                                                             | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    6245000 | PA      | $5502565.05    | 0.01%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                   | PENNYMAC FINANCIAL SERVICES INC 6.875% 02/15/2033 144A                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2392780.60    | 0.01%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 7% 2/32 #003202                                                                                 | CUSIP: 36202DRX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9121 | PA      | $9464.33       | 0.00%             | 2032-02-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2020-GC45                                                          | GS MTG SECS TR 2020-GC45 3.21854% 12/13/2039 144A                                                       | CUSIP: 36258YAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     735000 | PA      | $556382.36     | 0.00%             | 2039-12-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 7/40 #741215                                                                                 | CUSIP: 3620AVN81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11034 | PA      | $10840.52      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 01/43#AL3597                                                                             | CUSIP: 3138EK7K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9537 | PA      | $9048.73       | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 6.39% 12/36 #1J1448                                                                            | CUSIP: 3128NHTD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18841 | PA      | $19627.29      | 0.00%             | 2036-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                 | KOSMOS ENERGY LTD 7.125% 04/04/2026 144A                                                                | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    3855000 | PA      | $3704655.00    | 0.01%             | 2026-04-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WFRBS COML MTG TR 2013-C11                                                        | WFRBS 2013-C11 D CSTR 3/45                                                                              | CUSIP: 92937EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     801251 | PA      | $676184.45     | 0.00%             | 2045-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 4/42 #AK8228                                                                                 | CUSIP: 3138EDEA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     213458 | PA      | $203068.19     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC                                         | FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC A TSFR3M+133 01/15/2038 144A                                  | CUSIP: 33888AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26077000 | PA      | $26048237.07   | 0.07%             | 2038-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 06/15/2042#799330                                                                          | CUSIP: 36177ULL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      34420 | PA      | $32848.60      | 0.00%             | 2042-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TRANSDIGM TERM K 1LN 03/22/2030                                                                         | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    2368057 | PA      | $2373479.53    | 0.01%             | 2030-03-22      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                           | CORPORACION NACIONAL DEL COBRE DE CHILE 5.95% 01/08/2034 144A                                           | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     900000 | PA      | $901989.90     | 0.00%             | 2034-01-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                | EXPAND ENERGY CORP PIPE                                                                                 | CUSIP: N/A<br>LEI: X2MT1W32SPAZ9WSKLE78       | Long             | EC               | CORP              | US        |        619 | NS      | $71884.47      | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNR 2011-H12 FA TSFR1M+60.448 5/61                                                                      | CUSIP: 38375BLS9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     152199 | PA      | $152807.44     | 0.00%             | 2061-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                 | GHANA REPUBLIC OF 0% 07/03/2026 144A                                                                    | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      87000 | PA      | $84172.50      | 0.00%             | 2026-07-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BETHP 2021                                                                        | BETHP 2021 A TSFR3M+139.161 01/15/2035 144A                                                             | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19468000 | PA      | $19511803.00   | 0.05%             | 2035-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                             | FREEPORT INDONESIA PT 6.2% 04/14/2052 144A                                                              | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     670000 | PA      | $641240.25     | 0.00%             | 2052-04-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 3.5% 07/01/2032#G31067                                                                        | CUSIP: 3132J4MR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1959690 | PA      | $1913063.06    | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2012-C6                                   | MORGAN STAN BAML TR-2012-C6 F CSTR 11/15/2045 144A                                                      | CUSIP: 61761DAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     693000 | PA      | $94254.93      | 0.00%             | 2045-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 07/01/2045#AZ9666                                                                          | CUSIP: 3140E2W49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19052 | PA      | $17857.82      | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                      | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A                       | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3515000 | PA      | $3493143.38    | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 4/34 #605189                                                                                 | CUSIP: 36200NKA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        450 | PA      | $457.30        | 0.00%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/40 #751249                                                                                | CUSIP: 36230KL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4301 | PA      | $4133.18       | 0.00%             | 2040-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2018-C46                                                  | WELLS FARGO COML MTG TR 2018-C46 XA CSTR 08/15/2051                                                     | CUSIP: 95001QAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40235856 | PA      | $776065.16     | 0.00%             | 2051-08-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.5% 04/01/2055#SD8524                                                                        | CUSIP: 3132DWPH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17000000 | PA      | $16845595.68   | 0.04%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 2/41 #A96783                                                                                 | CUSIP: 312945RC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      38405 | PA      | $37793.66      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 10/01/2033#BM5832                                                                          | CUSIP: 3140JAPS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1114108 | PA      | $1073415.80    | 0.00%             | 2033-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                           | SRI LANKA GOVT DEMOC SOCIA REP 4% 04/15/2028 144A                                                       | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     592955 | PA      | $552189.26     | 0.00%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GOVERNMENT NAT MTG AS REMIC PT 3% 02/20/2044                                                            | CUSIP: 38378Y2R9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    1037408 | PA      | $954382.36     | 0.00%             | 2044-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                              | 1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A                                                   | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4380000 | PA      | $4268821.80    | 0.01%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 6.22% 3/37 #910296                                                                             | CUSIP: 31411KKH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11315 | PA      | $11672.11      | 0.00%             | 2037-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                                                 | LCPR SENIOR SECURED FINANCING DAC 6.75% 10/15/2027 144A                                                 | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    4046000 | PA      | $2933256.54    | 0.01%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                              | NIELSEN HOLDINGS TERM A 1LN 10/11/2028                                                                  | CUSIP: 64069JAF9<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     984888 | PA      | $917708.52     | 0.00%             | 2028-10-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                 | CHILE REPUBLIC OF 3.5% 01/31/2034                                                                       | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     520000 | PA      | $460720.00     | 0.00%             | 2034-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 02/01/2036#FM6507                                                                        | CUSIP: 3140XAGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1462191 | PA      | $1289645.53    | 0.00%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                              | HEATHROW FUNDING LTD 6% 03/05/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    3850000 | PA      | $5166376.95    | 0.01%             | 2032-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2137 PG 6% 3/29                                                                                     | CUSIP: 3133TJR70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      12287 | PA      | $12511.96      | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                              | WESTERN DIGITAL CORP 4.75% 02/15/2026                                                                   | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     518000 | PA      | $516282.36     | 0.00%             | 2026-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2303 ZV 6% 4/31                                                                                     | CUSIP: 3133TSTH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       7607 | PA      | $7788.90       | 0.00%             | 2031-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 12/20/44#MA2445                                                                            | CUSIP: 36179QWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4022 | PA      | $3676.63       | 0.00%             | 2044-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 7/39 #782727                                                                                 | CUSIP: 36241LA48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      57381 | PA      | $57653.76      | 0.00%             | 2039-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAP LTD                                                                  | PETRONAS CAP LTD 3.404% 04/28/2061 144A                                                                 | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    2425000 | PA      | $1521445.00    | 0.00%             | 2061-04-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 10/01/2051#RA5998                                                                          | CUSIP: 3133KMUX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5985744 | PA      | $5152545.34    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GNR 2004-32 GS 650-1ML 5/34                                                                             | CUSIP: 38374GZM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      38856 | PA      | $2520.96       | 0.00%             | 2034-05-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.00% 6/29 #C28186                                                                                 | CUSIP: 31293SCX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        200 | PA      | $203.81        | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                           | SAUDI ARABIA KINGDOM OF 3.45% 02/02/2061 144A                                                           | CUSIP: 80413TAW9<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    4585000 | PA      | $2738574.65    | 0.01%             | 2061-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING IX LTD                                                         | ALPHA STAR HOLDING IX LTD 7% 08/26/2028 REGS                                                            | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |     420000 | PA      | $423504.35     | 0.00%             | 2028-08-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 09/01/2043#AT7263                                                                        | CUSIP: 3138WVB91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31152 | PA      | $27901.91      | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNR 2010-H27 FA TSFR1M+38 12/60                                                                         | CUSIP: 38375BJK9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     137956 | PA      | $138272.40     | 0.00%             | 2060-12-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                         | AMERICAN AIRLINES TERM B 1LN 5/7/2032                                                                   | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    1990000 | PA      | $1997044.60    | 0.01%             | 2032-05-07      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                              | COMMERCIAL METALS CO 3.875% 02/15/2031                                                                  | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1041229.32    | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2.5% 11/01/2041#SC0210                                                                        | CUSIP: 3132D9GT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18106465 | PA      | $15904389.18   | 0.04%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE CD 2016-CD2 MTG TR                                            | CD 2016-CD2 D CSTR 11/49                                                                                | CUSIP: 12515AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     546000 | PA      | $132844.48     | 0.00%             | 2049-11-10      | Variable      | 0.03%                 | No            |                  3 | On Loan: No      |
| CSMC SER 2015-1R                                                                  | CSMC SER 2015-1R TSFR1M+39.448 05/27/2037 144A                                                          | CUSIP: 12649MBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     337425 | PA      | $334210.75     | 0.00%             | 2037-05-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 1.5% 09/01/2051#FM8629                                                                        | CUSIP: 3140XCST6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1060470 | PA      | $783717.25     | 0.00%             | 2051-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 6/39 #720055                                                                                 | CUSIP: 3620A55Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6273 | PA      | $6172.16       | 0.00%             | 2039-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                     | ABU DHABI NATL ENERGY CO PJSC 4.696% 04/24/2033 144A                                                    | CUSIP: 00388WAM3<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     985000 | PA      | $959232.40     | 0.00%             | 2033-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                   | CANO HEALTH TERM 1LN 06/28/2029                                                                         | CUSIP: 13781HAN0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |    1231180 | PA      | $1089594.42    | 0.00%             | 2029-06-28      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                  | GGAM FINANCE LTD 5.875% 03/15/2030 144A                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    3120000 | PA      | $3101436.00    | 0.01%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                             | CANADA GOVERNMENT OF 2.75% 06/01/2033                                                                   | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    2150000 | PA      | $1527413.68    | 0.00%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2022S-FR1 TR                                                   | TRICON RESIDENTIAL 2022S-FR1 TR 5.344% 04/17/2039 144A                                                  | CUSIP: 89616QAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1931000 | PA      | $1911834.44    | 0.00%             | 2039-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                       | EXELON CORP 5.3% 03/15/2033                                                                             | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10113229.40   | 0.03%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 3 LP                                                        | PK ALIFT LOAN FUNDING 3 LP 5.842% 09/15/2039 144A                                                       | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4588281 | PA      | $4623530.78    | 0.01%             | 2039-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                        | VOLKSWAGEN INTL FINANCE NV 3.875%/VAR PERP REGS                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |    9000000 | PA      | $9727451.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 11/39 #710497                                                                                | CUSIP: 36297FKJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25171 | PA      | $24277.87      | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                          | CITRIX TERM B 1LN 3/21/2031                                                                             | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    7452550 | PA      | $7430415.93    | 0.02%             | 2031-03-21      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2019                                                        | TRICON AMERICAN HOMES 2019 3.745% 03/17/2038 144A                                                       | CUSIP: 89612LAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     924000 | PA      | $907870.10     | 0.00%             | 2038-03-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST 2021                                                 | CREDIT SUISSE MORTGAGE TRUST 2021-BRIT A TSFR1M+357.368 92 05/09/2026 144A                              | CUSIP: 12658RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1351203 | PA      | $1318721.59    | 0.00%             | 2026-05-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                    | CITI SWAP REC 4.108 01/28/26                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |   46170000 | NC      | $1796434.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                           | BX COML MTG TR 2023-XL3 C TSFR1M+283.988 12/09/2040 144A                                                | CUSIP: 12434GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1575219 | PA      | $1579649.69    | 0.00%             | 2040-12-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 06/01/2055 #TBA                                                                            | CUSIP: 21H032662<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -117500000 | PA      | $-104585657.25 | -0.27%            | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 11/01/2053#RJ0189                                                                          | CUSIP: 3142GQF72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3177366 | PA      | $3237730.12    | 0.01%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                              | EDISON INTERNATIONAL 5%/VAR PERP                                                                        | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |     795000 | PA      | $709624.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                 | CHILE REPUBLIC OF 4.34% 03/07/2042                                                                      | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     915000 | PA      | $774090.00     | 0.00%             | 2042-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                        | J P MORGAN CHASE COML MTG SECS TR 2018-WPT DFX 5.3503% 07/05/2033 144A                                  | CUSIP: 46645WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4241000 | PA      | $2704729.56    | 0.01%             | 2033-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 1.5% 11/01/2035#QN4142                                                                        | CUSIP: 3133GAS72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     388121 | PA      | $342320.69     | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2131 BG 6% 3/29                                                                                     | CUSIP: 3133TK2P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      80020 | PA      | $81609.80      | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                  | BAYER US FIN LLC 6.5% 11/21/2033 144A                                                                   | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4529263.11    | 0.01%             | 2033-11-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP 4.8% 02/15/2029                                                                                 | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3672000 | PA      | $3684196.66    | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                      | MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040                                                           | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1810000 | PA      | $1680132.50    | 0.00%             | 2040-01-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 11/01/2042#AB6904                                                                        | CUSIP: 31417DU68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     584186 | PA      | $527413.69     | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 2/42 #Q06088                                                                                 | CUSIP: 3132GRCZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      55308 | PA      | $52786.32      | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 9/28 #323317                                                                                 | CUSIP: 31374TDW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        597 | PA      | $622.56        | 0.00%             | 2028-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2017-30 AI 5.5% 05/47                                                                               | CUSIP: 3136AWQD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     609406 | PA      | $87318.01      | 0.00%             | 2047-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 2.5% 12/20/2051#785805                                                                          | CUSIP: 3622ABKS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11283377 | PA      | $9376042.04    | 0.02%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 07/15/2046#AT7536                                                                          | CUSIP: 36194GLR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      65902 | PA      | $61257.53      | 0.00%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                      | US FOODS INC 5.75% 04/15/2033 144A                                                                      | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1935330.17    | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| BX TRUST 2022-IND                                                                 | BX TRUST 2022-IND TSFR1M+478.6 04/15/2024 144A                                                          | CUSIP: 05609WAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2916200 | PA      | $2929682.48    | 0.01%             | 2037-04-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DBGS 2019-1735 MTG TR                                                             | DBGS 2019-1735 F CSTR 04/10/2037 144A                                                                   | CUSIP: 23307EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1188000 | PA      | $764026.32     | 0.00%             | 2037-04-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                     | ANGLIAN WATER SVCS FINANC PLC 5.875% 06/20/2031 REGS                                                    | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |    3103000 | PA      | $4200575.33    | 0.01%             | 2031-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                           | JANE STREET GRP/JSG FIN 6.75% 05/01/2033 144A                                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3384255.60    | 0.01%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX LLC                                                              | SMYRNA READY MIX LLC 6% 11/01/2028 144A                                                                 | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2330655.47    | 0.01%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 11/31 #545304                                                                                | CUSIP: 31385HX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        651 | PA      | $683.79        | 0.00%             | 2031-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                  | CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A                                                           | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3061000 | PA      | $3018714.12    | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| NATIXIS COML MTG SECS TR 2019-10K                                                 | NATIXIS COML MTG SECS TR 2019-10K CSTR 05/15/2039 144A                                                  | CUSIP: 63874UAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1374000 | PA      | $1172425.41    | 0.00%             | 2039-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ELECTRON BIDCO INC                                                                | EXAMWORKS TERM B 1LN 11/01/2028                                                                         | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2135000 | PA      | $2136942.85    | 0.01%             | 2028-11-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 11/29 #523195                                                                                | CUSIP: 31384GGC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         47 | PA      | $48.44         | 0.00%             | 2029-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 5/39 #698329                                                                                 | CUSIP: 36296QY29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14892 | PA      | $14650.54      | 0.00%             | 2039-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 4/40 #723745                                                                                 | CUSIP: 3620AABN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      29708 | PA      | $29146.95      | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 4% 05/01/2037#C91938                                                                          | CUSIP: 3128P8EK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3737581 | PA      | $3591835.49    | 0.01%             | 2037-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 07/01/2043#Q20360                                                                        | CUSIP: 3132JMMH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10770 | PA      | $10183.11      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                          | SAFEHOLD GL HOLDINGS LLC 2.8% 06/15/2031                                                                | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $3909594.94    | 0.01%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/01/2040#AE8538                                                                          | CUSIP: 31419KPY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63248 | PA      | $60113.62      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B21 MTG TR                                                         | BENCHMARK 2020-B21 MTG TR 2% 12/17/2053 144A                                                            | CUSIP: 08163LBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     798000 | PA      | $538394.24     | 0.00%             | 2053-12-17      | Fixed         | 0.02%                 | No            |                  3 | On Loan: No      |
| HCA INC                                                                           | HCA INC 5.5% 06/01/2033                                                                                 | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18160734.60   | 0.05%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 8/27 #449451                                                                                 | CUSIP: 36208FH45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         17 | PA      | $16.88         | 0.00%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX 2021-VOLT                                                                      | BX 2021-VOLT F TSFR1M+251.448 09/15/2036 144A                                                           | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4693000 | PA      | $4654869.38    | 0.01%             | 2036-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-FLWR                                                                | SREIT TR 2021-FLWR TSFR1M+69.103 66 07/15/2036 144A                                                     | CUSIP: 78485GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3306668 | PA      | $3304601.08    | 0.01%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1                                          | CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A A 3.967% 04/15/2039 144A                                      | CUSIP: 14855MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8661771 | PA      | $8207064.69    | 0.02%             | 2039-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/32 #581805                                                                                 | CUSIP: 36201FKS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        595 | PA      | $613.95        | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                        | MARSH and MCLENNAN COS INC 4.375% 03/15/2029                                                            | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   12747000 | PA      | $12740354.22   | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                  | WILLIAMS COS INC 5.3% 08/15/2052                                                                        | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5344000 | PA      | $4727459.73    | 0.01%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XII LTD                                                               | ALLEGRO CLO XII LTD A1R TSFR3M+144 07/21/2037 144A                                                      | CUSIP: 01750TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   35274000 | PA      | $35286522.27   | 0.09%             | 2037-07-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                        | JPMCC 2018-WPT XAFX CSTR 07/23 144A                                                                     | CUSIP: 46645WAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35039000 | PA      | $425447.04     | 0.00%             | 2033-07-05      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | LEVEL 3 FINANCING INC 4.25% 07/01/2028 144A                                                             | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     495000 | PA      | $440550.00     | 0.00%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION CORP                                                         | GAINWELL TERM B 1LN 10/01/2027                                                                          | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1769482 | PA      | $1691624.62    | 0.00%             | 2027-10-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 12/35 #848501                                                                                | CUSIP: 31408DU28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1612 | PA      | $1592.54       | 0.00%             | 2035-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 1/28 #420260                                                                                 | CUSIP: 31379HZZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         42 | PA      | $42.95         | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAS CAPITAL NO 1 LTD                                                              | CAS CAPITAL NO 1 LIMITED 4%/VAR PERP REGS                                                               | CUSIP: N/A<br>LEI: 254900REJZW5L9QRTD85       | Long             | EP               | CORP              | VG        |    2030000 | PA      | $1969871.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 01/15/2043#AC9441                                                                          | CUSIP: 36179KP24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      44915 | PA      | $42896.41      | 0.00%             | 2043-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VETSTRATEGY CANADA HOLDINGS INC                                                   | IVC TERM B 1LN 12/12/2028                                                                               | CUSIP: N/A<br>LEI: 254900WZMD2JOGND1Z32       | Long             | LON              | CORP              | CA        |    4162418 | PA      | $4179317.28    | 0.01%             | 2028-12-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                   | CVS HEALTH CORP 6.75%/VAR 12/10/2054                                                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3767000 | PA      | $3666767.29    | 0.01%             | 2054-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BPR TR 2024-PMDW                                                                  | BPR TR 2024-PMDW B VAR 11/05/2029 144A                                                                  | CUSIP: 05592VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1264000 | PA      | $1271426.88    | 0.00%             | 2041-11-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                           | MNGT SWAP CY873248 04/17/65 B                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |    1200000 | NC      | $204599.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP                                                                          | AES CORP 6.95%/VAR 07/15/2055                                                                           | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    3651000 | PA      | $3463932.25    | 0.01%             | 2055-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ORION US FINCO                                                                    | OSTTRA TERM B 1LN 05/20/2032                                                                            | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2020000 | PA      | $2020626.20    | 0.01%             | 2032-05-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 11/01/2052#CB5124                                                                        | CUSIP: 3140QQVS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10644505 | PA      | $10077614.60   | 0.03%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2024-RVR                                                      | GS MTG SECS CORP TR 2024-RVR VAR 08/10/2029 144A                                                        | CUSIP: 36272JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     989000 | PA      | $985145.27     | 0.00%             | 2041-08-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 08/15/43#AF5070                                                                          | CUSIP: 36181LT32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7403 | PA      | $7071.74       | 0.00%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                | ALLY FINL INC 5.737%/VAR 05/15/2029                                                                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    6167000 | PA      | $6227402.37    | 0.02%             | 2029-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 10/27 #458395                                                                                | CUSIP: 36208RGC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        742 | PA      | $755.11        | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 10/27 #449183                                                                                | CUSIP: 36208E6U2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         62 | PA      | $62.63         | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 9/39 #723333                                                                                 | CUSIP: 3620A9SW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15028 | PA      | $14786.62      | 0.00%             | 2039-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 04/01/2048#BK3836                                                                          | CUSIP: 3140HHHN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     429319 | PA      | $401339.23     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                         | PIKE CORP 5.5% 09/01/2028 144A                                                                          | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    2358000 | PA      | $2338698.36    | 0.01%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                       | STAPLES INC 10.75% 09/01/2029 144A                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    4676000 | PA      | $4233096.29    | 0.01%             | 2029-09-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2010-135 ZA 4.5% 12/40                                                                              | CUSIP: 31398SE82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     969902 | PA      | $927163.93     | 0.00%             | 2040-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                             | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                            | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |    2780000 | PA      | $2662982.29    | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 08/01/2041#AI7563                                                                        | CUSIP: 3138AMMM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4105 | PA      | $4032.87       | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                         | MGM RESORTS INTERNATIONAL 6.5% 04/15/2032                                                               | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2095909.45    | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | BROADCOM INC 1.95% 02/15/2028 144A                                                                      | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6532000 | PA      | $6136307.77    | 0.02%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                            | OCP SA 7.5% 05/02/2054 144A                                                                             | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     710000 | PA      | $691994.40     | 0.00%             | 2054-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                            | STANDARD CHARTERED PLC 3.864%/VAR 03/17/2033 REGS                                                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |    2800000 | PA      | $3220033.37    | 0.01%             | 2033-03-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                         | ONEOK INC 4.75% 10/15/2031                                                                              | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   17361000 | PA      | $16946610.64   | 0.04%             | 2031-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                        | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP CONV 0.25% 06/15/2026                                        | CUSIP: 75606DAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4681000 | PA      | $4421204.50    | 0.01%             | 2026-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 11/01/2051#FM9568                                                                          | CUSIP: 3140XDT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19007350 | PA      | $15045425.64   | 0.04%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                               | PRAIRIE ACQUIROR LP 9% 08/01/2029 144A                                                                  | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     645000 | PA      | $655698.62     | 0.00%             | 2029-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                  | KINDER MORGAN ENERGY PTNRS LP 6.55% 09/15/2040                                                          | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1203000 | PA      | $1246120.72    | 0.00%             | 2040-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 7/31 #596248                                                                                 | CUSIP: 31387WL54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        351 | PA      | $368.22        | 0.00%             | 2031-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 6.625% 06/15/2035                                                                   | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    6753000 | PA      | $5387205.75    | 0.01%             | 2035-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                                                        | SOTERA HEALTH TERM B 1LN 05/30/2031                                                                     | CUSIP: 83600VAG6<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    2159150 | PA      | $2160510.26    | 0.01%             | 2031-05-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 8.00% 3/37 #922475                                                                                 | CUSIP: 31412D2G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5767 | PA      | $6123.46       | 0.00%             | 2037-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.0% 02/01/2043#Q15789                                                                        | CUSIP: 3132J62X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     104274 | PA      | $94639.54      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GTCR EVEREST BORROWER LLC                                                         | ASSETMARK FINANCIAL HOLDINGS TERM 1LN 09/05/2031                                                        | CUSIP: 36269YAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4234388 | PA      | $4227908.89    | 0.01%             | 2031-09-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 5/35 #812274                                                                                 | CUSIP: 31406KMX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1181 | PA      | $1233.14       | 0.00%             | 2035-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                          | ALBION FINANCING 1SARL / 7% 05/21/2030 144A                                                             | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    3510000 | PA      | $3565641.71    | 0.01%             | 2030-05-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BANK                                                         | MAGYAR EXPORT-IMPORT BANK 6.125% 12/04/2027 144A                                                        | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | CORP              | HU        |     540000 | PA      | $548370.00     | 0.00%             | 2027-12-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHNSTONE SUPPLY LLC                                                              | JOHNSTONE SUPPLY TERM B 1LN 06/09/2031                                                                  | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2855650 | PA      | $2848053.97    | 0.01%             | 2031-06-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 11/29 #520975                                                                                | CUSIP: 31384DXC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        137 | PA      | $142.19        | 0.00%             | 2029-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                            | IPALCO ENTERPRISES INC 4.25% 05/01/2030                                                                 | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    8975000 | PA      | $8512646.23    | 0.02%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 08/44#AW6267                                                                             | CUSIP: 3138XV6D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     292676 | PA      | $292436.17     | 0.00%             | 2044-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.50% 10/34 #605529                                                                                | CUSIP: 36200NVW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2691 | PA      | $2775.52       | 0.00%             | 2034-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 06/01/2036#BR2059                                                                        | CUSIP: 3140L0JD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     328137 | PA      | $288492.06     | 0.00%             | 2036-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE CQP HOLDCO LP                                                          | CQP HOLDCO TERM B 1LN 12/31/2030                                                                        | CUSIP: 12657QAE3<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |   11726555 | PA      | $11709434.17   | 0.03%             | 2030-12-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS GROUP AG 3.869%/VAR 01/12/2029 144A                                                                 | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   11793000 | PA      | $11543503.87   | 0.03%             | 2029-01-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                                 | RESTAURANT BRANDS TERM B6 1LN 9/20/2030                                                                 | CUSIP: N/A<br>LEI: 549300RHSHNRWI5LLA86       | Long             | LON              | CORP              | CA        |    5307738 | PA      | $5283853.66    | 0.01%             | 2030-09-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 5.64% 4/36 #1J0058                                                                             | CUSIP: 3128LUB39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15752 | PA      | $16277.32      | 0.00%             | 2036-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR E                                                                  | ROCC 2024-CNTR E 8.81906% 11/13/2041 144A                                                               | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3425500 | PA      | $3575248.13    | 0.01%             | 2041-11-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C9                                   | MSBAM 13-C9 D CSTR 5/15/46                                                                              | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    2660000 | PA      | $2417200.52    | 0.01%             | 2046-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                       | ENERGEAN ISRAEL FINANCE LTD 5.875% 03/30/2031 144A REGS                                                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    1010000 | PA      | $927180.00     | 0.00%             | 2031-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                              | WESTPAC BANKING CORP 4.11%/VAR 07/24/2034                                                               | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   13519000 | PA      | $12944753.98   | 0.03%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DLLAD 2023-1A                                                                     | DLLAD 2023-1A 4.79% 01/20/2028 144A                                                                     | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6153152 | PA      | $6162298.73    | 0.02%             | 2028-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                                          | AZUL SECURED FINANCE LLP 11.93% 08/28/2028                                                              | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2436847 | PA      | $657948.69     | 0.00%             | 2028-08-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ARES LOAN FUNDING VII LTD                                                         | ARES LOAN FUNDING VII LTD E TSFR3M+625 10/22/2037 144A                                                  | CUSIP: 04021BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $151467.30     | 0.00%             | 2037-10-22      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                          | VISTRA ENERGY TERM B-3 1LN 12/20/2030                                                                   | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    4964462 | PA      | $4968036.14    | 0.01%             | 2030-12-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 06/15/2043#AE4597                                                                        | CUSIP: 36180XDA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22466 | PA      | $21002.77      | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 6/27 #447749                                                                                 | CUSIP: 36208DL60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         16 | PA      | $16.18         | 0.00%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                                                             | ONE TORONTO GAMING TERM B 1LN 08/01/2030                                                                | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |    2992125 | PA      | $2941258.88    | 0.01%             | 2030-08-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 01/01/2041#                                                                                | CUSIP: 312946FC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      50273 | PA      | $48222.94      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 10/01/2053#RJ0149                                                                        | CUSIP: 3142GQEX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2851384 | PA      | $2530712.59    | 0.01%             | 2053-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OTP BANK PLC                                                                      | OTP BANK PLC 8.75%/VAR 05/15/2033 REGS                                                                  | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | DBT              | CORP              | HU        |     650000 | PA      | $689812.50     | 0.00%             | 2033-05-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                    | GREENSAIF PIPELINES BIDCO SARL 5.8528% 02/23/2036 144A                                                  | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    1860000 | PA      | $1859144.40    | 0.00%             | 2036-02-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 6.25% 6/36 #886983                                                                             | CUSIP: 31410EM88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3610 | PA      | $3692.35       | 0.00%             | 2036-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                    | EXTENDED STAY AMER TR 2021-ESH F TSFR1M+381.448 07/15/2038 144A                                         | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5275026 | PA      | $5275025.07    | 0.01%             | 2038-07-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 11/31 #556007                                                                                | CUSIP: 36213JU86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1372 | PA      | $1412.29       | 0.00%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 09/01/2043#Q21524                                                                        | CUSIP: 3132JNVR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13472 | PA      | $12823.33      | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 11/33 #255034                                                                                | CUSIP: 31371LHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1006 | PA      | $996.44        | 0.00%             | 2033-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 3/39 #782604                                                                                 | CUSIP: 36241K3M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1531 | PA      | $1561.25       | 0.00%             | 2039-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 12/35 #866182                                                                                | CUSIP: 31409BJ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1924 | PA      | $1899.01       | 0.00%             | 2035-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 04/01/2052#CB3233                                                                          | CUSIP: 3140QNSX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5853542 | PA      | $5030513.13    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                      | MEXICO UNITED MEXICAN STATES 6.875% 05/13/2037                                                          | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     910000 | PA      | $920920.00     | 0.00%             | 2037-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2018-C44                                                  | WELLS FARGO COML MTG TR 2018-C44 3% 05/15/2051 144A                                                     | CUSIP: 95001JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2676000 | PA      | $2044969.23    | 0.01%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                         | CROCS TERM B 1LN 2/19/2029                                                                              | CUSIP: 22704NAF9<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |    2691182 | PA      | $2699040.65    | 0.01%             | 2029-02-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2020-C8                                                              | BBCMS MTG TR 2020-C8 2.25% 10/15/2053 144A                                                              | CUSIP: 05552AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1476000 | PA      | $937791.66     | 0.00%             | 2053-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | FX Forward: USD/CAD settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-2811.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 05/01/2034#255228                                                                        | CUSIP: 31371LPM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10730 | PA      | $10615.77      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                    | MCDONALDS CORP 3.5% 07/01/2027                                                                          | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    6642000 | PA      | $6542030.33    | 0.02%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 01/01/2044#Q24349                                                                        | CUSIP: 3132M4QA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49432 | PA      | $46789.54      | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                 | SREIT TR 2021-MFP G TSFR1M+308.828 38 11/15/2038 144A                                                   | CUSIP: 78472UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4791463 | PA      | $4772505.74    | 0.01%             | 2038-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                               | HUNGARY REPUBLIC OF 2.125% 09/22/2031 144A                                                              | CUSIP: 445545AM8<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     880000 | PA      | $720407.60     | 0.00%             | 2031-09-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                               | AMERICAN TOWER CORP 5.45% 02/15/2034                                                                    | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1211700.65    | 0.00%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 10/01/2047#ZM4388                                                                        | CUSIP: 3131XX2V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     102890 | PA      | $93642.27      | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 3.50% 10/42 #AP6486                                                                                | CUSIP: 3138MAF45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17571 | PA      | $16222.85      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 03/01/2052#FS0840                                                                          | CUSIP: 3140XF5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6056955 | PA      | $5204379.82    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 5% 08/01/2053#RA9615                                                                          | CUSIP: 3133KRVG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7078676 | PA      | $6891475.05    | 0.02%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 12/01/2051#CB2420                                                                          | CUSIP: 3140QMVN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3300412 | PA      | $2843066.42    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 6/32 #644809                                                                                 | CUSIP: 31390FKW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2689 | PA      | $2804.56       | 0.00%             | 2032-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 5/34 #776738                                                                                 | CUSIP: 31404R4X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39253 | PA      | $38845.03      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                    | CVR ENERGY INC 8.5% 01/15/2029 144A                                                                     | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    3008000 | PA      | $2935935.84    | 0.01%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 7/40 #719237                                                                                 | CUSIP: 3620A5BE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3446 | PA      | $3461.96       | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUS                                                 | HONDA AUTO RECEIVABLES OWNER TRUS 4.53% 08/23/2027                                                      | CUSIP: 43814VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17600000 | PA      | $17610977.12   | 0.05%             | 2027-08-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                   | 180 MEDICAL INC 3.875% 10/15/2029 144A                                                                  | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1752429.34    | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 1.5% 03/01/2051#QC0031                                                                        | CUSIP: 3133AJA86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      84910 | PA      | $63573.62      | 0.00%             | 2051-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-11 LTD                                                        | CARLYLE US CLO 2021-11 LTD A1R TSFR3M+141 07/25/2037 144A                                               | CUSIP: 143122AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   30219000 | PA      | $30265839.45   | 0.08%             | 2037-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                                                            | SIRIUS REAL ESTATE LTD 4% 01/22/2032 REGS                                                               | CUSIP: N/A<br>LEI: 213800NURUF5W8QSK566       | Long             | DBT              | CORP              | GG        |    2500000 | PA      | $2800070.79    | 0.01%             | 2032-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 5% 11/20/2054#MB0025                                                                            | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9000794 | PA      | $8737957.25    | 0.02%             | 2054-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AZZ INC                                                                           | AZZ TERM B 1LN 05/13/2029                                                                               | CUSIP: N/A<br>LEI: 549300HD1X2NFLWPYC83       | Long             | LON              | CORP              | US        |     493153 | PA      | $494509.65     | 0.00%             | 2029-05-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                          | ZIGGO BV 4.875% 01/15/2030 144A                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    1260000 | PA      | $1149928.06    | 0.00%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 04/01/2039#930922                                                                        | CUSIP: 31412PG70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        880 | PA      | $866.98        | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 7/27 #250990                                                                                 | CUSIP: 31371FXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         40 | PA      | $40.90         | 0.00%             | 2027-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 06/01/2051#CB0850                                                                          | CUSIP: 3140QK5L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6925324 | PA      | $5960256.01    | 0.02%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 11/01/2044#AL7307                                                                        | CUSIP: 3138EQDM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1069477 | PA      | $1075277.07    | 0.00%             | 2044-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 03/01/2042#G07492                                                                        | CUSIP: 3128M9UR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4068 | PA      | $4005.20       | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                   | IHS HOLDING LTD 5.625% 11/29/2026 144A                                                                  | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    1940000 | PA      | $1896350.00    | 0.00%             | 2026-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 03/01/2043#Q16049                                                                        | CUSIP: 3132J7EX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29327 | PA      | $27944.58      | 0.00%             | 2043-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                              | ZAYO INCREMENTAL TERM 1LN 03/09/2027                                                                    | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    1042750 | PA      | $996420.62     | 0.00%             | 2027-03-09      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WORLDWIDE PLAZA TR 2017-WWP                                                       | WORLDWIDE PLAZA TR 2017-WWP E CSTR 11/10/2036 144A                                                      | CUSIP: 98162JAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     348000 | PA      | $31438.25      | 0.00%             | 2036-11-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 04/01/2046#AS7000                                                                          | CUSIP: 3138WGX66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4923003 | PA      | $4344655.92    | 0.01%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 4/42 #Q07441                                                                                 | CUSIP: 3132GSS67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21133 | PA      | $20067.17      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 05/15/2043#AC4237                                                                        | CUSIP: 36179DV64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      32675 | PA      | $29692.34      | 0.00%             | 2043-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/28 #449219                                                                                 | CUSIP: 36208FAU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         77 | PA      | $76.82         | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                          | SOTHEBYS 7.375% 10/15/2027 144A                                                                         | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    4238000 | PA      | $4173189.96    | 0.01%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 4.5% 02/15/2044                                                             | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5690000 | PA      | $5396164.87    | 0.01%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 10/29 #323968                                                                                | CUSIP: 31374TZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        146 | PA      | $152.59        | 0.00%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 12/01/2052#SD2175                                                                          | CUSIP: 3132DPMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3420021 | PA      | $3349080.50    | 0.01%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXVI LTD / MAGNETITE XXVI LLC                                           | MAGNETITE XXVI LTD / MAGNETITE XXVI LLC AR2 TSFR3M+115 01/25/2038 144A                                  | CUSIP: 55954YAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21992000 | PA      | $21926024.00   | 0.06%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 427 LI 3.5% 02/15/2034                                                   | CUSIP: 3137BGB32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     375179 | PA      | $13516.62      | 0.00%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                      | ENTEGRIS INC 3.625% 05/01/2029 144A                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1655242.17    | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.50% 9/35 #638082                                                                                 | CUSIP: 36291T2P2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        433 | PA      | $442.34        | 0.00%             | 2035-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 10/01/2046#BC4760                                                                        | CUSIP: 3140F0JE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     696926 | PA      | $633412.12     | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                               | UNITED AIRLINES TERM B 1LN 2/22/2031                                                                    | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    3526763 | PA      | $3532934.90    | 0.01%             | 2031-02-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 9/31 #254058                                                                                 | CUSIP: 31371KE72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        209 | PA      | $217.69        | 0.00%             | 2031-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STS OPERATING INC                                                                 | SUNSOURCE TERM 1LN 03/25/2031                                                                           | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |    4836150 | PA      | $4714230.66    | 0.01%             | 2031-03-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                       | DEL MONTE FOODS TERM 1LN SUPER_PRIORITY SECOND OUT 08/02/2028                                           | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6726537 | PA      | $3867758.91    | 0.01%             | 2028-08-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 5.5% 8/53 #RA9560                                                                             | CUSIP: 3133KRTR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5456209 | PA      | $5461214.13    | 0.01%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 02/01/2046#BM5199                                                                        | CUSIP: 3140J9X55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1415473 | PA      | $1390855.94    | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 11/01/2051#QD1240                                                                          | CUSIP: 3133AXLV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     532992 | PA      | $457968.25     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.50% 8/32 #C01385                                                                                 | CUSIP: 31292HRE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4445 | PA      | $4633.87       | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2.5% 11/25/2047                                                          | CUSIP: 3136BLRR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   10527215 | PA      | $9317742.90    | 0.02%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                                                                  | ENSEMBLE HEALTH TERM B 1LN 08/01/2029                                                                   | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    7230191 | PA      | $7239662.76    | 0.02%             | 2029-08-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2.25% 03/25/2052                                                         | CUSIP: 3137H6B53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2316601 | PA      | $2002023.13    | 0.01%             | 2052-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 04/15/2043#AB2712                                                                        | CUSIP: 36178NAM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      99374 | PA      | $88887.43      | 0.00%             | 2043-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                            | VENEZUELA REPUBLIC OF 11.95% 08/05/2031 REGS                                                            | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |    1641700 | PA      | $291565.92     | 0.00%             | 2031-08-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BYJU'S ALPHA INC                                                                  | BYJU'S ALPHA TERM PIK Prepetition Reimbursement TL                                                      | CUSIP: N/A<br>LEI: 254900EAJ040Y8AVVN71       | Long             | LON              | CORP              | US        |      84503 | PA      | $83658.45      | 0.00%             | 2026-04-09      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| BENCHMARK 2022-B37 MTG TR                                                         | BENCHMARK 2022-B37 MTG TR 5.9431% 11/15/2055                                                            | CUSIP: 08161QAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1270000 | PA      | $1324218.46    | 0.00%             | 2055-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 08/01/2046#AL8907                                                                        | CUSIP: 3138ET3R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89984 | PA      | $81671.30      | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                          | BX TRUST 0.8% 06/15/2023 144A                                                                           | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14324142 | PA      | $14315189.71   | 0.04%             | 2038-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                             | CELANESE US HLDGS LLC VAR 11/15/2030                                                                    | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   13200000 | PA      | $13603656.00   | 0.03%             | 2030-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                   | ERO COPPER CORP 6.5% 02/15/2030 144A                                                                    | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    5821000 | PA      | $5726408.75    | 0.01%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 02/01/2050#CA5122                                                                          | CUSIP: 3140QCVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5796234 | PA      | $5019301.18    | 0.01%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                                 | CEDAR FUNDING LTD AR2 TSFR3M+136 10/20/2037 144A                                                        | CUSIP: 15033XAU0<br>LEI: 549300ZKTUZSV15HAV29 | Long             | ABS-CBDO         | CORP              | KY        |   18972000 | PA      | $18992129.29   | 0.05%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | LEVEL 3 FINANCING INC 4.5% 04/01/2030 144A                                                              | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    4455000 | PA      | $3918038.85    | 0.01%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 04/43#AB9891                                                                               | CUSIP: 36178W7C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     193582 | PA      | $179499.54     | 0.00%             | 2043-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 08/15/2043#AD8363                                                                        | CUSIP: 36180MJG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11945 | PA      | $11020.92      | 0.00%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLFUL INC                                                                       | WELLFUL TERM BOOTSTRAP FLSO TL 10/19/2030                                                               | CUSIP: 94950EAG7<br>LEI: 984500B138MS5CF9RB14 | Long             | LON              | CORP              | US        |    1845719 | PA      | $1474267.96    | 0.00%             | 2030-10-19      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                  | CSC HOLDINGS LLC 4.625% 12/01/2030 144A                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    9138000 | PA      | $4203480.00    | 0.01%             | 2030-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 4.5% 06/01/2055 #TBA                                                                          | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14500000 | PA      | $13682115.90   | 0.04%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                                 | CHILE ELECTRICITY LUX MPC II SARL 5.58% 10/20/2035 144A                                                 | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     664703 | PA      | $659758.01     | 0.00%             | 2035-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                | TURKEY REPUBLIC OF 5.25% 03/13/2030                                                                     | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1055000 | PA      | $982205.00     | 0.00%             | 2030-03-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                        | BAUSCH HEALTH AMERICAS INC 8.5% 01/31/2027 144A                                                         | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     475000 | PA      | $447687.50     | 0.00%             | 2027-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/32 #565952                                                                                 | CUSIP: 36213VWM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        858 | PA      | $880.61        | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3.5% 04/01/2033#ZT1970                                                                        | CUSIP: 3132AEFK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1807073 | PA      | $1761622.00    | 0.00%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 3415 PC 5% 12/37                                                                                    | CUSIP: 31397R3R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      57350 | PA      | $57598.72      | 0.00%             | 2037-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 30 LTD                                                            | FLATIRON RR CLO 30 LTD E TSFR3M+525 04/15/2038 144A                                                     | CUSIP: 33882NAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     538000 | PA      | $543203.54     | 0.00%             | 2038-04-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                | UKRAINE GOVERNMENT VAR 08/01/2041 144A                                                                  | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     975000 | PA      | $704437.50     | 0.00%             | 2041-08-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 3.5% 06/01/2055 #TBA                                                                          | CUSIP: 01F032666<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -88975000 | PA      | $-78923565.43  | -0.20%            | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/28 #481133                                                                                 | CUSIP: 36209TPS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        633 | PA      | $639.84        | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                                      | COTIVITI TERM 1LN 05/01/2031                                                                            | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    1300000 | PA      | $1301222.00    | 0.00%             | 2031-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B31 MORTGAGE TRUST                                                 | BENCHMARK 2021-B31 MORTGAGE TRUST 2.669% 12/15/2054                                                     | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1640935.76    | 0.00%             | 2054-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TRANSDIGM TERM I 1LN 08/24/2028                                                                         | CUSIP: 89364MCC6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   13719969 | PA      | $13755366.88   | 0.04%             | 2028-08-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                    | HALLIBURTON CO 4.85% 11/15/2035                                                                         | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    5447000 | PA      | $5126064.67    | 0.01%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#737833                                                                        | CUSIP: 31402TV28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56067 | PA      | $55495.05      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 12/01/2040#FM5042                                                                          | CUSIP: 3140X8S81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1297271 | PA      | $1109346.10    | 0.00%             | 2040-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                              | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                                 | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2233635.29    | 0.01%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 9/27 #396096                                                                                 | CUSIP: 31378D7H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        584 | PA      | $597.65        | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                   | CVS HEALTH CORP 7%/VAR 03/10/2055                                                                       | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5931000 | PA      | $5974100.58    | 0.02%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 03/15/2045#AL2276                                                                        | CUSIP: 36183XQ52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8885 | PA      | $7892.84       | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 11/39 #723418                                                                                | CUSIP: 3620A9VK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5652 | PA      | $5559.10       | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2                                                                    | COMM 2017-COR2 D 3% 09/10/2050 144A                                                                     | CUSIP: 12595EAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     368000 | PA      | $319104.98     | 0.00%             | 2050-09-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 12/36 #901643                                                                                | CUSIP: 31410YWC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1128 | PA      | $1191.97       | 0.00%             | 2036-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                    | FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A                                                    | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   69640000 | PA      | $69859700.27   | 0.18%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK                                                                        | JYSKE BANK AS 5.125%/VAR 05/01/2035 REGS                                                                | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |    2128000 | PA      | $2543464.59    | 0.01%             | 2035-05-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL   | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.834% 10/23/2055       | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2986536.75    | 0.01%             | 2055-10-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                             | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+206.198 21 10/15/2036 144A                                 | CUSIP: 05609PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21856000 | PA      | $21705740.00   | 0.06%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                         | HESS CORP 5.6% 02/15/2041                                                                               | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   19538000 | PA      | $18938533.72   | 0.05%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2.5% 06/20/2051#MA7418                                                                          | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7746159 | PA      | $6497270.19    | 0.02%             | 2051-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 03/15/2042#796180                                                                          | CUSIP: 36177Q2N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23246 | PA      | $22209.61      | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-SPOT                                            | BX COMMERCIAL MORTGAGE TRUST 2025-SPOT TSFR1M+144.34 04/15/2040 144A                                    | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   51375000 | PA      | $51380974.91   | 0.13%             | 2040-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                                         | QXO BUILDING PRODUCTS INC 6.75% 04/30/2032 144A                                                         | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    7785000 | PA      | $7982348.74    | 0.02%             | 2032-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                     | WOLFSPEED INC CONV 1.875% 12/01/2029                                                                    | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   10858000 | PA      | $1954440.00    | 0.01%             | 2029-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                           | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                          | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    7931000 | PA      | $6858332.25    | 0.02%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2007-66 SA SOFR30A+3891.312 7/37                                                                    | CUSIP: 31396WYX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      34004 | PA      | $42299.87      | 0.00%             | 2037-07-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 08/15/2042#AB6802                                                                        | CUSIP: 36178TRX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20406 | PA      | $18345.49      | 0.00%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 6% 12/20/2054#MB0093                                                                            | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27100289 | PA      | $27409644.08   | 0.07%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/28 #464964                                                                                 | CUSIP: 36208YQR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        545 | PA      | $552.56        | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                  | WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A                                                  | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    7399000 | PA      | $7381400.00    | 0.02%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 6.5% 06/02/2041                                                                     | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     380000 | PA      | $267364.20     | 0.00%             | 2041-06-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2020-IV                                                           | BARINGS CLO LTD 2020-IV AR TSFR3M+137 10/20/2037 144A                                                   | CUSIP: 06762BAS9<br>LEI: 549300Q89L7I93JSRH83 | Long             | ABS-CBDO         | CORP              | KY        |   28887000 | PA      | $28908463.04   | 0.07%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 3.625% 02/15/2053                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  462205000 | PA      | $369132077.95  | 0.95%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 12/28 #781176                                                                                | CUSIP: 36225BJV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         61 | PA      | $61.41         | 0.00%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                     | COMMSCOPE INC 4.75% 09/01/2029 144A                                                                     | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    1717000 | PA      | $1644080.88    | 0.00%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                                 | FOUNDATION BUILDING MATERIALS INC 6% 03/01/2029 144A                                                    | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1333009.72    | 0.00%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2002-7 FC SOFR30A+86.448 1/32                                                                       | CUSIP: 31392B2Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       2767 | PA      | $2768.62       | 0.00%             | 2032-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 6.00% 5/32 #003238                                                                              | CUSIP: 36202DS36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      34014 | PA      | $34917.00      | 0.00%             | 2032-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VASA TR 2021-VASA                                                                 | VASA TR 2021-VASA F TSFR1M+401.448 04/15/2060 144A                                                      | CUSIP: 92230AAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1383000 | PA      | $1055127.90    | 0.00%             | 2039-07-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 08/15/2042#798467                                                                        | CUSIP: 36177TMR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      66508 | PA      | $63471.26      | 0.00%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 3/34 #607116                                                                                 | CUSIP: 36201YN93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        531 | PA      | $538.13        | 0.00%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 7.00% 8/26 #C90997                                                                            | CUSIP: 3128P7DA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1998 | PA      | $2010.39       | 0.00%             | 2026-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                            | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 7.125% 06/01/2028 144A                           | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6325000 | PA      | $6351577.65    | 0.02%             | 2028-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 03/01/2053#SD4139                                                                        | CUSIP: 3132E0S45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1723441 | PA      | $1531369.91    | 0.00%             | 2053-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM3                                                                    | MSRM 2025-NQM3 VAR 05/25/2070 144A                                                                      | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13160000 | PA      | $13173811.42   | 0.03%             | 2070-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MAXIMUS INC                                                                       | MAXIMUS TERM B 1LN 05/30/2031                                                                           | CUSIP: 57779FAG0<br>LEI: 549300DQCDS8HJ7QF202 | Long             | LON              | CORP              | US        |    1111600 | PA      | $1101184.31    | 0.00%             | 2031-05-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 8/29 #511366                                                                                 | CUSIP: 31383SCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        244 | PA      | $252.13        | 0.00%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 02/01/2033#SB0621                                                                          | CUSIP: 3132CWVN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     576159 | PA      | $560310.39     | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | BARCLAYS PLC 8.407%/VAR 11/14/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    2300000 | PA      | $3283372.33    | 0.01%             | 2032-11-14      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 12/40 #AE8075                                                                                | CUSIP: 31419J6M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1847 | PA      | $1763.50       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 1/40 #732376                                                                                 | CUSIP: 3620AKT97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1263 | PA      | $1268.37       | 0.00%             | 2040-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MED PARENTCO LP                                                                   | MYEYEDR TERM B 1LN 04/15/2031                                                                           | CUSIP: 58401DAM6<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |    3460534 | PA      | $3467835.96    | 0.01%             | 2031-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 04/01/2047#SD0978                                                                        | CUSIP: 3132DNCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4629949 | PA      | $3842102.88    | 0.01%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CPM HOLDINGS INC                                                                  | CPM HOLDINGS TERM 1LN 09/28/2028                                                                        | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    2341288 | PA      | $2314105.21    | 0.01%             | 2028-09-28      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                              | ROMANIA REPUBLIC OF 3% 02/27/2027 144A                                                                  | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1076000 | PA      | $1028925.00    | 0.00%             | 2027-02-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                      | TEMPUR SEALY TERM B 1LN 10/24/2031                                                                      | CUSIP: 88025BAN1<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |    5675775 | PA      | $5695640.21    | 0.01%             | 2031-10-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | BOAM SWAP PAY 4.065 05/02/30                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   23480000 | NC      | $957228.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WOOF HOLDINGS INC                                                                 | WELLPET TERM B 1LN 12/21/2027                                                                           | CUSIP: 98082EAB0<br>LEI: 254900RX9Z723FXJSU14 | Long             | LON              | CORP              | US        |    2679758 | PA      | $1741842.39    | 0.00%             | 2027-12-21      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC                                         | TRAP 2007-12A B TSFR3M+82.161 4/42                                                                      | CUSIP: 89413GAG3<br>LEI: 5493000R4ICCD2N68609 | Long             | ABS-CBDO         | CORP              | KY        |    1639000 | PA      | $1288365.45    | 0.00%             | 2042-04-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                | REALTY INCOME CORP 3.4% 01/15/2028                                                                      | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    6031000 | PA      | $5882114.15    | 0.02%             | 2028-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                 | GEO GROUP INC/THE 8.625% 04/15/2029                                                                     | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |    3710000 | PA      | $3916187.74    | 0.01%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 0.0% 05/01/2041#1B8124                                                                         | CUSIP: 3128UGMY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17223 | PA      | $17928.01      | 0.00%             | 2041-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 10/28 #563100                                                                                | CUSIP: 31386GRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         95 | PA      | $99.11         | 0.00%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 7/39 #AA9055                                                                                 | CUSIP: 31416TBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1864 | PA      | $1834.43       | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.75% 12/31/2030                                                                              | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3600000 | PA      | $3547828.12    | 0.01%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                                     | MIDDLE RIVER POWER TERM DD 1LN 05/24/2032                                                               | CUSIP: N/A<br>LEI: 254900P4JAIDEHZ3O147       | Long             | LON              | CORP              | US        |     219032 | PA      | $215928.57     | 0.00%             | 2032-05-04      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                | VICI PROPERTIES LP 4.75% 04/01/2028                                                                     | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    5485000 | PA      | $5482734.70    | 0.01%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 9/39 #710868                                                                                 | CUSIP: 36297FW57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      96933 | PA      | $98884.34      | 0.00%             | 2039-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 12/39 #728451                                                                                | CUSIP: 3620AFH42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      26883 | PA      | $27007.46      | 0.00%             | 2039-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BIFM CA BUYER INC                                                                 | BGIS TERM 1LN 05/31/2028                                                                                | CUSIP: N/A<br>LEI: 5493004RP2P0NY84N260       | Long             | LON              | CORP              | CA        |    2831553 | PA      | $2831553.37    | 0.01%             | 2028-05-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF3 LLC                                                                | PRPM 2024-RCF3 LLC 4% 05/25/2054 144A                                                                   | CUSIP: 74390BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9091192 | PA      | $8844989.79    | 0.02%             | 2054-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                          | VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3020000 | PA      | $3017999.25    | 0.01%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 05/01/2043#AB9376                                                                        | CUSIP: 31417GM29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     238973 | PA      | $220258.21     | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 05/01/2048#BK4644                                                                        | CUSIP: 3140HJES6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108442 | PA      | $103827.66     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUNA SA                                                                           | AUNA SA 10% 12/18/2029 144A                                                                             | CUSIP: 05151AAA1<br>LEI: 254900SOGP7YC0N9I368 | Long             | DBT              | CORP              | LU        |    2442200 | PA      | $2606340.26    | 0.01%             | 2029-12-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2015-SG1                                                  | WELLS FARGO COML MTG TR 2020-C57 D 2.5% 08/15/2053 144A                                                 | CUSIP: 95002XAC9<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |    1034000 | PA      | $788779.87     | 0.00%             | 2053-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 9/40 #737442                                                                                 | CUSIP: 3620ARHT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9335 | PA      | $8969.85       | 0.00%             | 2040-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                          | ARES CLO AR TSFR3M+127 10/15/2032 144A                                                                  | CUSIP: 04017WAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22201456 | PA      | $22207495.11   | 0.06%             | 2032-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII 15YR 3% 01/20/2032#MA4170                                                                          | CUSIP: 36179ST31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2839318 | PA      | $2746822.37    | 0.01%             | 2032-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN PLC                                                        | WESSEX WATER SERVS FIN PLC 6.125% 09/19/2034 REGS                                                       | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |    2650000 | PA      | $3528688.62    | 0.01%             | 2034-09-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.5% 01/20/2055#MB0145                                                                          | CUSIP: 3618N5ET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2225666 | PA      | $2101624.92    | 0.01%             | 2055-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+632.552 05/25/2037                                               | CUSIP: 31396VYS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      28429 | PA      | $3115.00       | 0.00%             | 2037-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 01/15/2042#794559                                                                          | CUSIP: 36177PB53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13538 | PA      | $12982.41      | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/28 #464694                                                                                 | CUSIP: 36208YGB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         41 | PA      | $41.87         | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 10/01/2034#AB8011                                                                        | CUSIP: 31417E3V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18275 | PA      | $18107.74      | 0.00%             | 2034-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 01/01/2041#AB2091                                                                          | CUSIP: 31416XKD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85070 | PA      | $81026.51      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 1.5% 07/25/2040                                                          | CUSIP: 3136BA6V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   13308087 | PA      | $10979310.13   | 0.03%             | 2040-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 7/31 #253907                                                                                 | CUSIP: 31371KAG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        138 | PA      | $144.24        | 0.00%             | 2031-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                         | SAUDI ARABIAN OIL COMPANY 4.375% 04/16/2049 144A                                                        | CUSIP: 80414L2F1<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     640000 | PA      | $491302.40     | 0.00%             | 2049-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.00% 8/27 #780618                                                                                 | CUSIP: 36225AVK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         45 | PA      | $45.48         | 0.00%             | 2027-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                            | X TERM 1LN 10/26/2029                                                                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   15980000 | PA      | $15897543.20   | 0.04%             | 2029-10-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 8/40 #748482                                                                                 | CUSIP: 3620C4RB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40659 | PA      | $40844.63      | 0.00%             | 2040-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 4/41 #AI0729                                                                                 | CUSIP: 3138ADY33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3388 | PA      | $3324.45       | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6.5% 06/01/2054#CB8729                                                                        | CUSIP: 3140QUVX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7434325 | PA      | $7642421.15    | 0.02%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 10/01/2051#QD1041                                                                          | CUSIP: 3133AXEN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     432613 | PA      | $371177.81     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 6/29 #501931                                                                                 | CUSIP: 36210TSU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         35 | PA      | $34.84         | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                             | ELECTRICITE DE FRANCE 4.75% 10/12/2034 REGS                                                             | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |    3100000 | PA      | $3816516.23    | 0.01%             | 2034-10-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                       | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                             | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2778188.40    | 0.01%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.0% 02/01/2041#A96961                                                                        | CUSIP: 312945WW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5019 | PA      | $5048.66       | 0.00%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 11/01/2042#Q13425                                                                        | CUSIP: 3132HPYW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     115484 | PA      | $109557.38     | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 2/28 #469082                                                                                 | CUSIP: 36209ECT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         77 | PA      | $77.85         | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA GTD MTG PASS THRU 25-12 CTF SOFR30A+140 03/25/2055                                                 | CUSIP: 3136BVFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   16632552 | PA      | $16615350.42   | 0.04%             | 2055-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 12/01/2032#BJ2987                                                                        | CUSIP: 3140H4J96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86874 | PA      | $82620.70      | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 4/36 #868537                                                                                 | CUSIP: 31409D4W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         96 | PA      | $100.79        | 0.00%             | 2036-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 03/15/2042#773367                                                                        | CUSIP: 36176Q6C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17011 | PA      | $16280.73      | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | BOEING CO 6.259% 05/01/2027                                                                             | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3585000 | PA      | $3684889.18    | 0.01%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 11/01/2049#SD7509                                                                          | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29442569 | PA      | $25606467.09   | 0.07%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 08/01/2053#FA1108                                                                        | CUSIP: 3140W1GS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38360684 | PA      | $36536499.30   | 0.09%             | 2053-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                | PANAMA REPUBLIC OF 4.5% 04/16/2050                                                                      | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    2915000 | PA      | $1853940.00    | 0.00%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                    | CANADIAN NATL RESOURCES LTD 2.95% 07/15/2030                                                            | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   23000000 | PA      | $20845296.52   | 0.05%             | 2030-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2.5% 04/25/2049                                                          | CUSIP: 3137H56A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    5479394 | PA      | $4700192.60    | 0.01%             | 2049-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2.25% 11/25/2047                                                         | CUSIP: 3136BLHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    9047751 | PA      | $7911217.45    | 0.02%             | 2047-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 3/26 #303780                                                                                 | CUSIP: 31373UM53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          5 | PA      | $5.43          | 0.00%             | 2026-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                        | DAVITA INC 6.75% 07/15/2033 144A                                                                        | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    3490000 | PA      | $3526041.51    | 0.01%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                               | NBM US HOLDINGS INC 6.625% 08/06/2029 144A                                                              | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $2018778.13    | 0.01%             | 2029-08-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 1/36 #850408                                                                                 | CUSIP: 31408FYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        715 | PA      | $752.06        | 0.00%             | 2036-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                                                      | VISTAJET TERM B 1LN 04/01/2031                                                                          | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |    1420000 | PA      | $1418821.40    | 0.00%             | 2031-04-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                              | COLOMBIA REPUBLIC OF 7.5% 02/02/2034                                                                    | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     630000 | PA      | $624960.00     | 0.00%             | 2034-02-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DYNEX CAPITAL INC                                                                 | DYNEX CAP INC 6.9%/VAR PFD PERP C                                                                       | CUSIP: 26817Q878<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EP               | CORP              | US        |      20200 | NS      | $514999.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 6/29 #500286                                                                                 | CUSIP: 31383DXP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1257 | PA      | $1310.99       | 0.00%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                 | KOSMOS ENERGY LTD 7.5% 03/01/2028 144A                                                                  | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1420814.40    | 0.00%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 03/01/2041#MA4287                                                                          | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16592 | PA      | $14088.43      | 0.00%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                   | TROPICANA TERM EXCH FLSO FL20 01/24/2029                                                                | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    3996092 | PA      | $2831510.64    | 0.01%             | 2029-01-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 11/28 #527248                                                                                | CUSIP: 31384LWH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        150 | PA      | $156.02        | 0.00%             | 2028-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2049                                                          | CUSIP: 3136BKND0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   10885650 | PA      | $9329585.93    | 0.02%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 11/27 #401093                                                                                | CUSIP: 31378KRN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        493 | PA      | $505.05        | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                   | PENNYMAC FINANCIAL SERVICES INC 6.875% 05/15/2032 144A                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    2645000 | PA      | $2657431.50    | 0.01%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 09/45#AS5764                                                                             | CUSIP: 3138WFMN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8844627 | PA      | $8052402.75    | 0.02%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 04/01/2036#FM9743                                                                        | CUSIP: 3140XDZH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1646411 | PA      | $1576166.46    | 0.00%             | 2036-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                     | GOLAR LNG LTD 7% 10/20/2025 144A                                                                        | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | BM        |    4431000 | PA      | $4433525.67    | 0.01%             | 2025-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 05/01/2051#MA4325                                                                          | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49680601 | PA      | $38859336.74   | 0.10%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2021-IP                                                       | GSMS 2021-IP B TSFR1M+126.448 10/15/2036 144A                                                           | CUSIP: 36262MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2930000 | PA      | $2908025.00    | 0.01%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055                                                   | CUSIP: 3137HJEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   22383614 | PA      | $22318686.25   | 0.06%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                               | MSCS SWAP CY885802 12/15/56 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |    1600000 | NC      | $208306.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/39 #719574                                                                                 | CUSIP: 3620A5MX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2266 | PA      | $2276.28       | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                          | SLM CORP 6.5% 01/31/2030                                                                                | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2330353.33    | 0.01%             | 2030-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                                          | AZUL SECURED FINANCE LLP 11.5% 08/28/2029                                                               | CUSIP: 05501WAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1271516 | PA      | $25430.32      | 0.00%             | 2029-08-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2020-GC45                                                          | GS MTG SECS TR 2020-GC45 2.85% 02/13/2053 144A                                                          | CUSIP: 36258YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     952000 | PA      | $728342.45     | 0.00%             | 2053-02-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 12/31 #622219                                                                                | CUSIP: 31389DG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1346 | PA      | $1404.30       | 0.00%             | 2031-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/32 #553437                                                                                 | CUSIP: 36213FZA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        457 | PA      | $469.73        | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 4% 02/15/2047                                                            | CUSIP: 3137FCYM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     978228 | PA      | $956893.55     | 0.00%             | 2047-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION                                                | CASTLELAKE AIRCRAFT SECURITIZATION 2018-1 A 4.125% 06/15/2043 144A                                      | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2652302 | PA      | $2578287.61    | 0.01%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 10/27 #401788                                                                                | CUSIP: 31378LJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         59 | PA      | $60.23         | 0.00%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 06/01/2052#QE5393                                                                          | CUSIP: 3133BE7E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     127523 | PA      | $119022.75     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                                           | CARLSBERG BREWERIES A/S 3.25% 02/28/2032 REGS                                                           | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |    2900000 | PA      | $3288178.61    | 0.01%             | 2032-02-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 12/31 #570131                                                                                | CUSIP: 36200RLL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1092 | PA      | $1124.81       | 0.00%             | 2031-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 05/36#MA4328                                                                             | CUSIP: 31418DY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     162552 | PA      | $143166.51     | 0.00%             | 2036-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 02/01/2052#CB2906                                                                        | CUSIP: 3140QNGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1434682 | PA      | $1282861.88    | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 11/35 #843567                                                                                | CUSIP: 31407XFG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2574 | PA      | $2693.36       | 0.00%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                   | CVS HEALTH CORP 5% 01/30/2029                                                                           | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   10678000 | PA      | $10750113.02   | 0.03%             | 2029-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 8/39 #724227                                                                                 | CUSIP: 3620AASQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        973 | PA      | $977.50        | 0.00%             | 2039-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                             | ELLUCIAN TERM B 1LN 10/9/2029                                                                           | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    5461269 | PA      | $5465146.26    | 0.01%             | 2029-10-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 5/40 #733155                                                                                 | CUSIP: 3620ALQG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11653 | PA      | $11706.38      | 0.00%             | 2040-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049                                                          | CUSIP: 3137H5J24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3174523 | PA      | $2719615.77    | 0.01%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 8/31 #556226                                                                                 | CUSIP: 36213J4K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2018 | PA      | $2077.05       | 0.00%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 11/01/2051#RA6239                                                                          | CUSIP: 3133KM4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3004261 | PA      | $2372414.43    | 0.01%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                             | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                               | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   12713000 | PA      | $14016957.15   | 0.04%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                             | REYNOLDS AMERICAN INC 5.85% 08/15/2045                                                                  | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   22737000 | PA      | $21431551.51   | 0.06%             | 2045-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                          | SAFEHOLD GL HOLDINGS LLC 2.85% 01/15/2032                                                               | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2355542.63    | 0.01%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                          | WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042                                                               | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   11773000 | PA      | $8468642.78    | 0.02%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                              | WR GRACE HOLDING LLC 7.375% 03/01/2031 144A                                                             | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     770000 | PA      | $777730.03     | 0.00%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                                      | DAYFORCE TERM B 1LN 3/1/2031                                                                            | CUSIP: 23958CAD9<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    1761710 | PA      | $1763911.83    | 0.00%             | 2031-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 04/01/2054#                                                                                | CUSIP: 3140QUH33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21277032 | PA      | $21534979.67   | 0.06%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BYJU'S ALPHA INC                                                                  | BYJU'S TERM B 1LN 11/24/2026                                                                            | CUSIP: N/A<br>LEI: 254900EAJ040Y8AVVN71       | Long             | LON              | CORP              | US        |    3386224 | PA      | $217293.97     | 0.00%             | 2026-11-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 3% 03/01/2037#MA2922                                                                          | CUSIP: 31418CG81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2287812 | PA      | $2134148.45    | 0.01%             | 2037-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/31 #544721                                                                                 | CUSIP: 36212VD22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        229 | PA      | $235.81        | 0.00%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 08/01/43#AL7261                                                                          | CUSIP: 3138EQB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     425163 | PA      | $394136.38     | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 10/01/2054#CB9365                                                                        | CUSIP: 3140QVMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8352888 | PA      | $8290073.43    | 0.02%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1                                            | MORGAN STANLEY CAPITAL I TRUST 2017-H1 AS 3.773% 06/15/2050                                             | CUSIP: 61691JAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1125000 | PA      | $1091790.45    | 0.00%             | 2050-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                | VICI PROPERTIES LP 5.125% 05/15/2032                                                                    | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   18569000 | PA      | $18195501.28   | 0.05%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RMF BUYOUT ISSUANCE TRUST 2020-2                                                  | RMF BUYOUT ISSUANCE TRUST 2020-2 1.7188% 10/25/2050 144A                                                | CUSIP: 76971EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2173615 | PA      | $2006831.60    | 0.01%             | 2050-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 08/01/2043#AS0204                                                                        | CUSIP: 3138W9GN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10884 | PA      | $9762.47       | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                               | NOVA CHEMICALS CORP 9% 02/15/2030 144A                                                                  | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    1235000 | PA      | $1329630.64    | 0.00%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 11/27 #417739                                                                                | CUSIP: 31379FBG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        253 | PA      | $255.59        | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                             | JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   89141000 | PA      | $88341680.68   | 0.23%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                             | TIME WARNER CABLE LLC 5.5% 09/01/2041                                                                   | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    8265000 | PA      | $7284143.69    | 0.02%             | 2041-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                                | RITHM CAPITAL CORP 8% 04/01/2029 144A                                                                   | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1002663.00    | 0.00%             | 2029-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 08/01/2052#MA4699                                                                        | CUSIP: 31418EGH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33613 | PA      | $29866.95      | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.50% 5/41 #005055                                                                              | CUSIP: 36202FTL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     483408 | PA      | $475341.25     | 0.00%             | 2041-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                                                      | ENERGEAN PLC 6.5% 04/30/2027 144A                                                                       | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |    5594000 | PA      | $5468135.00    | 0.01%             | 2027-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC SARL                                                    | CHILE ELECTRICITY LUX MPC SARL 6.01% 01/20/2033 144A                                                    | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     674250 | PA      | $692033.34     | 0.00%             | 2033-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 12/40 #AE3713                                                                                | CUSIP: 31419EDT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6520 | PA      | $6409.81       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 4% 06/01/2055 #TBA                                                                            | CUSIP: 01F040669<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -46300000 | PA      | $-42451289.35  | -0.11%            | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                             | BX COMMERCIAL MORTGAGE TRUST 2019-IMC B TSFR1M+141.448 04/15/2034 144A                                  | CUSIP: 05608BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11328000 | PA      | $11143920.00   | 0.03%             | 2034-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINL ISSUANCE TR 2020-2                                                   | ONEMAIN FINL ISSUANCE TR 2020-2 1.75% 09/14/2035 144A                                                   | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23937000 | PA      | $23282066.92   | 0.06%             | 2035-09-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 05/01/2042#RB0806                                                                        | CUSIP: 3133KT3P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     229008 | PA      | $200478.78     | 0.00%             | 2042-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 05/01/2051#CB0388                                                                        | CUSIP: 3140QKNE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16882488 | PA      | $13914747.27   | 0.04%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 5.11% 4/38 #1B3803                                                                             | CUSIP: 3128JPDH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12811 | PA      | $13351.57      | 0.00%             | 2038-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                              | WR GRACE TERM B 1LN 09/22/2028                                                                          | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    1770113 | PA      | $1763032.27    | 0.00%             | 2028-09-22      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 22-17 BH 3% 05/25/2047                                                   | CUSIP: 3136BMRP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4012461 | PA      | $3770750.72    | 0.01%             | 2047-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 04/01/2052#QE0889                                                                          | CUSIP: 3133B97A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     249076 | PA      | $232473.30     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                | AVIS BUDGET RENTCAR FDG AE LLC 4.8% 08/20/2029 144A                                                     | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    2220000 | PA      | $2222340.32    | 0.01%             | 2029-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/41 #779843                                                                                | CUSIP: 36176YEQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24875 | PA      | $23826.10      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BCRED BSL STATIC CLO 2025-1 LTD / LLC                                             | BCRED BSL STATIC CLO 2025-1 A AR LTD / LLC AR TSFR3M+125 07/15/2035 144A                                | CUSIP: 05556KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   23570000 | PA      | $23595644.16   | 0.06%             | 2035-07-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 3/42 #Q07242                                                                                 | CUSIP: 3132GSLX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      66118 | PA      | $62877.51      | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 04/01/2049#BN5400                                                                        | CUSIP: 3140JNAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     301876 | PA      | $305266.02     | 0.00%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                              | EMIRATE OF ABU DHABI 5.5% 04/30/2054 144A                                                               | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    1425000 | PA      | $1379499.75    | 0.00%             | 2054-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                      | INTERNET BRANDS TERM B 1LN 12/31/2031                                                                   | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    9258360 | PA      | $8418163.99    | 0.02%             | 2031-12-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                            | VENEZUELA REPUBLIC OF 9.25% 09/15/2027                                                                  | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   10096000 | PA      | $1918240.00    | 0.00%             | 2027-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WFRBS COML MTG TR 2011-C3                                                         | WFRBS 2011-C3 D CSTR 3/44                                                                               | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     439833 | PA      | $142945.79     | 0.00%             | 2044-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 19 LTD / AIMCO CLO 19 LLC                                               | AIMCO CLO 19 LTD / AIMCO CLO 19 LLC A TSFR3M+135 10/20/2037 144A                                        | CUSIP: 00140HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8822000 | PA      | $8817059.68    | 0.02%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 1.5% 02/01/2036#SB8088                                                                        | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     285689 | PA      | $251976.68     | 0.00%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.50% 8/34 #605311                                                                                 | CUSIP: 36200NN49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15695 | PA      | $16216.49      | 0.00%             | 2034-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 2/41 #A96766                                                                                 | CUSIP: 312945QT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16310 | PA      | $16025.77      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.50% 1/31 #435013                                                                                 | CUSIP: 36207LGW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1943 | PA      | $2011.53       | 0.00%             | 2031-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2020-NNN                                        | J P MORGAN CHASE COML MTG SECS TR 2020-NNN GFX CSTR 01/16/2037 144A                                     | CUSIP: 46652BBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     441000 | PA      | $42993.09      | 0.00%             | 2037-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                           | KITE RLTY GROUP TRUST 4.75% 09/15/2030                                                                  | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1467000 | PA      | $1445080.44    | 0.00%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 4/34 #774493                                                                                 | CUSIP: 31404PNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12314 | PA      | $12179.27      | 0.00%             | 2034-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                      | INSULET TERM B 1LN 8/4/2031                                                                             | CUSIP: 45784QAE9<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |    7898454 | PA      | $7922464.92    | 0.02%             | 2031-08-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 3.627% 6/1/41#1B8372                                                                           | CUSIP: 3128UGVQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16557 | PA      | $17192.46      | 0.00%             | 2041-06-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE LTD                                                      | HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A                                            | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3082960 | PA      | $2978102.60    | 0.01%             | 2039-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                                | VORNADO REALTY LP 2.15% 06/01/2026                                                                      | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    6904000 | PA      | $6675656.34    | 0.02%             | 2026-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                      | ECOPETROL SA 4.625% 11/02/2031                                                                          | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     950000 | PA      | $785840.00     | 0.00%             | 2031-11-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 01/01/2037#FS1654                                                                        | CUSIP: 3140XGZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10359357 | PA      | $9619615.29    | 0.02%             | 2037-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARGENTUM NETHERLANDS BV                                                           | ARGENTUM NETHERLANDS BV 5.75%/VAR 08/15/2050 REGS                                                       | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |   14850000 | PA      | $14818339.80   | 0.04%             | 2050-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                      | ALPHABET INC 3.375% 05/06/2037                                                                          | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     900000 | PA      | $1013996.85    | 0.00%             | 2037-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                     | GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037                                                          | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6976000 | PA      | $7503405.83    | 0.02%             | 2037-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                          | UNIVAR TERM B 1LN 08/01/2030                                                                            | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    4467173 | PA      | $4447651.79    | 0.01%             | 2030-08-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GNR 2010-H03 FA TSFR1M+66.448 3/60                                                                      | CUSIP: 38376XNT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     250758 | PA      | $252008.14     | 0.00%             | 2060-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 11/01/2041#BQ6743                                                                          | CUSIP: 3140KSP50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12131256 | PA      | $10230236.29   | 0.03%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                | CENOVUS ENERGY INC 5.25% 06/15/2037                                                                     | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    9640000 | PA      | $8925191.88    | 0.02%             | 2037-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                               | ALA TRUST 2025-OANA A 6.04263% 06/15/2030 144A                                                          | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19850000 | PA      | $19933135.77   | 0.05%             | 2030-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2021-1                                                            | BARINGS CLO LTD 2021-1 A TSFR3M+128.161 04/25/2034 144A                                                 | CUSIP: 06762EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   28623000 | PA      | $28665047.19   | 0.07%             | 2034-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                            | VMED O2 UK FINANCING I 7.75% 04/15/2032 144A                                                            | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     240000 | PA      | $247133.04     | 0.00%             | 2032-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 08/15/2033#615865                                                                        | CUSIP: 36290SFE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27982 | PA      | $28090.58      | 0.00%             | 2033-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AETHON UNITED BR LP / AETHON UNITED FINANCE CORP                                  | AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 7.5% 10/01/2029 144A                                   | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3355000 | PA      | $3438100.00    | 0.01%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                               | TOLEDO HOSPITAL/THE 5.325% 11/15/2028                                                                   | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    6970000 | PA      | $6817709.68    | 0.02%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 10/27 #397256                                                                                | CUSIP: 31378FH99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        277 | PA      | $283.63        | 0.00%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                    | FHLMC REMI 30YR 6% 03/01/2055#RJ3645                                                                    | CUSIP: 3142GUBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7265988 | PA      | $7425032.73    | 0.02%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 9/41 #773473                                                                                 | CUSIP: 36176RCJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19255 | PA      | $18480.13      | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 01/01/2051#RA4352                                                                          | CUSIP: 3133KKZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1533398 | PA      | $1202752.49    | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CZ030007 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    1000000 | NC      | $127522.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/31 #474760                                                                                 | CUSIP: 36209LMH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        450 | PA      | $461.24        | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 05/01/2041#AL0292                                                                        | CUSIP: 3138EGKE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2003 | PA      | $2013.08       | 0.00%             | 2041-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 3% 09/15/2047                                                            | CUSIP: 3137FCNA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     919663 | PA      | $830229.34     | 0.00%             | 2047-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 05/01/2048#BJ3482                                                                        | CUSIP: 3140H42Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     205807 | PA      | $197048.95     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | BOEING CO 3.55% 03/01/2038                                                                              | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $1986522.59    | 0.01%             | 2038-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 02/01/2048#BK0134                                                                        | CUSIP: 3140HDEG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27753 | PA      | $26588.97      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 11/01/2034#796262                                                                        | CUSIP: 31405QTT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18877 | PA      | $18656.76      | 0.00%             | 2034-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 05/20/2046#AS6967                                                                          | CUSIP: 36193SW47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      51260 | PA      | $46165.60      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INTER HLDGS INC                                                       | ALERA TERM 1LN 05/21/2032                                                                               | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    5800000 | PA      | $5803248.00    | 0.01%             | 2032-05-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 12/01/2042#C04320                                                                          | CUSIP: 31292LYR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1566784 | PA      | $1415638.13    | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 12/33 #A16699                                                                                | CUSIP: 31296RNQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14075 | PA      | $14172.70      | 0.00%             | 2033-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 4.5% 07/25/2027                                                          | CUSIP: 3136A7HT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       2255 | PA      | $30.50         | 0.00%             | 2027-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNR 2017-134 BA 2.5% 11/46                                                                              | CUSIP: 38380GF25<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1341924 | PA      | $1208176.84    | 0.00%             | 2046-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 11/01/2051#                                                                              | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4170681 | PA      | $3414064.49    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS GROUP AG 5.428%/VAR 02/08/2030 144A                                                                 | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   65000000 | PA      | $66299028.25   | 0.17%             | 2030-02-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                      | CHS/CMNTY HEALTH SYSTEMS INC 6.875% 04/15/2029 144A                                                     | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    4057000 | PA      | $3390881.17    | 0.01%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 6.5% 11/01/2054#RJ2828                                                                        | CUSIP: 3142GTEA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2848795 | PA      | $2974828.67    | 0.01%             | 2054-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | BNP PARIBAS 2.159%/VAR 09/15/2029 144A                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   10072000 | PA      | $9243768.76    | 0.02%             | 2029-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2.5% 01/33#J38270                                                                             | CUSIP: 31307VFK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      38135 | PA      | $36356.12      | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 12/20/2049#BR8987                                                                          | CUSIP: 3617M76Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40449 | PA      | $36176.04      | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 03/01/2035#CA5427                                                                        | CUSIP: 3140QDA53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2339507 | PA      | $2181951.34    | 0.01%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048                                                   | CUSIP: 3137H5BQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   18363465 | PA      | $15939893.47   | 0.04%             | 2048-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/28 #466901                                                                                 | CUSIP: 36209BU22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        176 | PA      | $177.77        | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC         | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6% 06/15/2027 144A            | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2965000 | PA      | $2972302.80    | 0.01%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC                                                             | ECL ENTERTAINMENT TERM B 1LN 08/30/2030                                                                 | CUSIP: 26826TAL7<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    1377615 | PA      | $1371870.17    | 0.00%             | 2030-08-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 2/41 #A97152                                                                                 | CUSIP: 3129455M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      35926 | PA      | $35367.59      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 06/01/2042#AO6386                                                                        | CUSIP: 3138LXCY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14377 | PA      | $13303.75      | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 01/01/2046#G60393                                                                        | CUSIP: 31335ANJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10736 | PA      | $9787.55       | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 9/35 #830810                                                                                 | CUSIP: 31407HAK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        907 | PA      | $944.38        | 0.00%             | 2035-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    1010000 | NC      | $172204.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | LEVEL 3 FINANCING INC 4% 04/15/2031 144A                                                                | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     580000 | PA      | $479950.00     | 0.00%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                 | PERU REPUBLIC OF 3% 01/15/2034                                                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1130000 | PA      | $938465.00     | 0.00%             | 2034-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 04/01/2052#CB3239                                                                          | CUSIP: 3140QNS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11802937 | PA      | $10220859.20   | 0.03%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 1/28 #406641                                                                                 | CUSIP: 31378RWA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         67 | PA      | $67.34         | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACCELERATED HEALTH SYSTEMS LLC                                                    | ATHLETICO PHYSICAL THERAPY TERM B 1LN 02/15/2029                                                        | CUSIP: 04747LAM5<br>LEI: 549300FAKU4HJQC25564 | Long             | LON              | CORP              | US        |    2489402 | PA      | $1533048.46    | 0.00%             | 2029-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 11/33 #621780                                                                                | CUSIP: 36290YXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7187 | PA      | $7209.44       | 0.00%             | 2033-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.75% 08/31/2031                                                                              | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  344000000 | PA      | $337187186.64  | 0.87%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2.5% 06/01/2055 #TBA                                                                            | CUSIP: 21H022663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  156600000 | PA      | $131236140.06  | 0.34%             | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B34 MORTGAGE TRUST                                                 | BENCHMARK 2022-B34 MORTGAGE TRUST 3.786% 04/15/2055                                                     | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     942000 | PA      | $853185.70     | 0.00%             | 2055-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                                    | VIRTU FINANCIAL TERM B 1LN 6/21/2031                                                                    | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |    4000000 | PA      | $4000000.00    | 0.01%             | 2031-06-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                     | AIA GROUP LTD EUSA5+NA 09/09/2033 REGS                                                                  | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |    2000000 | PA      | $2092325.51    | 0.01%             | 2033-09-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                               | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3890000 | PA      | $3268691.53    | 0.01%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 9/41 #AI9692                                                                                 | CUSIP: 3138APXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20222 | PA      | $19181.72      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNCL 2011-39 ZA 6% 11/32                                                                                | CUSIP: 31397SVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     126941 | PA      | $129931.21     | 0.00%             | 2032-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REWE INT FINANCE                                                                  | REWE INT FINANCE 4.875% 09/13/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 5299003XLG8J4YTHLX44       | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1340368.98    | 0.00%             | 2030-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2022-LBA6                                                                   | BX TR 2022-LBA6 TSFR1M+420 01/15/2039 144A                                                              | CUSIP: 12433EAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     651000 | PA      | $644194.45     | 0.00%             | 2039-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 11/01/2051#FM9539                                                                          | CUSIP: 3140XDS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12078744 | PA      | $9538382.68    | 0.02%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL   | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034        | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11285000 | PA      | $11806020.21   | 0.03%             | 2034-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                      | MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034                                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2315000 | PA      | $1901772.50    | 0.00%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 12/40 #AB1898                                                                                | CUSIP: 31416XDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39336 | PA      | $38703.49      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIANT MEDICAL HOLDINGS INC                                                        | VIANT TERM 1LN 10/29/2031                                                                               | CUSIP: 92556MAB2<br>LEI: 549300E68YOWU15QSF58 | Long             | LON              | CORP              | US        |    1055938 | PA      | $1048281.95    | 0.00%             | 2031-10-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 9/27 #450596                                                                                 | CUSIP: 36208GRR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         42 | PA      | $41.94         | 0.00%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1                       | GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1 4.49% 04/16/2029 144A                       | CUSIP: 39154GAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4989180.00    | 0.01%             | 2029-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 8/35 #830991                                                                                 | CUSIP: 31407HF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        975 | PA      | $1029.22       | 0.00%             | 2035-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AIR CANADA INC                                                                    | AIR CANADA TERM B 1LN 03/21/2031                                                                        | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |    1628550 | PA      | $1629364.28    | 0.00%             | 2031-03-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOBHA SUKUK LTD                                                                   | SOBHA SUKUK LTD 8.75% 07/17/2028 REGS                                                                   | CUSIP: N/A<br>LEI: 5493000HMN2AOHV8GU08       | Long             | DBT              | CORP              | KY        |     865000 | PA      | $893139.49     | 0.00%             | 2028-07-17      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.0% 06/20/2044#MA1996                                                                          | CUSIP: 36179QGD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      42146 | PA      | $40034.80      | 0.00%             | 2044-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP 7.125% 03/15/2026                                                                  | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    5110000 | PA      | $5179184.29    | 0.01%             | 2026-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4% 01/31/2031                                                                                 | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  600000000 | PA      | $598523436.00  | 1.54%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 09/01/2043#Q21255                                                                        | CUSIP: 3132JNMC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      82650 | PA      | $78119.92      | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MTG TR                                                              | LIFE 2021-BMR MTG TR 21-BMR E TSFR1M+186.448 6 03/15/2036 144A                                          | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3593100 | PA      | $3548186.25    | 0.01%             | 2038-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 3/28 #408275                                                                                 | CUSIP: 31378TQ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          1 | PA      | $1.41          | 0.00%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.0% 07/20/2044#MA2074                                                                          | CUSIP: 36179QJT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     370292 | PA      | $351614.65     | 0.00%             | 2044-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 03/01/2050#SD0517                                                                          | CUSIP: 3132DMSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15533699 | PA      | $13398149.24   | 0.03%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                                                         | FLUTTER ENTERTAINMENT TERM B 1LN 11/30/2030                                                             | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | LON              | CORP              | IE        |    6725862 | PA      | $6698555.50    | 0.02%             | 2030-11-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK46                                                                   | BANK 2023-BNK46 B 6.963% 08/15/2056                                                                     | CUSIP: 06541DBT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1491000 | PA      | $1568405.27    | 0.00%             | 2056-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                              | ROMANIA REPUBLIC OF 4% 02/14/2051 144A                                                                  | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1365000 | PA      | $818242.43     | 0.00%             | 2051-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 4/40 #782918                                                                                 | CUSIP: 36241LG34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     190252 | PA      | $191133.81     | 0.00%             | 2040-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE                                                         | SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A                                                        | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11923299 | PA      | $11290410.14   | 0.03%             | 2040-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WIN WASTE INNOVATIONS HOLDINGS INC                                                | WIN WASTE TERM B 1LN 3/24/2028                                                                          | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    8729179 | PA      | $8655505.09    | 0.02%             | 2028-03-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMR HMS 15-SFR2                                                                   | AMERICAN HOMES 4 RENT 2015-SFR2 TR VAR 10/17/2045 144A                                                  | CUSIP: 02666BAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     724992 | PA      | $7.25          | 0.00%             | 2052-10-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2.5% 11/01/2041#QK1167                                                                        | CUSIP: 3133D4JL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     947125 | PA      | $832254.04     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CBRE GLOBAL INVESTOR PAN EUROPEAN CORE FUND                                       | CBRE GLOBAL INVESTOR PAN EUROPEAN CORE FUND 4.75% 03/27/2034 REGS                                       | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |    1450000 | PA      | $1721517.97    | 0.00%             | 2034-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15 LLC                                                                | CFMT 2024-HB15 LLC VAR 08/25/2034 144A                                                                  | CUSIP: 15723AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4399248 | PA      | $4352364.64    | 0.01%             | 2034-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 8/29 #491644                                                                                 | CUSIP: 36210GER1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         83 | PA      | $85.87         | 0.00%             | 2029-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 1/42 #AK1411                                                                                 | CUSIP: 3138E5R91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4908 | PA      | $4807.89       | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                  | ALTRIA GROUP INC 4.8% 02/14/2029                                                                        | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3316824.43    | 0.01%             | 2029-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/28 #443711                                                                                 | CUSIP: 36207V3U8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        229 | PA      | $231.52        | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 12/01/2051#                                                                                | CUSIP: 3140M82X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     119708 | PA      | $93371.90      | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/28 #464920                                                                                 | CUSIP: 36208YPD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        515 | PA      | $520.54        | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                    | OMAN SULTANATE 5.625% 01/17/2028 144A                                                                   | CUSIP: 682051AH0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    4775000 | PA      | $4817676.56    | 0.01%             | 2028-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                     | CARNIVAL CORP 6% 05/01/2029 144A                                                                        | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    2885000 | PA      | $2892604.05    | 0.01%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 01/01/2036#MA4228                                                                        | CUSIP: 31418DVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9833956 | PA      | $8673504.06    | 0.02%             | 2036-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                            | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 07/25/2048                                  | CUSIP: 3137H3QP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    2374507 | PA      | $2058923.69    | 0.01%             | 2048-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-IG2 MTG TR                                                         | BENCHMARK 2020-IG2 MTG TR VAR 09/15/2048 144A                                                           | CUSIP: 08162NAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     546000 | PA      | $283907.44     | 0.00%             | 2048-09-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 8/39 #724223                                                                                 | CUSIP: 3620AASL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     255351 | PA      | $251192.04     | 0.00%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#741529                                                                        | CUSIP: 31402XY26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7477 | PA      | $7408.46       | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 05/01/2047#890792                                                                        | CUSIP: 31410LUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15913 | PA      | $15280.37      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 11/25 #396837                                                                                | CUSIP: 36205PZA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         66 | PA      | $65.88         | 0.00%             | 2025-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2022-C16                                                             | BBCMS MTG TR 2022-C16 4.6% 06/15/2055                                                                   | CUSIP: 05552YAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     791000 | PA      | $733436.95     | 0.00%             | 2055-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-C32                                                             | BBCMS MTG TR 2025-C32 VAR 02/15/2063                                                                    | CUSIP: 07337AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1183000 | PA      | $1166536.43    | 0.00%             | 2062-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 6.75% 05/15/2034 144A                                | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1646654.33    | 0.00%             | 2034-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 03/01/2029#                                                                                | CUSIP: 31293LSS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         99 | PA      | $101.14        | 0.00%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 3.6% 01/25/2028                                                          | CUSIP: 3137F4D41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8700000 | PA      | $8556634.44    | 0.02%             | 2028-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                                       | BX 2021-LBA TSFR1M+91.45 02/15/2036 144A                                                                | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5800000 | PA      | $5796375.00    | 0.01%             | 2036-02-15      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA REPUBLIC OF                                                               | GEORGIA REPUBLIC OF 2.75% 04/22/2026 144A                                                               | CUSIP: 37311PAB6<br>LEI: 254900MHQHBC58M2GR84 | Long             | DBT              | NUSS              | GE        |    1580000 | PA      | $1515229.95    | 0.00%             | 2026-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C4 MTG TR                                                                | BMO 2023-C4 MTG TR CSTR 02/15/2056                                                                      | CUSIP: 05610CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2333000 | PA      | $2312348.28    | 0.01%             | 2056-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                              | FIESTA PURCHASER INC 7.875% 03/01/2031 144A                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1988738.07    | 0.01%             | 2031-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE LTD                                                                | AZORRA FINANCE LTD 7.75% 04/15/2030 144A                                                                | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    2090000 | PA      | $2096445.66    | 0.01%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 2/41 #AH3127                                                                                 | CUSIP: 3138A4PM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1590 | PA      | $1566.14       | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                          | TK ELEVATOR US NEWCO INC 5.25% 07/15/2027 144A                                                          | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    6660000 | PA      | $6596944.45    | 0.02%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 10/39 #723224                                                                                | CUSIP: 3620A9PH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      29732 | PA      | $29872.28      | 0.00%             | 2039-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WATERBRIDGE MIDSTREAM OPERATING LLC                                               | WATERBRIDGE MIDSTREAM OPERATING TERM B 1LN 6/27/2029                                                    | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |    5702100 | PA      | $5474016.00    | 0.01%             | 2029-06-27      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                   | ANTOFAGASTA PLC 2.375% 10/14/2030 144A                                                                  | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    2510000 | PA      | $2154609.10    | 0.01%             | 2030-10-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYMP 2022-32A A1                                                                  | SYMP 2022-32A A1 A1 TSFR3M+132 04/23/2035 144A                                                          | CUSIP: 87168NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   28078000 | PA      | $28082267.86   | 0.07%             | 2035-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 9/25 #325499                                                                                 | CUSIP: 31374VRU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          1 | PA      | $1.18          | 0.00%             | 2025-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 12/40 #C03633                                                                                | CUSIP: 31292LBA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10129 | PA      | $9684.79       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPA HOLDINGS 3 OY                                                                 | SPA HOLDINGS 3 OY 4.875% 02/04/2028 144A                                                                | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |    1880000 | PA      | $1771331.06    | 0.00%             | 2028-02-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 05/01/2051#RA5267                                                                          | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4331762 | PA      | $3729469.68    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                            | RADIOLOGY PARTNERS TERM B 1LN 01/31/2029                                                                | CUSIP: 75041EAJ1<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    2389780 | PA      | $2367220.79    | 0.01%             | 2029-01-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 11/01/2051#FS0650                                                                          | CUSIP: 3140XFWL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1713543 | PA      | $1473683.94    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 12/15/2041#792596                                                                          | CUSIP: 36177L3E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4937 | PA      | $4727.86       | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUXEMBOURG II SARL                                                  | TIERRA MOJADA LUXEMBOURG II SARL 5.75% 12/01/2040 144A                                                  | CUSIP: 30260LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1236298 | PA      | $1144688.28    | 0.00%             | 2040-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 12/49#BR8986                                                                               | CUSIP: 3617M76X1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12117 | PA      | $10764.63      | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#736071                                                                        | CUSIP: 31402RW88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6466 | PA      | $6407.63       | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1                                   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 C 3.071% 08/15/2049                                     | CUSIP: 95000GBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     446000 | PA      | $330332.31     | 0.00%             | 2049-08-15      | Fixed         | 0.03%                 | No            |                  3 | On Loan: No      |
| QATAR PETROLEUM                                                                   | QATAR PETROLEUM 3.125% 07/12/2041 144A                                                                  | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    3545000 | PA      | $2567798.77    | 0.01%             | 2041-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                           | PHILIPPINES REPUBLIC OF 5.5% 01/17/2048                                                                 | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     805000 | PA      | $771906.45     | 0.00%             | 2048-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 02/15/2041#750185                                                                        | CUSIP: 3620C6NA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20744 | PA      | $19857.67      | 0.00%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 01/01/2048#CA1567                                                                        | CUSIP: 3140Q8W50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     839060 | PA      | $804403.96     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WFCM 2022                                                                         | WFCM 2022-C62 4.35% 04/15/2055 144A                                                                     | CUSIP: 95003MBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1923000 | PA      | $1629660.00    | 0.00%             | 2055-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-2 LTD                                                         | CARLYLE US CLO 2024-2 LTD E TSFR3M+685 04/25/2037 144A                                                  | CUSIP: 14319AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $254105.25     | 0.00%             | 2037-04-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                      | BX 2024-CNYN B TSFR1M+169.152 04/15/2029 144A                                                           | CUSIP: 05612HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6067733 | PA      | $6075317.35    | 0.02%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2022                                                                    | BPR TRUST 2022 TSFR1M+229.667 04/15/2024 144A                                                           | CUSIP: 05592DAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17226000 | PA      | $17215235.47   | 0.04%             | 2037-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 02/01/2041#AH0064                                                                        | CUSIP: 3138A1CA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5624 | PA      | $5524.34       | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 07/01/2046#BD1608                                                                          | CUSIP: 3140F8YE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83744 | PA      | $73382.50      | 0.00%             | 2046-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 3% 02/01/2037#AS8773                                                                          | CUSIP: 3138WJXB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     920217 | PA      | $858409.84     | 0.00%             | 2037-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WFRBS COML MTG TR 2013-C13                                                        | WFRBS COML MTG TR 2013-C13 D CSTR 05/15/2045 144A                                                       | CUSIP: 92937UAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     460667 | PA      | $422703.74     | 0.00%             | 2045-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 3.50% 11/42 #AQ0206                                                                                | CUSIP: 3138MFGQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61158 | PA      | $56471.94      | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                     | GOLAR LNG LTD 7.75% 09/19/2029 144A REGS                                                                | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | BM        |    3600000 | PA      | $3600000.00    | 0.01%             | 2029-09-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5%/VAR 01/31/2056                                  | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2881000 | PA      | $2839743.88    | 0.01%             | 2056-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 01/01/2032#                                                                                | CUSIP: 31287NDD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4303 | PA      | $4444.27       | 0.00%             | 2032-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 4/42 #Q07351                                                                                 | CUSIP: 3132GSQC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24458 | PA      | $23421.15      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 12/40 #A95796                                                                                | CUSIP: 312944NM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10726 | PA      | $10256.46      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#755144                                                                        | CUSIP: 31403Q5D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16122 | PA      | $15957.42      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MORGAN STANLEY 5.449%/VAR 07/20/2029                                                                    | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   16205000 | PA      | $16575304.99   | 0.04%             | 2029-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD                                         | NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD AR2 TSFR3M+140 07/18/2038 144A                                | CUSIP: 64131JAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22806000 | PA      | $22857199.47   | 0.06%             | 2038-07-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BPR TR 2024-PMDW                                                                  | BPR TR 2024-PMDW VAR 11/05/2029 144A                                                                    | CUSIP: 05592VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     738000 | PA      | $679348.93     | 0.00%             | 2041-11-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                              | ENEL FINANCE INTL NV 5.5% 06/26/2034 144A                                                               | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    2800000 | PA      | $2803697.37    | 0.01%             | 2034-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CJSC                                                        | SOUTHERN GAS CORRIDOR CJSC 6.875% 03/24/2026 144A                                                       | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    3096000 | PA      | $3122254.08    | 0.01%             | 2026-03-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                | WELLS FARGO and CO NEW 5.15%/VAR 04/23/2031                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   33112000 | PA      | $33508387.39   | 0.09%             | 2031-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                             | ARGENTINA REPUBLIC OF STEP 07/09/2041                                                                   | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3950000 | PA      | $2454466.01    | 0.01%             | 2041-07-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                     | MODIVCARE INC 5% 10/01/2029 144A                                                                        | CUSIP: 60783XAA2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     950000 | PA      | $47500.00      | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 04/01/2052#SL0413                                                                        | CUSIP: 31427MN72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7999993 | PA      | $6626189.07    | 0.02%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 02/01/2052#MA4549                                                                          | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10824075 | PA      | $9270038.94    | 0.02%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 1.5% 09/01/2051#FM8597                                                                        | CUSIP: 3140XCRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4426206 | PA      | $3271091.44    | 0.01%             | 2051-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                 | CBRE SERVICES INC 2.5% 04/01/2031                                                                       | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   21262000 | PA      | $18549013.88   | 0.05%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                              | TANGER PROPERTIES LP 2.75% 09/01/2031                                                                   | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   16274000 | PA      | $14062948.12   | 0.04%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES                                                    | BANCO DE CREDITO E INVERSIONES 7.5%/VAR PERP 144A                                                       | CUSIP: 05956NAF9<br>LEI: 549300E9E5Y3PKW24142 | Long             | EP               | CORP              | CL        |    1070000 | PA      | $1045925.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.0% 07/01/2041#Q02345                                                                        | CUSIP: 3132GFTA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1492 | PA      | $1502.85       | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 7.00% 3/26 #D96943                                                                            | CUSIP: 3128E3WC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        538 | PA      | $539.01        | 0.00%             | 2026-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD                                        | TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD 6%/VAR PERP 144A                                             | CUSIP: 87251LAA4<br>LEI: 213800VIPIONINOCLD68 | Long             | EP               | CORP              | IE        |     715000 | PA      | $35750.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 5.05% 7/34 #801635                                                                             | CUSIP: 31405WSY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1354 | PA      | $1378.36       | 0.00%             | 2034-07-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCKLAND PARK CLO LTD                                                             | ROCKLAND PARK CLO LTD A TSFR3M+138.161 04/20/2034 144A                                                  | CUSIP: 773663AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   31749000 | PA      | $31808592.87   | 0.08%             | 2034-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 08/01/2033#734416                                                                        | CUSIP: 31402N3Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18489 | PA      | $18320.00      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2006-104 GI SOFR30A+656.552 11/36                                                                   | CUSIP: 31396LMA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      84660 | PA      | $8153.96       | 0.00%             | 2036-11-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 01/01/2041#A96413                                                                          | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2195311 | PA      | $2097800.51    | 0.01%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                              | 1011778 BC ULC/NEW RED FIN INC 6.125% 06/15/2029 144A                                                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2285000 | PA      | $2330309.27    | 0.01%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER NEXT GENERATION INC                                                       | CHARTER NEXT TERM B 1LN 11/29/2030                                                                      | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |    4460846 | PA      | $4467447.63    | 0.01%             | 2030-11-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/32 #569233                                                                                 | CUSIP: 36200QLN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         32 | PA      | $33.22         | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 06/15/2033#781623                                                                        | CUSIP: 36225BYU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1702 | PA      | $1708.72       | 0.00%             | 2033-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                 | GHANA REPUBLIC OF 0% 01/03/2030 144A                                                                    | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      98997 | PA      | $80435.13      | 0.00%             | 2030-01-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 1/41 #AE4072                                                                                 | CUSIP: 31419EQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3975 | PA      | $3842.90       | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT US CORP                                                     | FLORA FOOD TERM B10 1LN 01/03/2028                                                                      | CUSIP: N/A<br>LEI: 254900U4MHW4MZWGFU47       | Long             | LON              | CORP              | US        |    3376288 | PA      | $3366429.30    | 0.01%             | 2028-01-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                        | CVR ENERGY TERM B 1LN 12/30/2027                                                                        | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1920188 | PA      | $1911393.04    | 0.00%             | 2027-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 11/01/2054#CB9500                                                                          | CUSIP: 3140QVRW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     544088 | PA      | $557995.10     | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| J and J VENTURES GAMING LLC                                                       | J and J VENTURES GAMING TERM B 1LN 04/26/2030                                                           | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    3078989 | PA      | $3007802.70    | 0.01%             | 2030-04-26      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 1.5% 03/01/2041#MA4286                                                                        | CUSIP: 31418DXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1972123 | PA      | $1624503.01    | 0.00%             | 2041-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/28 #460837                                                                                 | CUSIP: 36208T4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         53 | PA      | $53.29         | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 09/01/2043#AS0407                                                                        | CUSIP: 3138W9NZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13195 | PA      | $11829.07      | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                | TURKEY REPUBLIC OF 9.375% 03/14/2029                                                                    | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2840000 | PA      | $3074768.60    | 0.01%             | 2029-03-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 10/01/2043#Q22682                                                                        | CUSIP: 3132JP6T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17531 | PA      | $16560.49      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 01/01/2051#FM7484                                                                        | CUSIP: 3140XBJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23593128 | PA      | $19622685.19   | 0.05%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                       | AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A                                                       | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    5430000 | PA      | $5390333.09    | 0.01%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                             | VENTURE GLOBAL PLAQUE 7.5% 05/01/2033 144A                                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2417897.12    | 0.01%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG 3237 C 5.5% 11/15/2036                                                              | CUSIP: 31397CDM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     598116 | PA      | $611099.85     | 0.00%             | 2036-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 10/40#AE3576                                                                               | CUSIP: 31419D6N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66219 | PA      | $62946.92      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA GTD MTG PASS THRU CTF 2% 05/25/2043                                                                | CUSIP: 3136BBQT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4392841 | PA      | $4000478.21    | 0.01%             | 2043-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 1.5% 05/01/2051#BT0518                                                                        | CUSIP: 3140LNSG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     492246 | PA      | $363783.56     | 0.00%             | 2051-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 1/40 #711483                                                                                 | CUSIP: 36297GM80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27525 | PA      | $26442.72      | 0.00%             | 2040-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                        | WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027                                                            | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    9679094 | PA      | $9586852.57    | 0.02%             | 2027-10-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 07/01/2033#                                                                                | CUSIP: 3140JAUL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2237977 | PA      | $2160833.46    | 0.01%             | 2033-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                                               | HILTON GRAND VACATIONS TERM B 1LN 01/17/2031                                                            | CUSIP: 43283LAK7<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |    2588850 | PA      | $2562236.62    | 0.01%             | 2031-01-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                               | ECUADOR REPUBLIC OF STEP 07/31/2035 144A                                                                | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    3915000 | PA      | $2431215.00    | 0.01%             | 2035-07-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                       | ENERGEAN ISRAEL FINANCE LTD 4.875% 03/30/2026 144A REGS                                                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    3528000 | PA      | $3477651.91    | 0.01%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 LTD                                                                    | NBK TIER 1 LTD 3.625%/VAR PERP 144A                                                                     | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | EP               | CORP              | AE        |     835000 | PA      | $804472.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 1/36 #850564                                                                                 | CUSIP: 31408F5Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1059 | PA      | $1050.16       | 0.00%             | 2036-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B36 MTG TR                                                         | BENCHMARK 2022-B36 MTG TR 4.4699% 07/15/2055                                                            | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1094000 | PA      | $1047562.76    | 0.00%             | 2055-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 5.50% 4/33 #694605                                                                                 | CUSIP: 31400QU68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        804 | PA      | $819.47        | 0.00%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 3/41 #AH1629                                                                                 | CUSIP: 3138A2Y37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32140 | PA      | $30529.27      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                       | VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030                                                               | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   28128000 | PA      | $26060915.75   | 0.07%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B29 MORTGAGE TRUST                                                 | BENCHMARK 2021-B29 A5 MORTGAGE TRUST 2.3879% 09/15/2054                                                 | CUSIP: 08163JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3032000 | PA      | $2609551.74    | 0.01%             | 2054-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 5.00% 5/41 #AI1863                                                                                 | CUSIP: 3138AFB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4336 | PA      | $4357.59       | 0.00%             | 2041-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C6 MTG TR                                                                | BMO 2023-C6 A5 MTG TR 5.9562% 09/15/2056                                                                | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1107000 | PA      | $1154809.56    | 0.00%             | 2056-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 07/01/2050#SD8079                                                                          | CUSIP: 3132DV6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     300625 | PA      | $235895.03     | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WORLDWIDE PLAZA TR 2017-WWP                                                       | WORLDWIDE PLAZA TR 2017-WWP F CSTR 11/10/2036 144A                                                      | CUSIP: 98162JAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1960000 | PA      | $98000.00      | 0.00%             | 2036-11-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                              | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                              | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    4270000 | PA      | $4290952.89    | 0.01%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 12/15/2042#AA5897                                                                        | CUSIP: 36178DRS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     355111 | PA      | $318709.95     | 0.00%             | 2042-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                               | MSCS SWAP CY885802 12/15/56 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |    2400000 | NC      | $312459.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMB COML MTG TR 2019-LIFE                                                        | CAMB COML MTG TR 2019-LIFE A TSFR1M+118.448 12/15/2037 144A                                             | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1538000 | PA      | $1537038.75    | 0.00%             | 2037-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 12/1/42 #AQ7097                                                                          | CUSIP: 3138MN3F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86737 | PA      | $80398.49      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 5% 01/20/2055#MB0146                                                                            | CUSIP: 3618N5EU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   96461448 | PA      | $93637085.86   | 0.24%             | 2055-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 11/26 #572166                                                                                | CUSIP: 31386STX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         79 | PA      | $79.13         | 0.00%             | 2026-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                             | TENET HEALTHCARE CORP 4.25% 06/01/2029                                                                  | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    3970000 | PA      | $3812126.20    | 0.01%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX LLC                                                              | SMYRNA READY MIX LLC 8.875% 11/15/2031 144A                                                             | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $2608315.84    | 0.01%             | 2031-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                                               | VERRA MOBILITY TERM B2 1LN 3/24/2028                                                                    | CUSIP: 00215NAN0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | LON              | CORP              | US        |    3277435 | PA      | $3291790.39    | 0.01%             | 2028-03-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4% 02/15/2034                                                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  360840000 | PA      | $352566050.66  | 0.91%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 07/01/2029#                                                                                | CUSIP: 31293TDU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        109 | PA      | $111.26        | 0.00%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2012-GCJ9                                                          | GS MTG SECS TR 2012-GCJ9 VAR 11/10/2045 144A                                                            | CUSIP: 36192PAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     917587 | PA      | $880883.22     | 0.00%             | 2045-11-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT FIN (LUX) SARL                                                         | TRAVELPORT TERM 1LN 09/29/2028                                                                          | CUSIP: N/A<br>LEI: 2221005SGFWYZHL40F77       | Long             | LON              | CORP              | LU        |    3466083 | PA      | $2779382.28    | 0.01%             | 2028-09-29      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                               | ECUADOR REPUBLIC OF STEP 07/31/2030 144A                                                                | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    4136055 | PA      | $3206476.64    | 0.01%             | 2030-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 09/01/2053#CB7123                                                                          | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4812459 | PA      | $4906895.30    | 0.01%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 12/01/2042#AB7425                                                                        | CUSIP: 31417EHB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5958 | PA      | $5377.17       | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 04/01/2052#BU8931                                                                        | CUSIP: 3140MA4R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     184333 | PA      | $163962.67     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 7/27 #447756                                                                                 | CUSIP: 36208DMD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        315 | PA      | $318.81        | 0.00%             | 2027-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 04/01/2043#Q17646                                                                        | CUSIP: 3132J85G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     381593 | PA      | $352863.59     | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 07/15/2043#AA7235                                                                        | CUSIP: 36178FBC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      73887 | PA      | $66513.57      | 0.00%             | 2043-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 4/40 #723740                                                                                 | CUSIP: 3620AABH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      38956 | PA      | $38198.10      | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 10/15/2041#775540                                                                          | CUSIP: 36176TLV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      42598 | PA      | $40714.58      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | US LONG BOND(CBT) FUT SEP25 USU5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        105 | NC      | $284139.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE NATL ASSN MCLEAN VA                                                   | CAPITAL ONE NATL ASN MCLEAN VA 4.682%/VAR 08/09/2028                                                    | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    8844000 | PA      | $9018435.61    | 0.02%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 8/25 #414500                                                                                 | CUSIP: 36206LNR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          1 | PA      | $1.39          | 0.00%             | 2025-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6% 11/35 #AD0687                                                                                   | CUSIP: 31418MXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     116090 | PA      | $120673.66     | 0.00%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FINANCE HOLDINGS B.V                                                   | MONG DUONG FINANCE HOLDINGS B.V 5.125% 05/07/2029 144A                                                  | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    1700778 | PA      | $1647968.47    | 0.00%             | 2029-05-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                               | ARTERA SERVICES TERM 1LN 2/15/2031                                                                      | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    4764089 | PA      | $4132847.16    | 0.01%             | 2031-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 11/39 #704775                                                                                | CUSIP: 36296X6L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19210 | PA      | $19302.36      | 0.00%             | 2039-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNR 2011-H13 FA TSFR1M+61.448 4/61                                                                      | CUSIP: 38375BLW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     135707 | PA      | $136181.57     | 0.00%             | 2061-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 2/32 #471314                                                                                 | CUSIP: 36209GSB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        987 | PA      | $1017.08       | 0.00%             | 2032-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/28 #449039                                                                                 | CUSIP: 36208EZC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        100 | PA      | $101.37        | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                | WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029                                                            | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20987803.00   | 0.05%             | 2029-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MORGAN STANLEY 5.664%/VAR 04/17/2036                                                                    | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   17585000 | PA      | $17872223.72   | 0.05%             | 2036-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY885799 12/15/56 S                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    1700000 | NC      | $-29762.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 08/15/2043#AD5682                                                                          | CUSIP: 36180HJ33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13586 | PA      | $12928.14      | 0.00%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2025-800D                                       | GS MORTGAGE SECURITIES CORP TRUST 2025-800D B TSFR1M+315 11/17/2029 144A                                | CUSIP: 36273XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1168000 | PA      | $1168068.21    | 0.00%             | 2041-11-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CGMS COMMERCIAL MORTGAGE TRUST 2017-B1                                            | CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 3.197% 08/15/2050                                                | CUSIP: 17326CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3163680 | PA      | $3065994.94    | 0.01%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 9/41 #489861                                                                                 | CUSIP: 36210EFA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8689 | PA      | $8302.74       | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                      | VALLOUREC SA 7.5% 04/15/2032 144A                                                                       | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    5780000 | PA      | $6030326.02    | 0.02%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 14-R LTD                                                       | OHA CREDIT FUNDING 14-R LTD A TSFR3M+123 04/20/2038 144A                                                | CUSIP: 67706QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15455000 | PA      | $15401371.15   | 0.04%             | 2038-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/32 #582134                                                                                 | CUSIP: 36201FV38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        267 | PA      | $275.25        | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | BARCLAYS PLC 6.49%/VAR 09/13/2029                                                                       | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   36156000 | PA      | $37945490.60   | 0.10%             | 2029-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS INC                                               | M2S GROUP TERM B 1LN 8/25/2031                                                                          | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10292080 | PA      | $9841801.93    | 0.03%             | 2031-08-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/32 #569840                                                                                 | CUSIP: 36200RBH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        296 | PA      | $303.94        | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 7/27 #394197                                                                                 | CUSIP: 31378B3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        156 | PA      | $157.99        | 0.00%             | 2027-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6.5% 02/01/2054#SD5078                                                                        | CUSIP: 3132DSUB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42786646 | PA      | $44338625.04   | 0.11%             | 2054-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 9/27 #313711                                                                                 | CUSIP: 31374GN45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         67 | PA      | $68.01         | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 02/01/2052#CB2842                                                                          | CUSIP: 3140QNEQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18019201 | PA      | $14150628.39   | 0.04%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                | WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031                                                            | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   58414000 | PA      | $57438403.84   | 0.15%             | 2031-04-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 10/01/2049#SD0114                                                                        | CUSIP: 3132DMDT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11344856 | PA      | $10240052.14   | 0.03%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OAK HILL CREDIT PARTNERS                                                          | OAK HILL CREDIT PARTNERS A1 TSFR3M+150 04/20/2037 144A                                                  | CUSIP: 67706JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   31144000 | PA      | $31228991.98   | 0.08%             | 2037-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 01/01/2043#AR0988                                                                        | CUSIP: 3138NXC21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23961 | PA      | $21544.65      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                    | URUGUAY REPUBLICA ORIENTAL DL 5.75% 10/28/2034                                                          | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    1080000 | PA      | $1124114.44    | 0.00%             | 2034-10-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GOVERNMENT NAT MTG AS REMIC PT 17-186 HK 3% 11/16/2045                                                  | CUSIP: 38380T6K7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    2530193 | PA      | $2326871.67    | 0.01%             | 2045-11-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COGENTRIX FINANCE HOLDCO I LLC                                                    | COGENTRIX TERM B 1LN 2/26/2032                                                                          | CUSIP: 19239LAB2<br>LEI: 254900V51P55ABN4UU67 | Long             | LON              | CORP              | US        |    2460000 | PA      | $2465535.00    | 0.01%             | 2032-02-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 8.5% 08/01/2027#                                                                              | CUSIP: 3128FQ4A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        223 | PA      | $228.22        | 0.00%             | 2027-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2% 03/25/2040                                                            | CUSIP: 3137H0UM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    6269424 | PA      | $5527158.34    | 0.01%             | 2040-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MHP COML MTG TR 2021-STOR                                                         | MERIT 2021-STOR G TSFR1M+286.448 07/15/2038 144A                                                        | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1752000 | PA      | $1748715.00    | 0.00%             | 2038-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 04/15/2043#AD0789                                                                        | CUSIP: 36180B2W0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15975 | PA      | $14324.93      | 0.00%             | 2043-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.5% 04/01/2054#QI4071                                                                        | CUSIP: 3133WAQY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1874837 | PA      | $1861910.01    | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                             | TENET HEALTHCARE CORP 6.125% 10/01/2028                                                                 | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    4615000 | PA      | $4621705.60    | 0.01%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                             | QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   10410000 | PA      | $10578194.37   | 0.03%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ENERGY TRANSFER LP 7.125%/VAR PERP                                                                      | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    1395000 | PA      | $1400995.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 11/01/2050#MA4184                                                                          | CUSIP: 31418DUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2133751 | PA      | $1836405.13    | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3.5% 11/01/2034#FM7876                                                                        | CUSIP: 3140XBXE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     572937 | PA      | $555303.61     | 0.00%             | 2034-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 3.224% 4/41#1B8179                                                                             | CUSIP: 3128UGPP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1197 | PA      | $1246.92       | 0.00%             | 2041-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 01/20/2043#AC0284                                                                          | CUSIP: 36178YJ55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1045396 | PA      | $966178.33     | 0.00%             | 2043-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B36 MTG TR                                                         | BENCHMARK 2022-B36 AS MTG TR 4.9505% 07/15/2055                                                         | CUSIP: 08163QBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1092000 | PA      | $1055500.99    | 0.00%             | 2055-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAY JSC                                                              | GEORGIAN RAILWAY JSC 4% 06/17/2028 144A                                                                 | CUSIP: 37363BAB4<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |     520000 | PA      | $463368.78     | 0.00%             | 2028-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-IND                                                                 | SREIT TR 2021-IND G TSFR1M+338.026 21 10/15/2038 144A                                                   | CUSIP: 78473JAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1487000 | PA      | $1465129.06    | 0.00%             | 2038-10-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                                                | HUNTER DOUGLAS TERM B 1LN 1/17/2032                                                                     | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |   14780611 | PA      | $14540426.56   | 0.04%             | 2032-01-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 01/01/2044#V80950                                                                        | CUSIP: 3132L6BT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60779 | PA      | $57399.26      | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 08/01/2047#ZM4038                                                                        | CUSIP: 3131XXPX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     302589 | PA      | $275391.15     | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 12/27 #443834                                                                                | CUSIP: 36207WBB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        284 | PA      | $287.65        | 0.00%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 09/15/2035#636591                                                                        | CUSIP: 36291SF88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2266 | PA      | $2277.41       | 0.00%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                             | BAUSCH HEALTH COS INC 4.875% 06/01/2028 144A                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    2850000 | PA      | $2326312.50    | 0.01%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 3/41 #AH6233                                                                                 | CUSIP: 3138A74T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42012 | PA      | $40068.63      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 06/01/2054#CB8711                                                                          | CUSIP: 3140QUVD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22987778 | PA      | $23266465.37   | 0.06%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 3% 05/25/2048                                                            | CUSIP: 3137H6CY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    7569304 | PA      | $7004102.26    | 0.02%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 05/01/2048#BJ9174                                                                        | CUSIP: 3140HBFQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     360254 | PA      | $365988.26     | 0.00%             | 2048-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 1.5% 04/01/2052#FS2099                                                                        | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12520804 | PA      | $9253228.74    | 0.02%             | 2052-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                | DOMINICAN REPUBLIC 7.45% 04/30/2044 144A                                                                | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     794000 | PA      | $816232.00     | 0.00%             | 2044-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 12/01/2052#CB5259                                                                        | CUSIP: 3140QQZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2909637 | PA      | $2768318.50    | 0.01%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2017-GS6                                                           | GS MTG SECS TR 2017-GS6 3.164% 05/10/2050                                                               | CUSIP: 36253PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1755354 | PA      | $1701262.10    | 0.00%             | 2050-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | BANK OF AMERICA CORPORATION 5.468%/VAR 01/23/2035                                                       | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $31324221.56   | 0.08%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                      | NOVELIS CORP 6.875% 01/30/2030 144A                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    4595000 | PA      | $4738520.23    | 0.01%             | 2030-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 12/01/2040#AE6222                                                                        | CUSIP: 31419G4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8724 | PA      | $8314.96       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.0% 07/01/2041#Q01871                                                                        | CUSIP: 3132GFCG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4565 | PA      | $4591.82       | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 08/01/2054#CB9061                                                                          | CUSIP: 3140QVB78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25922759 | PA      | $26228927.48   | 0.07%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 8.5% 09/01/2026#                                                                              | CUSIP: 3128FGB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         23 | PA      | $23.34         | 0.00%             | 2026-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 08/01/2045#AZ7222                                                                        | CUSIP: 3140E0AY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     232911 | PA      | $218022.60     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                               | NOVA CHEMICALS CORP 7% 12/01/2031 144A                                                                  | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $2091660.00    | 0.01%             | 2031-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 02/01/2041#AH3143                                                                        | CUSIP: 3138A4P58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31286 | PA      | $30045.99      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                           | USI TERM D 1LN 11/21/2029                                                                               | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    6823053 | PA      | $6798558.21    | 0.02%             | 2029-11-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 6/40 #733726                                                                                 | CUSIP: 3620AMD74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     604894 | PA      | $607698.01     | 0.00%             | 2040-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                | UKRAINE GOVERNMENT STEP 02/01/2029 144A                                                                 | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2180999 | PA      | $1330409.39    | 0.00%             | 2029-02-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2011-67 AI IO 4% 7/26                                                                               | CUSIP: 31397U4B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       1120 | PA      | $4.76          | 0.00%             | 2026-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GIP II Blue Holding LP                                                            | HESM HOLDCO TERM B 1LN 09/29/2028                                                                       | CUSIP: 31575AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2483720 | PA      | $2485781.60    | 0.01%             | 2028-09-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                     | CITIGROUP INC 2.666%/VAR 01/29/2031                                                                     | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9056409.50    | 0.02%             | 2031-01-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                             | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC 4.94% 10/20/2028 144A                                             | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13385000 | PA      | $13401555.91   | 0.03%             | 2028-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                       | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    2535000 | PA      | $2663965.59    | 0.01%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WFRBS COML MTG TR 2013-C11                                                        | WFRBS 2013-C11 E VAR 3/45                                                                               | CUSIP: 92937EAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1774872 | PA      | $1206754.82    | 0.00%             | 2045-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 10/34 #781813                                                                                | CUSIP: 36241KAN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2486 | PA      | $2497.84       | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                | FX Forward: CAD/USD settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $4673.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGNETITE XXIII LTD                                                               | MAGNETITE XXIII LTD AR TSFR3M+139.161 01/25/2035 144A                                                   | CUSIP: 55954NAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19791000 | PA      | $19816985.58   | 0.05%             | 2035-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 02/01/2035#                                                                                | CUSIP: 3140XC4X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     793973 | PA      | $772130.46     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                      | MEXICO UNITED MEXICAN STATES 4.875% 05/19/2033                                                          | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     895000 | PA      | $826756.25     | 0.00%             | 2033-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                              | COLOMBIA REPUBLIC OF 3.25% 04/22/2032                                                                   | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1245000 | PA      | $976702.50     | 0.00%             | 2032-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 01/15/2043#AD2150                                                                        | CUSIP: 36180DL70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     169908 | PA      | $157385.15     | 0.00%             | 2043-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 5% 12/20/2054#787773                                                                            | CUSIP: 3622ADQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10618914 | PA      | $10322928.99   | 0.03%             | 2054-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 8/32 #593193                                                                                 | CUSIP: 36201T7E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        113 | PA      | $113.57        | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXIX LTD / MAGNETITE XXIX LLC                                           | MAGNETITE XXIX LTD / MAGNETITE XXIX LLC AR TSFR3M+135 07/15/2037 144A                                   | CUSIP: 55955KAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   29129000 | PA      | $29186121.97   | 0.07%             | 2037-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                       | AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A                                                      | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   26728000 | PA      | $27668486.15   | 0.07%             | 2028-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 1.5% 06/01/2051#SD8149                                                                        | CUSIP: 3132DWBS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      55556 | PA      | $41057.19      | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2014-DSTY                                       | JPMCC 2014-DSTY E CSTR 06/27                                                                            | CUSIP: 46642MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1519000 | PA      | $3799.93       | 0.00%             | 2027-06-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 9/42 #AA5658                                                                                 | CUSIP: 36178DJB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28268 | PA      | $26146.46      | 0.00%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 10/01/2033#738702                                                                        | CUSIP: 31402UU34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41018 | PA      | $40633.05      | 0.00%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 11/39 #722701                                                                                | CUSIP: 3620A83J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      30013 | PA      | $29492.38      | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                             | POSCO 5.875% 01/17/2033 144A                                                                            | CUSIP: 73730EAE3<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |     490000 | PA      | $497817.82     | 0.00%             | 2033-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 9/35 #A37119                                                                                 | CUSIP: 31297S4C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39847 | PA      | $40135.90      | 0.00%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 4/38 #G04334                                                                                 | CUSIP: 3128M6EF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      50423 | PA      | $50756.49      | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 6/38 #A78486                                                                                 | CUSIP: 3128LCNB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2509 | PA      | $2525.77       | 0.00%             | 2038-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 11/01/2050#RA4055                                                                          | CUSIP: 3133KKQG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     158864 | PA      | $124459.23     | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1                                          | CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A                                         | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1419567 | PA      | $1384256.21    | 0.00%             | 2046-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 8/32 #582029                                                                                 | CUSIP: 36201FSS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        615 | PA      | $629.60        | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                                | BANCO MERCANTIL DEL NORTE CAYMAN ISLAND BRH 7.625%/VAR PERP 144A                                        | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |    2633000 | PA      | $2638423.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                             | MINERAL RESOURCES LTD 9.25% 10/01/2028 144A                                                             | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    1880000 | PA      | $1918147.08    | 0.00%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GOVERNMENT NAT MTG AS REMIC PT 2016-69 WA 3% 02/20/2046                                                 | CUSIP: 38379WN73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     907960 | PA      | $827453.96     | 0.00%             | 2046-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                      | MEXICO UNITED MEXICAN STATES 3.771% 05/24/2061                                                          | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     800000 | PA      | $448000.00     | 0.00%             | 2061-05-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COML MTG SECS TR 2012-CIBX                                        | JP MORGAN CHASE CMS TR 12-CIBX 4.0% 06/15/2045 144A                                                     | CUSIP: 46637WAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1124000 | PA      | $930438.43     | 0.00%             | 2045-06-15      | Fixed         | 0.04%                 | No            |                  3 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 10/01/2050#SD0450                                                                        | CUSIP: 3132DMQB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3959743 | PA      | $3279753.67    | 0.01%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CFMT 2022-HB10                                                                    | CFMT 2022-HB10 3.5% 11/25/2035 144A                                                                     | CUSIP: 12529GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5987181 | PA      | $5939396.38    | 0.02%             | 2035-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                     | FORD MOTOR CO 3.25% 02/12/2032                                                                          | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   54000000 | PA      | $44561187.18   | 0.11%             | 2032-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-IND                                                                 | BX TRUST 2022-IND TSFR1M+274.6 04/15/2024 144A                                                          | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1945300 | PA      | $1945300.01    | 0.00%             | 2037-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                               | RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 06/15/2033 144A                                                | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2335000 | PA      | $2374728.23    | 0.01%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2023-1 LLC                                                  | ENTERPRISE FLEET FING 2023-1 LLC 5.51% 01/22/2029 144A                                                  | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14088786 | PA      | $14132249.93   | 0.04%             | 2029-01-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                  | CSN RESOURCES SA 5.875% 04/08/2032 144A                                                                 | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    1050000 | PA      | $857325.00     | 0.00%             | 2032-04-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOANN INC                                                                         | JOANN INC                                                                                               | CUSIP: 47768J200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     945558 | NS      | $9.46          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 8/41 #768137                                                                                 | CUSIP: 36176KEJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21258 | PA      | $20373.14      | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 09/15/2042#AB3769                                                                        | CUSIP: 36178QFJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12737 | PA      | $11907.51      | 0.00%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.00% 9/29 #478716                                                                                 | CUSIP: 36209QYM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         58 | PA      | $59.40         | 0.00%             | 2029-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                           | MNGT SWAP CZ030007 12/17/57 B                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     900000 | NC      | $114770.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 01/01/2048#ZM5477                                                                        | CUSIP: 3131Y0CN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28441 | PA      | $25857.60      | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 07/51#QC4163                                                                               | CUSIP: 3133ANTU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     866205 | PA      | $684027.78     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3.5% 11/01/2033#ZT1410                                                                        | CUSIP: 3132ADR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     742888 | PA      | $718283.72     | 0.00%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/28 #458872                                                                                 | CUSIP: 36208RW91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         94 | PA      | $95.09         | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/28 #460857                                                                                 | CUSIP: 36208T5S5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        506 | PA      | $512.71        | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 5.869% 5/36 #995608                                                                            | CUSIP: 31416CAH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7320 | PA      | $7536.37       | 0.00%             | 2036-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.00% 11/39 #727692                                                                                | CUSIP: 3620AENH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4142 | PA      | $4295.96       | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 05/01/2045#Q33623                                                                        | CUSIP: 3132QQAZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30386 | PA      | $27700.74      | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2% 02/25/2052                                                            | CUSIP: 3136BLYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3163208 | PA      | $2805075.26    | 0.01%             | 2052-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 09/01/2041#Q03517                                                                        | CUSIP: 3132GJSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4887 | PA      | $4810.18       | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                               | SYNCHRONY FINANCIAL 3.95% 12/01/2027                                                                    | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   24512000 | PA      | $23837312.84   | 0.06%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.00% 11/27 #412362                                                                                | CUSIP: 36206JB78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         93 | PA      | $94.15         | 0.00%             | 2027-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUXEMBOURG                                                       | SWISS RE FINANCE LUXEMBOURG 5%/VAR 04/02/2049 144A                                                      | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    2600000 | PA      | $2564497.00    | 0.01%             | 2049-04-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 8/25 #307059                                                                                 | CUSIP: 31373YB40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         18 | PA      | $17.98         | 0.00%             | 2025-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 4.625% 05/15/2044                                                           | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6305000 | PA      | $6070040.27    | 0.02%             | 2044-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XLI LTD                                                                 | MAGNETITE XLI LTD A TSFR3M+129 01/25/2038 144A                                                          | CUSIP: 55956AAA3<br>LEI: 529900IDXPZZY6034K03 | Long             | ABS-CBDO         | CORP              | KY        |   14906000 | PA      | $14934768.58   | 0.04%             | 2038-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                  | WHEELS FLEET LEASE FUNDING 1 LLC 4.57% 01/18/2040 144A                                                  | CUSIP: 96328GCE5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   30900000 | PA      | $30929314.83   | 0.08%             | 2040-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 09/15/2043#666409                                                                        | CUSIP: 36295CKW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10140 | PA      | $9370.88       | 0.00%             | 2043-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TRANSDIGM INC 6.375% 05/31/2033 144A                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    3510000 | PA      | $3467882.67    | 0.01%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.0% 07/01/2041#Q02067                                                                        | CUSIP: 3132GFJL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2962 | PA      | $2975.49       | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B13 MTG TR                                                         | BENCHMARK 2019-B13 D MTG TR 2.5% 08/15/2057 144A                                                        | CUSIP: 08162DAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1197000 | PA      | $662651.78     | 0.00%             | 2057-08-15      | Fixed         | 0.03%                 | No            |                  3 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/31 #554247                                                                                 | CUSIP: 36213GWG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1524 | PA      | $1569.85       | 0.00%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                      | FOCUS FINANCIAL TERM B8 1LN 09/15/2031                                                                  | CUSIP: N/A<br>LEI: 5493007L0E0VKRC2CP39       | Long             | LON              | CORP              | US        |    4423375 | PA      | $4396436.64    | 0.01%             | 2031-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-LC25                                                 | WELLS FARGO COML MTG TR 2016-LC25 CSTR 12/15/2059                                                       | CUSIP: 95000JBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     575000 | PA      | $536758.02     | 0.00%             | 2059-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII 15YR 3% 08/20/2031#MA3850                                                                          | CUSIP: 36179SH34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     300338 | PA      | $291019.46     | 0.00%             | 2031-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 06/01/2043#Q19744                                                                        | CUSIP: 3132JBHW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      65426 | PA      | $62409.69      | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 4% 04/20/2047#784303                                                                            | CUSIP: 3622A2X80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1838526 | PA      | $1708927.11    | 0.00%             | 2047-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY885799 12/15/56 S                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    5300000 | NC      | $-92788.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 10/31 #604935                                                                                | CUSIP: 31388HBC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        189 | PA      | $198.71        | 0.00%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                                          | KINGSTON AIRPORT REV FIN 6.75% 12/15/2036 144A                                                          | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     785000 | PA      | $775430.85     | 0.00%             | 2036-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                                                       | PEDIATRIX MEDICAL GROUP INC 5.375% 02/15/2030 144A                                                      | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2279737.73    | 0.01%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 11/01/2054#CB9502                                                                          | CUSIP: 3140QVRY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3836599 | PA      | $3926272.88    | 0.01%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 03/01/2033#BK4845                                                                          | CUSIP: 3140HJL33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     323119 | PA      | $312170.16     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LTD                                                 | ASTON MARTIN CAP HLDGS LTD 10% 03/31/2029 144A                                                          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    3013000 | PA      | $2823696.46    | 0.01%             | 2029-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ADVANCION HOLDINGS LLC                                                            | ANGUS CHEMICAL TERM 1LN 11/24/2027                                                                      | CUSIP: 04317JAG3<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    1759500 | PA      | $1711113.75    | 0.00%             | 2027-11-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.50% 7/32 #G01433                                                                                 | CUSIP: 31283HSW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        431 | PA      | $448.46        | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 4/32 #643105                                                                                 | CUSIP: 31390DNW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        536 | PA      | $566.51        | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 8/40 #719262                                                                                 | CUSIP: 3620A5B73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      42247 | PA      | $42441.38      | 0.00%             | 2040-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/29 #513653                                                                                 | CUSIP: 36211HTJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         97 | PA      | $98.57         | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2                                                                    | COMM 2017-COR2 VAR 09/10/2050                                                                           | CUSIP: 12595EAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1148000 | PA      | $1081713.91    | 0.00%             | 2050-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                  | VB-S1 ISSUER LLC 8.871% 05/15/2054 144A                                                                 | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5201000 | PA      | $5387575.47    | 0.01%             | 2054-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 12/01/2032#                                                                                | CUSIP: 31283HUA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1202 | PA      | $1243.88       | 0.00%             | 2032-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 3123 LO 0% 3/36                                                                                     | CUSIP: 31396JPR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      72087 | PA      | $59744.81      | 0.00%             | 2036-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CONNECT US FINCO LLC                                                              | INMARSAT TERM B 1LN 12/12/26                                                                            | CUSIP: N/A<br>LEI: 9845009357089S8JD619       | Long             | LON              | CORP              | US        |      73456 | PA      | $73043.49      | 0.00%             | 2026-12-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.625% 09/30/2030                                                                             | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1176000 | PA      | $1210315.32    | 0.00%             | 2030-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/28 #459593                                                                                 | CUSIP: 36208SRN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        882 | PA      | $894.14        | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.75% 05/31/2030                                                                              | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     546000 | PA      | $540305.39     | 0.00%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS ESCROW                                                              | HERC HOLDINGS ESCROW 7% 06/15/2030 144A                                                                 | CUSIP: 42703NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4630000 | PA      | $4769944.62    | 0.01%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C4 MTG TR                                                                | BMO 2023-C4 MTG TR VAR 02/15/2056                                                                       | CUSIP: 05610CAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     835000 | PA      | $832598.37     | 0.00%             | 2056-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TMK CAPITAL SA                                                                    | TMK CAPITAL SA 4.3% 02/12/2027 REGS                                                                     | CUSIP: N/A<br>LEI: 222100TBRQIOGYHYB529       | Long             | DBT              | CORP              | LU        |     990000 | PA      | $148500.00     | 0.00%             | 2027-02-12      | Fixed         | 0.04%                 | No            |                  3 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/41 #779846                                                                                | CUSIP: 36176YET0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14686 | PA      | $14097.31      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2018-HCLV MTG TR                                                             | COMM 2018-HCLV MTG TR TSFR1M+319.601 09/15/2033 144A                                                    | CUSIP: 20048KAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     468000 | PA      | $26671.46      | 0.00%             | 2033-09-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2% 06/25/2046                                                            | CUSIP: 3136BASY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    7219082 | PA      | $6297107.96    | 0.02%             | 2046-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 03/01/2035#CA5428                                                                        | CUSIP: 3140QDA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2262334 | PA      | $2109975.76    | 0.01%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                | WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029                                                            | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   33000000 | PA      | $33854313.90   | 0.09%             | 2029-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 3/40 #711495                                                                                 | CUSIP: 36297GNL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     607292 | PA      | $583227.20     | 0.00%             | 2040-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                    | FHR 2056 Z 6% 5/28                                                                                      | CUSIP: 3133TDZM1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      21299 | PA      | $21634.84      | 0.00%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                  | HILTON DOMESTIC OPERATING CO INC 5.875% 03/15/2033 144A                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1203072.23    | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                      | AT and T INC 2.55% 12/01/2033                                                                           | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   46000000 | PA      | $37832781.42   | 0.10%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                  | DT MIDSTREAM INC 5.8% 12/15/2034 144A                                                                   | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2282000 | PA      | $2263443.23    | 0.01%             | 2034-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                                 | ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A                                                 | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7350275 | PA      | $7382269.54    | 0.02%             | 2026-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 03/01/2052#CB3036                                                                          | CUSIP: 3140QNLS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2429990 | PA      | $1918922.48    | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2.5% 09/20/2051#MA7589                                                                          | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10987721 | PA      | $9212771.36    | 0.02%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                  | WILLIAMS COS INC 4.65% 08/15/2032                                                                       | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   23596000 | PA      | $22836141.55   | 0.06%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | BOEING CO 5.93% 05/01/2060                                                                              | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   13710000 | PA      | $12692775.44   | 0.03%             | 2060-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2% 02/01/2042#RB5145                                                                          | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1215604 | PA      | $1022404.41    | 0.00%             | 2042-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                   | BARNES GROUP TERM B 1LN 01/27/2032                                                                      | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2340000 | PA      | $2329774.20    | 0.01%             | 2032-01-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                                                                 | CHAMBERLAIN GROUP TERM B 1LN 11/3/2028                                                                  | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    2420086 | PA      | $2408808.62    | 0.01%             | 2028-11-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                          | CUSIP: 3137H4R85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    6276023 | PA      | $5380489.79    | 0.01%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET LENDING CLO II LTD                  | NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET LENDING CLO II LTD E TSFR3M+750 04/20/2038 144A           | CUSIP: 64135QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     613000 | PA      | $627476.61     | 0.00%             | 2038-04-20      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 02/01/2046#Q39094                                                                          | CUSIP: 3132QWC80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     182711 | PA      | $171139.13     | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/27 #780499                                                                                 | CUSIP: 36225ARU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         25 | PA      | $25.20         | 0.00%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 6/27 #357002                                                                                 | CUSIP: 31376JRX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         58 | PA      | $59.27         | 0.00%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.5% 11/20/2054#MB0024                                                                          | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   75189088 | PA      | $70998627.15   | 0.18%             | 2054-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 8/28 #486467                                                                                 | CUSIP: 36210AMQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         61 | PA      | $62.10         | 0.00%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 2/40 #737035                                                                                 | CUSIP: 3620AQY80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4340 | PA      | $4267.10       | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 10/39 #717997                                                                                | CUSIP: 3620A3UW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17778 | PA      | $17861.11      | 0.00%             | 2039-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 11/29 #527286                                                                                | CUSIP: 31384LXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1132 | PA      | $1181.09       | 0.00%             | 2029-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2005-81 PC 5.5% 9/35                                                                                | CUSIP: 31394FCS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      55827 | PA      | $56996.28      | 0.00%             | 2035-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 01/01/2051#RA4349                                                                        | CUSIP: 3133KKZN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18350 | PA      | $15112.49      | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 4/40 #735701                                                                                 | CUSIP: 3620APKN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11499 | PA      | $11551.15      | 0.00%             | 2040-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 06/01/2053#CB6636                                                                        | CUSIP: 3140QSLS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6945299 | PA      | $6938647.96    | 0.02%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 7/41 #705923                                                                                 | CUSIP: 36297AG80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25906 | PA      | $24764.70      | 0.00%             | 2041-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4% 08/20/2048#MA5398                                                                            | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9860322 | PA      | $9165261.88    | 0.02%             | 2048-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LTD                                                                 | MAGNETITE CLO LTD A1 TSFR3M+115 04/15/2038 144A                                                         | CUSIP: 55956CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16401000 | PA      | $16418401.46   | 0.04%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 06/20/2046#AU2287                                                                          | CUSIP: 36194PRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      35480 | PA      | $31954.17      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                             | BELRON UK FINANCE PLC 5.75% 10/15/2029 144A                                                             | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    3660000 | PA      | $3669849.06    | 0.01%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.375% 11/30/2030                                                                             | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  155750000 | PA      | $158360028.91  | 0.41%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 02/01/2031#FS1234                                                                          | CUSIP: 3140XGLQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1999596 | PA      | $1949033.27    | 0.01%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/28 #447984                                                                                 | CUSIP: 36208DUH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        481 | PA      | $487.06        | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                              | AMENTUM HOLDINGS TERM 1LN 09/29/2031                                                                    | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    9236850 | PA      | $9184938.90    | 0.02%             | 2031-09-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 2/35 #A47133                                                                                 | CUSIP: 3128K74S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19592 | PA      | $19714.41      | 0.00%             | 2035-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 10/01/2050#QB3878                                                                          | CUSIP: 3133AAJX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     104007 | PA      | $81482.65      | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 07/01/2035#                                                                                | CUSIP: 31297R6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        711 | PA      | $715.38        | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 11/39 #722705                                                                                | CUSIP: 3620A83N1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2219 | PA      | $2229.99       | 0.00%             | 2039-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIMCO 2019                                                                        | AIMCO 2019 ARR TSFR3M+141 07/22/2037 144A                                                               | CUSIP: 00901AAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13287000 | PA      | $13288009.81   | 0.03%             | 2037-07-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-SOAR                                            | BX COMMERCIAL MORTGAGE TRUST 2021-SOAR J 3.85% 06/15/2023 144A                                          | CUSIP: 05608WAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2618816 | PA      | $2603874.72    | 0.01%             | 2038-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 07/01/2035#                                                                                | CUSIP: 31297RYJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2288 | PA      | $2304.54       | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 9/31 #563407                                                                                 | CUSIP: 36213S3Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1489 | PA      | $1533.05       | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.0% 12/20/2043#MA1676                                                                          | CUSIP: 36179N2H0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24215 | PA      | $21829.68      | 0.00%             | 2044-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 6/40 #743475                                                                                 | CUSIP: 3620AX6L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16997 | PA      | $17075.43      | 0.00%             | 2040-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 6/39 #698214                                                                                 | CUSIP: 36296QVF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4468 | PA      | $4489.06       | 0.00%             | 2039-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 05/01/2034#762901                                                                        | CUSIP: 31404ARW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3693 | PA      | $3662.41       | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                  | VODAFONE GROUP PLC 4.875%/VAR 10/03/2078 REGS                                                           | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    5150000 | PA      | $6921503.05    | 0.02%             | 2078-10-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                                                      | STONEMOR INC 8.5% 05/15/2029 144A                                                                       | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3875000 | PA      | $3571946.33    | 0.01%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                                                    | RCI BANQUE S A 4.75%/VAR 03/24/2037 REGS                                                                | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1479696.33    | 0.00%             | 2037-03-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                         | AMGEN INC 5.75% 03/02/2063                                                                              | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   11839000 | PA      | $11192655.60   | 0.03%             | 2063-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 07/01/2033#709252                                                                          | CUSIP: 31401H5M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58194 | PA      | $58496.99      | 0.00%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 05/01/2041#CB0471                                                                        | CUSIP: 3140QKQZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1111631 | PA      | $980754.50     | 0.00%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | BNP PARIBAS 2.219%/VAR 06/09/2026 144A                                                                  | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   27762000 | PA      | $27747790.02   | 0.07%             | 2026-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                             | BX COMMERCIAL MORTGAGE TRUST 2021-PAC G TSFR1M+306.058 21 10/15/2036 144A                               | CUSIP: 05609PAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1428000 | PA      | $1412827.50    | 0.00%             | 2036-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                               | STATION CASINOS LLC 4.5% 02/15/2028 144A                                                                | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    2371000 | PA      | $2299520.80    | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                              | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                              | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    4615000 | PA      | $4366943.75    | 0.01%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 10/01/2043#Q22486                                                                        | CUSIP: 3132JPXP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21898 | PA      | $20775.46      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 8/27 #394970                                                                                 | CUSIP: 31378CW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         35 | PA      | $35.74         | 0.00%             | 2027-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 03/01/2043#AB8701                                                                        | CUSIP: 31417FU30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12112 | PA      | $10907.01      | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2024-NSTB                                                 | MORGAN STANLEY CAP I TR 2024-NSTB C VAR 09/20/2032 144A                                                 | CUSIP: 61690BAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1849000 | PA      | $1735036.33    | 0.00%             | 2057-09-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX11 COML MTG TR                                                       | CSAIL 2018-CX11 CSTR 04/51                                                                              | CUSIP: 12652UBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     495000 | PA      | $461457.17     | 0.00%             | 2051-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                    | EXTENDED STAY AMER TR 2021-ESH 1.38% 07/15/2038 144A                                                    | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17459048 | PA      | $17459048.15   | 0.04%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                          | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A                        | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27997000 | PA      | $27988208.94   | 0.07%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 05/50#FM3269                                                                               | CUSIP: 3140X6T35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1498666 | PA      | $1297783.49    | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 8/32 #659161                                                                                 | CUSIP: 31390XJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10244 | PA      | $10824.18      | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 03/01/2041#CA9362                                                                        | CUSIP: 3140QHML6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1251487 | PA      | $1107135.12    | 0.00%             | 2041-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2023-B                                                     | TESLA AUTO LEASE TRUST 2023-B 6.13% 09/21/2026 144A                                                     | CUSIP: 88167QAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8652899 | PA      | $8686611.13    | 0.02%             | 2026-09-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2002-39 FD SOFR30A+111.448 3/32                                                                     | CUSIP: 31392DPW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       5356 | PA      | $5400.65       | 0.00%             | 2032-03-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 2/28 #458387                                                                                 | CUSIP: 36208RF41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        207 | PA      | $209.85        | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 7/38 #782360                                                                                 | CUSIP: 36241KTR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        524 | PA      | $534.42        | 0.00%             | 2038-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/28 #474137                                                                                 | CUSIP: 36209KV62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         84 | PA      | $85.18         | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 10/41 #AJ2387                                                                                | CUSIP: 3138ATUM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12853 | PA      | $12245.97      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                        | UNUM GROUP 5.75% 08/15/2042                                                                             | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   15440000 | PA      | $14660904.86   | 0.04%             | 2042-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNR 2011-H21 FA TSFR1M+71.448 10/61                                                                     | CUSIP: 38375BNE8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     276981 | PA      | $278418.81     | 0.00%             | 2061-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 3% 11/01/2036#AS8355                                                                          | CUSIP: 3138WJH92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1179124 | PA      | $1105823.04    | 0.00%             | 2036-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 11/25 #250414                                                                                | CUSIP: 31371FDT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          2 | PA      | $2.37          | 0.00%             | 2025-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                     | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    7987000 | PA      | $7163751.16    | 0.02%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/33 #731247                                                                                 | CUSIP: 31402KL44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46765 | PA      | $46343.51      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 3/35 #814379                                                                                 | CUSIP: 31406MXG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29086 | PA      | $28742.95      | 0.00%             | 2035-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 07/01/2029#                                                                                | CUSIP: 31293TF28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         64 | PA      | $65.12         | 0.00%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2022S-FR1 TR                                                   | TRICON RESIDENTIAL 2022S-FR1 TR 5.739% 04/17/2039 144A                                                  | CUSIP: 89616QAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2399000 | PA      | $2383309.10    | 0.01%             | 2039-04-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                      | DNB BANK ASA 3%/VAR 11/29/2030 REGS                                                                     | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |    2175000 | PA      | $2471695.51    | 0.01%             | 2030-11-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 02/01/2044#Q24971                                                                        | CUSIP: 3132M5FL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      35524 | PA      | $33694.03      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                        | FIRST QUANTUM MINERALS LTD 9.375% 03/01/2029 144A                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    6175000 | PA      | $6483750.00    | 0.02%             | 2029-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 7/35 #745092                                                                                 | CUSIP: 31403CXV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17722 | PA      | $18491.23      | 0.00%             | 2035-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC / VALOR CO-ISSUER INC                                              | VFH PARENT LLC / VALOR CO-ISSUER INC 7.5% 06/15/2031 144A                                               | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2345834.25    | 0.01%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 10/27 #444009                                                                                | CUSIP: 36207WGS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        771 | PA      | $785.32        | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                             | KINDER MORGAN INC DEL 5.55% 06/01/2045                                                                  | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    7786000 | PA      | $7146211.38    | 0.02%             | 2045-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2022-3 LLC                                                  | ENTERPRISE FLEET FING 2022-3 LLC 4.29% 07/20/2029 144A                                                  | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16860000 | PA      | $16791556.83   | 0.04%             | 2029-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 04/01/2034#776624                                                                        | CUSIP: 31404RYV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18327 | PA      | $18148.73      | 0.00%             | 2034-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 12/01/2051#QD3433                                                                          | CUSIP: 3133B0Y64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     959458 | PA      | $757667.91     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 05/20/2046#AR3062                                                                          | CUSIP: 36192XMK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      52351 | PA      | $47148.00      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | BOAM SWAP REC 4.025 04/23/30                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   29310000 | NC      | $1078247.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 12/27 #460654                                                                                | CUSIP: 36208TWP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        253 | PA      | $256.81        | 0.00%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                            | ATHENAHEALTH GROUP TERM B 1LN 02/15/2029                                                                | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   12782155 | PA      | $12720544.99   | 0.03%             | 2029-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.875% 10/31/2030                                                                             | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   95000000 | PA      | $98900195.55   | 0.25%             | 2030-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 02/01/2052#RA6799                                                                        | CUSIP: 3133KNRU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1108601 | PA      | $992672.97     | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 8/36 #888544                                                                                 | CUSIP: 31410GER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     131320 | PA      | $136743.31     | 0.00%             | 2036-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2023-HB1                                                         | OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A                                                          | CUSIP: 67578KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1088617 | PA      | $1074331.25    | 0.00%             | 2036-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 03/20/2043#AD8884                                                                          | CUSIP: 36180M2R7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     474102 | PA      | $440014.67     | 0.00%             | 2043-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2.5% 06/01/2055 #TBA                                                                            | CUSIP: 21H022663<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -99800000 | PA      | $-83635803.18  | -0.21%            | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 4.24% 6/33 #847147                                                                             | CUSIP: 3128HD5G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      41801 | PA      | $42423.44      | 0.00%             | 2033-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 2/36 #745575                                                                                 | CUSIP: 31403DJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        498 | PA      | $524.52        | 0.00%             | 2036-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 3.50% 10/42 #Q12211                                                                                | CUSIP: 3132HNN47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9372 | PA      | $8665.70       | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/33 #357415                                                                                 | CUSIP: 31376KAQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13791 | PA      | $13660.73      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/29 #422973                                                                                 | CUSIP: 36206V2E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        328 | PA      | $333.53        | 0.00%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                                | CANACOL ENERGY LTD 5.75% 11/24/2028 144A                                                                | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |    8274000 | PA      | $3789492.00    | 0.01%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 2/41 #A96695                                                                                 | CUSIP: 312945NL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      38083 | PA      | $37400.22      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 7/41 #768127                                                                                 | CUSIP: 36176KD87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14197 | PA      | $13645.57      | 0.00%             | 2041-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                               | NIGERIA REPUBLIC 7.696% 02/23/2038 144A                                                                 | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1110000 | PA      | $906037.50     | 0.00%             | 2038-02-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                           | PHILIPPINES REPUBLIC OF 5.6% 05/14/2049                                                                 | CUSIP: 718286DB0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1075000 | PA      | $1035354.00    | 0.00%             | 2049-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 2/28 #416823                                                                                 | CUSIP: 31379EAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        217 | PA      | $226.15        | 0.00%             | 2028-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 9/27 #379287                                                                                 | CUSIP: 31377KJ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          9 | PA      | $9.22          | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/32 #569213                                                                                 | CUSIP: 36200QK29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        697 | PA      | $719.57        | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                  | ALTICE FRANCE SA 5.125% 01/15/2029 144A                                                                 | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    6475000 | PA      | $5442444.05    | 0.01%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+652.552 12/25/2036                                               | CUSIP: 31396LZK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      50725 | PA      | $5064.03       | 0.00%             | 2036-12-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/39 #717956                                                                                 | CUSIP: 3620A3TM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6596 | PA      | $6627.20       | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 11/01/2041#                                                                                | CUSIP: 3132GK4R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27763 | PA      | $26597.42      | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3.5% 08/01/2034#CA4090                                                                        | CUSIP: 3140QBRL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2866584 | PA      | $2769402.36    | 0.01%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                             | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 2.5% 01/15/2027                                   | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   32955000 | PA      | $31773718.14   | 0.08%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 11/01/2051#RA6241                                                                          | CUSIP: 3133KM5A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23913504 | PA      | $18801892.27   | 0.05%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/29 #495202                                                                                 | CUSIP: 36210LDF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        181 | PA      | $183.67        | 0.00%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B21 MTG TR                                                         | BENCHMARK 2020-B21 MTG TR 2.2543% 12/17/2053                                                            | CUSIP: 08163LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     592000 | PA      | $502810.58     | 0.00%             | 2053-12-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 1/26 #328952                                                                                 | CUSIP: 31375AL98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         26 | PA      | $25.80         | 0.00%             | 2026-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 08/01/2044#Q28059                                                                        | CUSIP: 3132M8TQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17053 | PA      | $16108.01      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 4/40 #A91937                                                                                 | CUSIP: 312940EJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     108122 | PA      | $108817.41     | 0.00%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                               | INVERSIONES CMPC SA 6.125% 02/26/2034 144A                                                              | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     700000 | PA      | $694715.00     | 0.00%             | 2034-02-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GOVERNMENT NAT MTG ASSN HECM TSFR1M+63.448 52 10/20/2062                                                | CUSIP: 38375BXV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      76481 | PA      | $76820.85      | 0.00%             | 2062-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                             | INDONESIA REPUBLIC OF 5.25% 01/17/2042 144A                                                             | CUSIP: 455780BJ4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     660000 | PA      | $636240.00     | 0.00%             | 2042-01-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE                                                      | BARCLAYS COMMERCIAL MORTGAGE 2.5% 11/15/2052 144A                                                       | CUSIP: 05492JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     333000 | PA      | $267587.54     | 0.00%             | 2052-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 04/01/2052#FS1647                                                                          | CUSIP: 3140XGZM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6637033 | PA      | $6153142.58    | 0.02%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                              | TEVA PHARMACEUTICAL FIN NETH III B V 6% 12/01/2032                                                      | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    2755000 | PA      | $2779640.72    | 0.01%             | 2032-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 12/27 #436026                                                                                | CUSIP: 36207MLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        104 | PA      | $105.72        | 0.00%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                               | WHITE CAP TERM B 1LN 10/19/2029                                                                         | CUSIP: 96350TAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1394730 | PA      | $1379151.12    | 0.00%             | 2029-10-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 2/32 #545513                                                                                 | CUSIP: 31385JAN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        272 | PA      | $283.46        | 0.00%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 07/01/2029#                                                                                | CUSIP: 31293TDP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         52 | PA      | $52.63         | 0.00%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/28 #456183                                                                                 | CUSIP: 36208NXL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         83 | PA      | $83.95         | 0.00%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 11/40 #AE8956                                                                                | CUSIP: 31419K5S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4062 | PA      | $3985.70       | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-IG2 MTG TR                                                         | BENCHMARK 2020-IG2 D MT VAR 09/15/2048 144A                                                             | CUSIP: 08162NAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2679000 | PA      | $1152822.73    | 0.00%             | 2048-09-15      | Variable      | 0.03%                 | No            |                  3 | On Loan: No      |
| TRANSOCEAN INC                                                                    | TRANSOCEAN INC 8.5% 05/15/2031 144A                                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    2490000 | PA      | $2140118.40    | 0.01%             | 2031-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 3/34 #626497                                                                                 | CUSIP: 36291E7J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1335 | PA      | $1356.14       | 0.00%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2.5% 10/01/2041#RB5132                                                                        | CUSIP: 3133KYVZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2335398 | PA      | $2042113.49    | 0.01%             | 2041-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                      | ROCKIES EXPRESS PIPELINE LLC 4.8% 05/15/2030 144A                                                       | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     220000 | PA      | $207764.92     | 0.00%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                     | GOLDMAN SACHS GROUP INC (THE) 3.8% 03/15/2030                                                           | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   70690000 | PA      | $68198867.43   | 0.18%             | 2030-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES IP LTD                                             | DELTA AIR LINES INC / SKYMILES IP LTD 4.5% 10/20/2025 144A                                              | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      99250 | PA      | $98873.60      | 0.00%             | 2025-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2121 MG 6% 2/29                                                                                     | CUSIP: 3133TJA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      10562 | PA      | $10766.60      | 0.00%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS ESCROW                                                              | HERC HOLDINGS ESCROW 7.25% 06/15/2033 144A                                                              | CUSIP: 42703NAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3325000 | PA      | $3422063.13    | 0.01%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL   | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063         | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36711000 | PA      | $30047135.95   | 0.08%             | 2063-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                             | JPMORGAN CHASE and CO 5.299%/VAR 07/24/2029                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $35709589.30   | 0.09%             | 2029-07-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.50% 3/37 #A58828                                                                                 | CUSIP: 3128KMYZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1597 | PA      | $1694.57       | 0.00%             | 2037-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 2/27 #371593                                                                                 | CUSIP: 31377AXW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        255 | PA      | $259.44        | 0.00%             | 2027-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPGN 2022-TFLM MTG TR                                                             | SPGN 2022-TFLM B TSFR1M+200 02/15/2039 144A                                                             | CUSIP: 78473HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7618000 | PA      | $7466262.39    | 0.02%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 05/47#AS9616                                                                             | CUSIP: 3138WKVJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18242 | PA      | $17545.44      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                             | BX COMMERCIAL MORTGAGE TRUST 2021-PAC B TSFR1M+101.328 21 10/15/2036 144A                               | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4838000 | PA      | $4810786.25    | 0.01%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 08/01/2036#                                                                              | CUSIP: 31418D3L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     330867 | PA      | $290892.30     | 0.00%             | 2036-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS                                   | EMIRATE OF DUBAI GOVT INTL BONDS 5.25% 01/30/2043 REGS                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AE        |     890000 | PA      | $828901.50     | 0.00%             | 2043-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2021-L5                                            | MORGAN STANLEY CAPITAL I TRUST 2021-L5 2.728% 05/15/2054                                                | CUSIP: 61691YAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3345000 | PA      | $2957030.51    | 0.01%             | 2054-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 05/01/2044#AS9099                                                                          | CUSIP: 3138WKDD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     168791 | PA      | $169785.43     | 0.00%             | 2044-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 5.5% 03/20/2054#787292                                                                          | CUSIP: 3622AC7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14307326 | PA      | $14303153.93   | 0.04%             | 2054-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 0.0% 07/01/2041#AI6050                                                                         | CUSIP: 3138AKWL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3402 | PA      | $3533.51       | 0.00%             | 2041-07-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 9/26 #358466                                                                                 | CUSIP: 31376LFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        140 | PA      | $141.76        | 0.00%             | 2026-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                                                  | BARBADOS GOVT OF 6.5% 10/01/2029 144A                                                                   | CUSIP: 067070AH5<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |    1692000 | PA      | $1610784.00    | 0.00%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 04/01/2054#CB8330                                                                        | CUSIP: 3140QUHG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13810107 | PA      | $13714884.99   | 0.04%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                      | CAIXABANK SA 3.625%/VAR 09/19/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    5000000 | PA      | $5731638.05    | 0.01%             | 2032-09-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                               | NIGERIA REPUBLIC 7.143% 02/23/2030 144A                                                                 | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1650000 | PA      | $1518000.00    | 0.00%             | 2030-02-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 01/01/2052#CB2662                                                                          | CUSIP: 3140QM5Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     112374 | PA      | $96555.89      | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 06/01/2050#RA2677                                                                          | CUSIP: 3133KH6N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10968882 | PA      | $8672226.00    | 0.02%             | 2050-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 10/01/2042#Q11868                                                                        | CUSIP: 3132HNCD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12622 | PA      | $12132.73      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                 | SOLERA TERM B 1LN 06/02/2028                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   26252322 | PA      | $25405159.50   | 0.07%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                                | NIAGARA ENERGY SAC 5.746% 10/03/2034 144A                                                               | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |    1805000 | PA      | $1763304.50    | 0.00%             | 2034-10-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                          | SNAP INC 6.875% 03/01/2033 144A                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    2235000 | PA      | $2263934.31    | 0.01%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.50% 10/35 #003771                                                                             | CUSIP: 36202EFL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1567 | PA      | $1548.85       | 0.00%             | 2035-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 3/40 #704931                                                                                 | CUSIP: 36296YEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9449 | PA      | $9289.42       | 0.00%             | 2040-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 3.5% 08/01/2034#C91778                                                                        | CUSIP: 3128P76P3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31382 | PA      | $30422.33      | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                          | BOOST NEWCO BORROWER LLC 7.5% 01/15/2031 144A                                                           | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    4925000 | PA      | $5210940.58    | 0.01%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | BOAM SWAP REC 4.01 05/07/30                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   18770000 | NC      | $685764.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C30                                  | MSBAM 2016-C30 C CSTR 9/49                                                                              | CUSIP: 61766NBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     266000 | PA      | $231895.71     | 0.00%             | 2049-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                         | CAESARS ENTERTAINMENT INC 6.5% 02/15/2032 144A                                                          | CUSIP: 12769GAC4<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    3915000 | PA      | $3946496.18    | 0.01%             | 2032-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 1.5% 06/01/2051#CB0788                                                                        | CUSIP: 3140QK2W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     719452 | PA      | $538664.99     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2.5% 07/20/2054#MA9773                                                                          | CUSIP: 36179Y2E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     370965 | PA      | $310894.47     | 0.00%             | 2054-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                              | CONSTANT CONTACT TERM B 1LN 02/10/2028                                                                  | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |    9723273 | PA      | $9109540.19    | 0.02%             | 2028-02-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                      | BRITISH AMERICAN TOBACCO PLC 3%/VAR PERP REGS                                                           | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EP               | CORP              | GB        |    9250000 | PA      | $10371626.09   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2424 FM SOFR30A+111.448 3/32                                                                        | CUSIP: 31339WJT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       2970 | PA      | $2988.44       | 0.00%             | 2032-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/29 #503025                                                                                 | CUSIP: 36210UYW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         66 | PA      | $66.85         | 0.00%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK42                                                                   | BANK 2017-BNK4 2.5% 06/15/2055 144A                                                                     | CUSIP: 06541MAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     943000 | PA      | $686146.70     | 0.00%             | 2055-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                             | AHEAD TERM B3 1LN 02/03/2031                                                                            | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |    2464171 | PA      | $2464516.00    | 0.01%             | 2031-02-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP LP                                         | AMERICOLD REALTY OPERATING PARTNERSHIP LP 5.409% 09/12/2034                                             | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1484491.94    | 0.00%             | 2034-09-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                                                                | BW REAL ESTATE INC 9.5%/VAR PERP 144A                                                                   | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    3530000 | PA      | $3524814.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049                                                          | CUSIP: 3137H4HQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2358803 | PA      | $2016796.82    | 0.01%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                 | HSBC HOLDINGS PLC 5.813%/VAR 05/22/2033 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    2925000 | PA      | $3957092.83    | 0.01%             | 2033-05-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2025-III LTD                                                             | CIFC FDG 2025-III LTD E TSFR3M+725 07/21/2038 144A                                                      | CUSIP: 12574PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     392000 | PA      | $391918.86     | 0.00%             | 2038-07-21      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2423 FA SOFR30A+101.448 3/32                                                                        | CUSIP: 31339WBA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       3083 | PA      | $3095.64       | 0.00%             | 2032-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 11/40 #AE6775                                                                                | CUSIP: 31419HQ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     230746 | PA      | $220660.09     | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 11/20/2042#AB7796                                                                          | CUSIP: 36178UUV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      26462 | PA      | $24495.89      | 0.00%             | 2042-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                | BX TRUST 2025-ROIC B TSFR1M+149.33 03/15/2030 144A                                                      | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9826000 | PA      | $9727740.00    | 0.02%             | 2030-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/31 #474770                                                                                 | CUSIP: 36209LMT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         81 | PA      | $82.53         | 0.00%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 2/29 #432896                                                                                 | CUSIP: 36207H3D7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         98 | PA      | $99.97         | 0.00%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                    | BOMBARDIER INC 8.75% 11/15/2030 144A                                                                    | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    2955000 | PA      | $3171625.14    | 0.01%             | 2030-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 10/01/2052#SD1733                                                                          | CUSIP: 3132DN4S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4406602 | PA      | $4316574.16    | 0.01%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 4/27 #399249                                                                                 | CUSIP: 36205SQA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         84 | PA      | $84.89         | 0.00%             | 2027-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 09/01/2051#MA4413                                                                          | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     905120 | PA      | $706838.15     | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                | UKRAINE GOVERNMENT STEP 02/01/2030 144A                                                                 | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     425061 | PA      | $205091.93     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                         | CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A                                                        | CUSIP: 28470RAK8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    1367000 | PA      | $1369008.12    | 0.00%             | 2027-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9 MTG TR                                                               | BMO 2025-5C9 XA MTG TR VAR 12/15/2057                                                                   | CUSIP: 096933AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39531991 | PA      | $1201760.65    | 0.00%             | 2058-04-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ACCENTRO 2 WOHNEIGENTUM GMBH                                                      | ACCENTRO 2 WOHNEIGENTUM GMBH 20% 06/30/2025                                                             | CUSIP: N/A<br>LEI: 89450029G1XWU8H02364       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $454180.00     | 0.00%             | 2025-06-30      | Fixed         | 0.20%                 | No            |                  3 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                               | COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A                                              | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9954000 | PA      | $10245723.67   | 0.03%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 12/41 #741817                                                                                | CUSIP: 3620AWDW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      84554 | PA      | $78745.99      | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                                                            | UZBEKISTAN REPUBLIC OF 3.9% 10/19/2031 144A                                                             | CUSIP: 91822Q2E6<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     495000 | PA      | $416295.00     | 0.00%             | 2031-10-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 9/25 #250345                                                                                 | CUSIP: 31371FBN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          4 | PA      | $3.72          | 0.00%             | 2025-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 8/39 #724220                                                                                 | CUSIP: 3620AASH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     215682 | PA      | $212186.07     | 0.00%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK OF ALABAMA                                                           | REGIONS BANK OF ALABAMA 6.45% 06/26/2037                                                                | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |   15683000 | PA      | $15938986.24   | 0.04%             | 2037-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 5/34 #772381                                                                                 | CUSIP: 31404MCS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19182 | PA      | $18991.17      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 6% 06/01/2055 #TBA                                                                            | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  298550000 | PA      | $301547173.31  | 0.77%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                              | CLEVELAND-CLIFFS INC 7.375% 05/01/2033 144A                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1064939.11    | 0.00%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TR 2022-LBA6                                                                   | BX TR 2022-LBA6 TSFR1M+335 01/15/2039 144A                                                              | CUSIP: 12433EAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2072000 | PA      | $2048690.00    | 0.01%             | 2039-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                              | TALOS PRODUCTION INC 9.375% 02/01/2031 144A                                                             | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1219159.32    | 0.00%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                                   | CVS HEALTH CORP 4.78% 03/25/2038                                                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   18481000 | PA      | $16424589.19   | 0.04%             | 2038-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                                            | FIVE CORNERS FND TR II 2.85% 05/15/2030 144A                                                            | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   42017000 | PA      | $38710710.00   | 0.10%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 1/27 #250799                                                                                 | CUSIP: 31371FRU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         17 | PA      | $17.02         | 0.00%             | 2027-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                                 | BLACKSTONE PROP PARTNERS EUR HOLD 2.625% 10/20/2028 REGS                                                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    1900000 | PA      | $2347475.10    | 0.01%             | 2028-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 06/01/2045#Q34164                                                                        | CUSIP: 3132QQTW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1085318 | PA      | $987367.66     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-SOAR                                            | BX TRUST 2.9% 06/15/2023 144A                                                                           | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2051566 | PA      | $2047078.68    | 0.01%             | 2038-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4                                        | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 TSFR1M+450 05/17/2024 144A                                   | CUSIP: 78474PAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2884000 | PA      | $2884001.15    | 0.01%             | 2039-05-17      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 08/01/2051#                                                                              | CUSIP: 31418D3K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20544 | PA      | $18338.16      | 0.00%             | 2051-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 04/01/2046#Q40046                                                                        | CUSIP: 3132WDBQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     681276 | PA      | $619151.76     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.625% 02/15/2035                                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  211574000 | PA      | $215478746.27  | 0.55%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 03/01/2045#Q31974                                                                        | CUSIP: 3132QNFQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     187556 | PA      | $172296.76     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                    | SYNCHRONY BANK 5.625% 08/23/2027                                                                        | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   19587000 | PA      | $19851487.77   | 0.05%             | 2027-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2016-C4                                                    | JPMDB 2016-C4 D CSTR 12/15/2049                                                                         | CUSIP: 46646RAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1242000 | PA      | $951347.41     | 0.00%             | 2049-12-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ENERGY TRANSFER LP 6.125% 12/15/2045                                                                    | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1333629.81    | 0.00%             | 2045-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 0.0% 09/01/2041#AI9813                                                                         | CUSIP: 3138AP3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6361 | PA      | $6621.75       | 0.00%             | 2041-09-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                               | COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A                                              | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3692000 | PA      | $3835968.91    | 0.01%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                         | AMERICAN AIRLINES TERM B 1LN 04/20/2028                                                                 | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    5716100 | PA      | $5650364.85    | 0.01%             | 2028-04-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 09/01/2052#SD8245                                                                        | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19299259 | PA      | $18271445.96   | 0.05%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.375% 12/31/2029                                                                             | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2200000 | PA      | $2238500.00    | 0.01%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 11/33 #623639                                                                                | CUSIP: 36291BZC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1001 | PA      | $1005.96       | 0.00%             | 2033-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                  | BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030                                                       | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   19581000 | PA      | $18759788.52   | 0.05%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | ORACLE CORP 2.3% 03/25/2028                                                                             | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   39119000 | PA      | $36953158.18   | 0.09%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                                | POLAND REPUBLIC OF 5.5% 03/18/2054                                                                      | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1110000 | PA      | $1004133.75    | 0.00%             | 2054-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2.5% 05/01/2035#SB8045                                                                        | CUSIP: 3132D55E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6254271 | PA      | $5833073.47    | 0.01%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                            | LOGICOR FINANCING SARL 4.25% 07/18/2029 REGS                                                            | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |    3700000 | PA      | $4318839.63    | 0.01%             | 2029-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 1.5% 02/01/2036#RC1756                                                                        | CUSIP: 3133L75R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7730268 | PA      | $6818060.67    | 0.02%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/39 #710849                                                                                 | CUSIP: 36297FWJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     169886 | PA      | $170690.55     | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 12/40 #AH0540                                                                                | CUSIP: 3138A1S69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6038 | PA      | $5745.46       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                | UKRAINE GOVERNMENT STEP 02/01/2036 144A                                                                 | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     946169 | PA      | $444699.43     | 0.00%             | 2036-02-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 3/36 #AH8017                                                                                 | CUSIP: 3138A94B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22465 | PA      | $21697.65      | 0.00%             | 2036-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 07/01/2042#ZA1228                                                                        | CUSIP: 31329JLH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     880912 | PA      | $815859.93     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                              | HOWARD MIDSTREAM ENERGY PARTNERS LLC 7.375% 07/15/2032 144A                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1541978.65    | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                  | WILLIAMS COS INC 3.5% 11/15/2030                                                                        | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   32834000 | PA      | $30724783.57   | 0.08%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 12/01/2051#FS0002                                                                          | CUSIP: 3140XFAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4527242 | PA      | $3889988.90    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                             | NABORS INDUSTRIES INC 8.875% 08/15/2031 144A                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    2294000 | PA      | $1569889.95    | 0.00%             | 2031-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 1/41 #759125                                                                                 | CUSIP: 36230UD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5967 | PA      | $5725.48       | 0.00%             | 2041-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/01/2049#CA4628                                                                          | CUSIP: 3140QCEA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12257109 | PA      | $11408478.27   | 0.03%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 5/34 #A23334                                                                                 | CUSIP: 31297AV35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5832 | PA      | $5870.57       | 0.00%             | 2034-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2.5% 03/20/2052#                                                                                | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2504712 | PA      | $2100493.36    | 0.01%             | 2052-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 05/20/2046#AS6968                                                                          | CUSIP: 36193SW54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     104682 | PA      | $94278.25      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 04/01/2051#SD8140                                                                          | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1805808 | PA      | $1412473.21    | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 9/35 #255844                                                                                 | CUSIP: 31371MER4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4575 | PA      | $4772.49       | 0.00%             | 2035-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                             | ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A                                                            | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   46561000 | PA      | $46979974.04   | 0.12%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                         | HESS CORP 5.8% 04/01/2047                                                                               | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   15757000 | PA      | $15188385.18   | 0.04%             | 2047-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 01/01/2043#AR1812                                                                        | CUSIP: 3138NYAN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66395 | PA      | $60268.77      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 07/01/2047#ZA4926                                                                        | CUSIP: 31329NPK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1700594 | PA      | $1547738.46    | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 5/42 #766751                                                                                 | CUSIP: 36176HTG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      41433 | PA      | $38516.43      | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 05/01/2046#V82275                                                                          | CUSIP: 3132L7Q44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2786607 | PA      | $2458093.24    | 0.01%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 2/28 #416634                                                                                 | CUSIP: 31379DY78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         34 | PA      | $34.92         | 0.00%             | 2028-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTDE 2025-1 TR                                                                   | ALTDE 2025-1 TR 5.9% 08/15/2050 144A                                                                    | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19524895 | PA      | $19489604.09   | 0.05%             | 2050-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                            | LOGICOR FINANCING SARL 0.875% 01/14/2031 REGS                                                           | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |    2100000 | PA      | $2044458.91    | 0.01%             | 2031-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL   | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.65% 02/01/2034        | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   37000000 | PA      | $38893361.41   | 0.10%             | 2034-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                                          | AZUL SECURED FINANCE LLP PIK SOFRINDX+825 01/28/2030 144A                                               | CUSIP: 05501WAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     696102 | PA      | $859685.97     | 0.00%             | 2030-01-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 6.5% 3/31 #003053                                                                               | CUSIP: 36202DMA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1611 | PA      | $1654.47       | 0.00%             | 2031-03-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/32 #574467                                                                                 | CUSIP: 36200WFG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        115 | PA      | $118.65        | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                     | METHANEX CORP 5.125% 10/15/2027                                                                         | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    6667000 | PA      | $6610317.17    | 0.02%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 8/31 #567102                                                                                 | CUSIP: 36213XAB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        368 | PA      | $379.37        | 0.00%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | BANK OF AMERICA CORPORATION 4.25% 10/22/2026                                                            | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9380000 | PA      | $9339957.81    | 0.02%             | 2026-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                             | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.75% 04/01/2033                                  | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   14204000 | PA      | $14387799.76   | 0.04%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                            | FX Forward: USD/EUR settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $345680.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 5/40 #AD7419                                                                                 | CUSIP: 31418VG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9045 | PA      | $8895.30       | 0.00%             | 2040-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIXIS COML MTG SECS TR 2019-10K                                                 | NCMS 2019-10K E VAR 05/15/2039 144A                                                                     | CUSIP: 63874UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1321000 | PA      | $1175439.80    | 0.00%             | 2039-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2135 JE 6% 3/29                                                                                     | CUSIP: 3133TJWJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       4677 | PA      | $4776.31       | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/28 #454044                                                                                 | CUSIP: 36208LLZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         43 | PA      | $43.60         | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 02/01/2043#AR6628                                                                        | CUSIP: 3138W4LJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5552 | PA      | $5015.82       | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                      | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 03/01/2027 144A                         | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1088495.69    | 0.00%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 10/39 #710924                                                                                | CUSIP: 36297FYV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22278 | PA      | $22381.55      | 0.00%             | 2039-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OHA CR FDG 4 LTD / OHA CR FDG 4 LLC                                               | OHA CR FDG 4 LTD / OHA CR FDG 4 LLC AR2 TSFR3M+129 01/22/2038 144A                                      | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   27221000 | PA      | $27205402.37   | 0.07%             | 2038-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                               | KINETIK HOLDINGS LP 5.875% 06/15/2030 144A                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2286332.48    | 0.01%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| LIGHTNING POWER LLC                                                               | LIGHTNING POWER TERM B 1LN 08/18/2031                                                                   | CUSIP: N/A<br>LEI: 254900BWCHJ03XRL8K59       | Long             | LON              | CORP              | US        |    4651625 | PA      | $4654881.14    | 0.01%             | 2031-08-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 04/01/2047#AS9417                                                                        | CUSIP: 3138WKPB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110106 | PA      | $105640.71     | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BCP RENAISSANCE PARENT LLC                                                        | BCP RENAISSANCE TERM B 1LN 10/31/2028                                                                   | CUSIP: 05549PAG6<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |    1806334 | PA      | $1805882.39    | 0.00%             | 2028-10-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS GROUP AG 4.125% 09/24/2025 144A                                                                     | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   12029000 | PA      | $12001285.67   | 0.03%             | 2025-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK46                                                                   | BANK 2023-BNK46 A4 5.745% 08/15/2056                                                                    | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2191000 | PA      | $2267348.90    | 0.01%             | 2056-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2.5% 06/01/2031#J34501                                                                        | CUSIP: 31307RAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1649466 | PA      | $1586000.77    | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 04/48#Q55724                                                                             | CUSIP: 3132XYLE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     148648 | PA      | $142740.49     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 10/40 #AA4740                                                                                | CUSIP: 31416NHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25047 | PA      | $23936.36      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 10/01/2043#Q22499                                                                        | CUSIP: 3132JPX49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     160526 | PA      | $151994.94     | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                              | COLOMBIA REPUBLIC OF 8% 04/20/2033                                                                      | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1040000 | PA      | $1066260.00    | 0.00%             | 2033-04-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2025-2 LTD                                                         | CARLYLE US CLO 2025-2 LTD E TSFR3M+675 07/25/2038 144A                                                  | CUSIP: 14320DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500692.00     | 0.00%             | 2038-07-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 02/01/2041#MA4269                                                                        | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2323972 | PA      | $2044114.35    | 0.01%             | 2041-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                     | CITIGROUP INC 4.3% 11/20/2026                                                                           | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5384000 | PA      | $5356744.04    | 0.01%             | 2026-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                           | BPCE SA 7.003%/VAR 10/19/2034 144A                                                                      | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1959000 | PA      | $2122009.66    | 0.01%             | 2034-10-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CFMT 2025-HB16                                                                    | CFMT 2025-HB16 A VAR 03/25/2035 144A                                                                    | CUSIP: 12531BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5477565 | PA      | $5340616.42    | 0.01%             | 2035-03-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                               | COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A                                              | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5356000 | PA      | $5382772.29    | 0.01%             | 2053-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                   | SEALED AIR CORP 6.5% 07/15/2032 144A                                                                    | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1249476.42    | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORPORATION                                                   | ENVU TERM 1LN 10/04/2029                                                                                | CUSIP: N/A<br>LEI: 2549001LSO1ZBIPA5D65       | Long             | LON              | CORP              | US        |    8700608 | PA      | $8677029.60    | 0.02%             | 2029-10-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                                                             | CITADEL TERM B 1LN 10/31/2031                                                                           | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    8482667 | PA      | $8508114.61    | 0.02%             | 2031-10-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 05/01/2034#774171                                                                        | CUSIP: 31404PCG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35483 | PA      | $35095.14      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C31                                  | MSBAM 2016-C31 C CSTR 10/26                                                                             | CUSIP: 61766RBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     603000 | PA      | $524706.30     | 0.00%             | 2049-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 5210 TA 3.5% 11/25/2046                                                  | CUSIP: 3137H6WW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2465254 | PA      | $2306992.14    | 0.01%             | 2046-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 1/32 #624486                                                                                 | CUSIP: 31389FXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1286 | PA      | $1343.76       | 0.00%             | 2032-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                          | CLOUD SOFTWARE GROUP INC 6.5% 03/31/2029 144A                                                           | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     554000 | PA      | $553376.69     | 0.00%             | 2029-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                          | AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032                                                              | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   10838000 | PA      | $9838517.80    | 0.03%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 08/15/2042#AB2238                                                                        | CUSIP: 36178MPX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9620 | PA      | $8908.25       | 0.00%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 06/01/2043#AL3657                                                                        | CUSIP: 3138ELB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12024 | PA      | $11118.67      | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 9/31 #549588                                                                                 | CUSIP: 36213BRH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        487 | PA      | $501.35        | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 06/01/2050#SD7518                                                                          | CUSIP: 3132DVK79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10679771 | PA      | $9268268.28    | 0.02%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                          | LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     850000 | PA      | $784084.29     | 0.00%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| SASOL FING USA LLC                                                                | SASOL FING USA LLC 5.5% 03/18/2031                                                                      | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     690000 | PA      | $565563.61     | 0.00%             | 2031-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3.5% 02/01/2035#CA5291                                                                        | CUSIP: 3140QC2Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1896400 | PA      | $1829738.45    | 0.00%             | 2035-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                 | HEALTHPEAK OP LLC 3.25% 07/15/2026                                                                      | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    2056000 | PA      | $2024726.12    | 0.01%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                               | MORTON TERM B 1LN 01/31/2029                                                                            | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3248942 | PA      | $3238805.69    | 0.01%             | 2029-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                       | DEL MONTE TERM FLFO B 1LN 11/2/2028                                                                     | CUSIP: 24521WAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3463412 | PA      | $3203656.48    | 0.01%             | 2028-08-02      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                      | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                                 | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   18094709 | PA      | $17961350.56   | 0.05%             | 2028-12-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 09/01/2051#FS5803                                                                          | CUSIP: 3140XMNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1558124 | PA      | $1218738.61    | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                                        | CIENA TERM B 1LN 10/24/2030                                                                             | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    1097741 | PA      | $1099804.88    | 0.00%             | 2030-10-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                               | ACRISURE LLC / ACRISURE FINANCE INC 8.25% 02/01/2029 144A                                               | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1065143.60    | 0.00%             | 2029-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                               | AVANTOR TERM B6 1LN 11/08/2027                                                                          | CUSIP: 05350NAP9<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |     158155 | PA      | $158437.66     | 0.00%             | 2027-11-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                              | BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A                                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    4365000 | PA      | $4247901.45    | 0.01%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 4.5% 07/01/2055 #TBA                                                                          | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23500000 | PA      | $22165284.60   | 0.06%             | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 06/01/2036#MA4359                                                                        | CUSIP: 31418DZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     323015 | PA      | $284494.06     | 0.00%             | 2036-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.50% 8/34 #629115                                                                                 | CUSIP: 36291H3Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        369 | PA      | $379.04        | 0.00%             | 2034-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/32 #574980                                                                                 | CUSIP: 36200WXH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        140 | PA      | $144.46        | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STG DISTRIBUTION, LLC                                                             | STG DISTRIBUTION, LLC TERM EXCHANGE FLSO 1LN 10/3/2029                                                  | CUSIP: 78477PAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1653583 | PA      | $955770.84     | 0.00%             | 2029-10-03      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.00% 12/27 #436017                                                                                | CUSIP: 36207MK62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        140 | PA      | $141.46        | 0.00%             | 2027-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                      | BX 2024-CNYN E TSFR1M+368.86 04/05/2029 144A                                                            | CUSIP: 05612HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4327980 | PA      | $4313591.47    | 0.01%             | 2041-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 04/01/2051#                                                                              | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67737 | PA      | $55618.37      | 0.00%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/30 #515294                                                                                 | CUSIP: 36211KNK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1449 | PA      | $1477.67       | 0.00%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY885799 12/15/56 S                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    2200000 | NC      | $-38516.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRAGON BUYER INC                                                                  | NCR VOYIX TERM 1LN 09/30/2031                                                                           | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    2239388 | PA      | $2245456.24    | 0.01%             | 2031-09-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 10/01/2050#RA3606                                                                          | CUSIP: 3133KKAF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13681 | PA      | $10760.76      | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                         | PETROLEOS DE VENEZUELA SA 6% 12/31/2049 144A                                                            | CUSIP: 716558AG6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    4107669 | PA      | $486060.47     | 0.00%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                     | PARKLAND CORP 4.5% 10/01/2029 144A                                                                      | CUSIP: 70137WAG3<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    1115000 | PA      | $1052913.68    | 0.00%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                               | INTESA SANPAOLO SPA 4.198%/VAR 06/01/2032 144A                                                          | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    4469000 | PA      | $4026444.36    | 0.01%             | 2032-06-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2015-70 JC 3% 10/45                                                                                 | CUSIP: 3136AQCV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     930377 | PA      | $878770.27     | 0.00%             | 2045-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.50% 11/41 #005232                                                                             | CUSIP: 36202FY59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3893 | PA      | $3607.20       | 0.00%             | 2041-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 8/39 #698480                                                                                 | CUSIP: 36296Q6R5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7039 | PA      | $6922.05       | 0.00%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                               | OWENS and MINOR TERM B 1LN 04/02/2030                                                                   | CUSIP: 69073LAF7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | LON              | CORP              | US        |    2840000 | PA      | $2818700.00    | 0.01%             | 2030-04-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                            | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047                            | CUSIP: 3137H3SE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    2204382 | PA      | $1896891.66    | 0.00%             | 2047-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHRG INTERMEDIATE LLC                                                             | POWER HOME REMODELING TERM B 1LN 02/20/2032                                                             | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3760000 | PA      | $3584520.80    | 0.01%             | 2032-02-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C7                                   | MSBAM 13-C7 C VAR 2/46                                                                                  | CUSIP: 61690KAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      39382 | PA      | $37620.98      | 0.00%             | 2046-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 4.0% 12/15/2028                                                          | CUSIP: 3137B6MF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         74 | PA      | $0.26          | 0.00%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 04/01/2041#CB0116                                                                          | CUSIP: 3140QKDW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1126498 | PA      | $961868.18     | 0.00%             | 2041-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MSC 2021-L6                                                                       | MSC 2021-L6 XA 1.35631% 06/15/2054                                                                      | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25723170 | PA      | $1131359.03    | 0.00%             | 2054-06-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2011-C3                                         | JPMCC 2011-C3 E CSTR 2/46                                                                               | CUSIP: 46635TBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     933000 | PA      | $613114.51     | 0.00%             | 2046-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 2/42 #AK1110                                                                                 | CUSIP: 3138E5GU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50441 | PA      | $47844.09      | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MF                                                            | BX COML MTG TR 2024-MF TSFR1M+373.83 02/15/2039 144A                                                    | CUSIP: 05612EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1869195 | PA      | $1870550.84    | 0.00%             | 2039-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 9/28 #484261                                                                                 | CUSIP: 36209W5W8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        716 | PA      | $733.44        | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.0% 07/01/2045#Q34979                                                                        | CUSIP: 3132QRQ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40031 | PA      | $35611.76      | 0.00%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMM 2015-DC1 MTG TR                                                              | COMM 2015-DC1 MTG TR VAR 02/10/2048                                                                     | CUSIP: 12629NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3558000 | PA      | $3218531.22    | 0.01%             | 2048-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 12/40#V82128                                                                             | CUSIP: 3132L7LH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     378532 | PA      | $346380.15     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 4/41 #AH6645                                                                                 | CUSIP: 3138A8L38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6973 | PA      | $6835.20       | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CEC ENTERTAINMENT CO LLC                                                          | CEC ENTERTAINMENT INC                                                                                   | CUSIP: N/A<br>LEI: 549300MWTY75LB8TRO50       | Long             | EC               | CORP              | US        |      65301 | NS      | $690231.57     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| KENNEDY-WILSON INC                                                                | KENNEDY-WILSON INC 4.75% 02/01/2030                                                                     | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    2735000 | PA      | $2427312.50    | 0.01%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| EXPAND ENERGY CORP                                                                | EXPAND ENERGY CORP                                                                                      | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      91908 | NS      | $10673276.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                                           | BPCE SA 5.716%/VAR 01/18/2030 144A                                                                      | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2250000 | PA      | $2299235.92    | 0.01%             | 2030-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP 3.875% 09/15/2028                                                                  | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    5655000 | PA      | $5302515.93    | 0.01%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 1.875% 11/15/2051                                                           | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  156075000 | PA      | $84560948.05   | 0.22%             | 2051-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.5% 05/01/2053#SD2891                                                                        | CUSIP: 3132DQF84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7872463 | PA      | $7860003.90    | 0.02%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1                                   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 D 3% 08/15/2049 144A                                    | CUSIP: 95000GAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     487000 | PA      | $289257.94     | 0.00%             | 2049-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 9/33 #728970                                                                                 | CUSIP: 31402G2B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30457 | PA      | $30154.75      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                             | SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A                                                            | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39554235 | PA      | $39916721.88   | 0.10%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                   | QATAR PETROLEUM 1.375% 09/12/2026 144A                                                                  | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    2965000 | PA      | $2847141.25    | 0.01%             | 2026-09-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                 | MDGH GMTN RSC LTD 2.875% 11/07/2029 144A                                                                | CUSIP: 55276VAJ1<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    1925000 | PA      | $1786380.75    | 0.00%             | 2029-11-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.50% 8/40 #004771                                                                              | CUSIP: 36202FJQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7441 | PA      | $7320.24       | 0.00%             | 2040-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                                               | CORE SCIENTIFIC INC CONV 3% 09/01/2029 144A                                                             | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |     373000 | PA      | $475575.00     | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER LTD                                                         | TERMOCANDELARIA POWER LTD 7.75% 09/17/2031 144A                                                         | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |    1490000 | PA      | $1482550.00    | 0.00%             | 2031-09-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF6 LLC                                                                | PRPM 2024-RCF6 A1 LLC VAR 10/25/2054 144A                                                               | CUSIP: 74390FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1451313 | PA      | $1403290.59    | 0.00%             | 2054-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST II                                                              | PINE STR TR II 5.568% 02/15/2049 144A                                                                   | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19200000 | PA      | $17209752.77   | 0.04%             | 2049-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 08/01/2049#MA3744                                                                          | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29583924 | PA      | $25581485.11   | 0.07%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                    | EXTENDED STAY AMER TR 2021-ESH C TSFR1M+181.448 07/15/2038 144A                                         | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5239001 | PA      | $5239001.02    | 0.01%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIM 2025-NR1                                                                      | CIM 2025-NR1 5% 06/25/2064 144A                                                                         | CUSIP: 17181YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14822417 | PA      | $14292872.42   | 0.04%             | 2064-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 4.625% 05/15/2054                                                           | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  125000000 | PA      | $118901367.50  | 0.31%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 4/34 #755627                                                                                 | CUSIP: 31403RPL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22263 | PA      | $22035.50      | 0.00%             | 2034-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 6% 07/01/2055 #TBA                                                                              | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  322800000 | PA      | $325443506.04  | 0.84%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                                               | HILTON GRAND VACATIONS TERM B 1LN 08/02/2028                                                            | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |    9243754 | PA      | $9189862.43    | 0.02%             | 2028-08-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 8.5% 08/01/2027#                                                                              | CUSIP: 31283G6U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         39 | PA      | $39.30         | 0.00%             | 2027-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DTP COML MTG TR 2023-STE2                                                         | DTP COML MTG TR 2023-STE2 D CSTR 01/15/2041 144A                                                        | CUSIP: 23346GAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5078000 | PA      | $5072732.59    | 0.01%             | 2041-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 03/01/2040#FM2646                                                                        | CUSIP: 3140X55G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     718514 | PA      | $636476.77     | 0.00%             | 2040-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 1.5% 11/25/2050                                                          | CUSIP: 3136BPQ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    7896159 | PA      | $6251664.62    | 0.02%             | 2050-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA GTD MTG PASS THRU CTF SOFR30A+120 06/25/2054                                                       | CUSIP: 3136BUGA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   12365924 | PA      | $12314174.61   | 0.03%             | 2054-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                              | EDISON INTERNATIONAL 6.25% 03/15/2030                                                                   | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    1162000 | PA      | $1176942.39    | 0.00%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIPPERT COMPONENTS INC                                                            | LCI INDUSTRIES TERM B 1LN 03/25/2032                                                                    | CUSIP: 53631HAE8<br>LEI: 549300O6VSFD7EEUNE50 | Long             | LON              | CORP              | US        |    2190000 | PA      | $2190000.00    | 0.01%             | 2032-03-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 06/01/2041#                                                                              | CUSIP: 3132GEQJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17229 | PA      | $17008.88      | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 12/40 #734104                                                                                | CUSIP: 3620AMRZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4359 | PA      | $4067.16       | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                  | CALIFORNIA RES CORP                                                                                     | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     112202 | NS      | $4955962.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO NORDISK FINANCE NETHERLANDS BV                                               | NOVO NORDISK FINANCE NETHERLANDS BV 3.625% 05/27/2037 REGS                                              | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |    6225000 | PA      | $7101962.13    | 0.02%             | 2037-05-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                                                                       | NEWLY WEDS FOODS TERM B 1LN 03/15/2032                                                                  | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6210000 | PA      | $6202237.50    | 0.02%             | 2032-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                              | COLOMBIA REPUBLIC OF 3.125% 04/15/2031                                                                  | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1455000 | PA      | $1190772.00    | 0.00%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO-ISSUER INC                                         | EMRLD BORROWER LP / EMERALD CO-ISSUER INC 6.625% 12/15/2030 144A                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6650000 | PA      | $6717255.37    | 0.02%             | 2030-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                             | BX COMMERCIAL MORTGAGE TRUST 2019-IMC D TSFR1M+201.448 04/15/2034 144A                                  | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7862000 | PA      | $7714587.50    | 0.02%             | 2034-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 07/01/46#BC1443                                                                            | CUSIP: 3140EVS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     646913 | PA      | $607581.78     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                            | GRAN TIERRA ENERGY INC 9.5% 10/15/2029 144A                                                             | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    5851000 | PA      | $4095700.00    | 0.01%             | 2029-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WHITBREAD GROUP PLC                                                               | WHITBREAD GROUP PLC 2.375% 05/31/2027 REGS                                                              | CUSIP: N/A<br>LEI: 2138006LIAYQKUCYBB20       | Long             | DBT              | CORP              | GB        |    1850000 | PA      | $2357261.91    | 0.01%             | 2027-05-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                         | SUNOCO LP 7% 05/01/2029 144A                                                                            | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1212674.03    | 0.00%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                  | DEUTSCHE BANK AG 4.1% 01/13/2026                                                                        | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    5495000 | PA      | $5473594.94    | 0.01%             | 2026-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMBB COML MTG SECS TR 2014-C23                                                   | JPMBB COML MTG SECS TR 2014-C23 3.9342% 09/15/2047                                                      | CUSIP: 46643ABE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55246 | PA      | $54776.00      | 0.00%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                       | BANK GOSPODARSTWA KRAJOWEGO 6.25% 10/31/2028 144A                                                       | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     500000 | PA      | $522562.50     | 0.00%             | 2028-10-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 05/01/2048#Q55992                                                                          | CUSIP: 3132XYUS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5003958 | PA      | $4680789.30    | 0.01%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 5.344% 7/35 #834917                                                                            | CUSIP: 31407MSE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1520 | PA      | $1547.25       | 0.00%             | 2035-07-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     500000 | NC      | $85249.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.5% 02/01/2054#RJ0836                                                                        | CUSIP: 3142GQ4W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1504446 | PA      | $1495012.69    | 0.00%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| USIMINAS INTERNATIONAL SARL                                                       | USIMINAS INTERNATIONAL SARL 7.5% 01/27/2032 144A                                                        | CUSIP: 91734JAB6<br>LEI: 529900KLYX6QPXVIVP43 | Long             | DBT              | CORP              | LU        |    2120000 | PA      | $2135767.35    | 0.01%             | 2032-01-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 11/01/2042#AQ4818                                                                        | CUSIP: 3138MLK86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21366 | PA      | $20432.87      | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 03/01/2036#FM6804                                                                        | CUSIP: 3140XAR20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96618 | PA      | $85095.61      | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 9/41 #AJ0165                                                                                 | CUSIP: 3138ARFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44635 | PA      | $42466.60      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 7/27 #453200                                                                                 | CUSIP: 36208KNR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        174 | PA      | $176.09        | 0.00%             | 2027-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 07/01/2045#AZ0862                                                                        | CUSIP: 3138YR5Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15934 | PA      | $14472.18      | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 8/28 #464768                                                                                 | CUSIP: 36208YJM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        102 | PA      | $104.46        | 0.00%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 9/29 #516134                                                                                 | CUSIP: 31383XLP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         48 | PA      | $50.51         | 0.00%             | 2029-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                         | STELLANTIS FINANCE US INC 5.75% 03/18/2030 144A                                                         | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3007016.61    | 0.01%             | 2030-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.125% 07/31/2031                                                                             | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  368000000 | PA      | $368467764.80  | 0.95%             | 2031-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061                                       | CUSIP: 38375BWC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      11372 | PA      | $11373.48      | 0.00%             | 2061-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2025-X1                                            | AFFIRM ASSET SECURITIZATION TR 2025-X1 5.19% 04/15/2030 144A                                            | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1600000 | PA      | $1599171.52    | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                 | KENYA REPUBLIC OF 9.5% 03/05/2036 144A                                                                  | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     305000 | PA      | $278160.00     | 0.00%             | 2036-03-05      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                        | VIASAT INC 6.5% 07/15/2028 144A                                                                         | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1335450.65    | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| KREDITANSTALT FUR WIEDERAUFB                                                      | KREDITANSTALT FUR WIEDER(UNGTD 1.125% 06/15/2037 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    3280000 | PA      | $3023590.71    | 0.01%             | 2037-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PRIMA CAPITAL CRE SECURITIZATION 2020-VIII LTD                                    | PRIMA CAPITAL CRE SECURITIZATION 2020-VIII LTD 3% 12/26/2070 144A                                       | CUSIP: 74167UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6499000 | PA      | $5363624.70    | 0.01%             | 2070-12-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI                                   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI VAR 07/15/2035 144A                                     | CUSIP: 95003PAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2784000 | PA      | $2817753.49    | 0.01%             | 2035-07-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                             | CELANESE US HLDGS LLC VAR 11/15/2028                                                                    | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   13022000 | PA      | $13482523.03   | 0.03%             | 2028-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 11/35 #850089                                                                                | CUSIP: 31408FNE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16555 | PA      | $17463.92      | 0.00%             | 2035-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | BANK OF AMERICA CORPORATION 4.571%/VAR 04/27/2033                                                       | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9699634.70    | 0.02%             | 2033-04-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 04/01/2033#                                                                                | CUSIP: 31283HWZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7892 | PA      | $8165.95       | 0.00%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP 4.95% 09/01/2032                                                                                | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   22661000 | PA      | $22044810.02   | 0.06%             | 2032-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 01/01/2052#CB2679                                                                        | CUSIP: 3140QM6R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     759821 | PA      | $680603.29     | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 09/15/2042#796303                                                                        | CUSIP: 36177RAD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2947 | PA      | $2729.94       | 0.00%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 08/01/2045#AZ4663                                                                        | CUSIP: 3138YWFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     141012 | PA      | $131997.59     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                   | STANDARD BUILDING SOLUTIONS INC 6.5% 08/15/2032 144A                                                    | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2290126.14    | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B7 MTG TR                                                          | BENCHMARK 2018-B7 A4 4.51% 05/15/2053                                                                   | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2166981.74    | 0.01%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 7/40 #729562                                                                                 | CUSIP: 3620AGQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10485 | PA      | $10532.88      | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 7/40 #719217                                                                                 | CUSIP: 3620A5AS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      32806 | PA      | $32958.55      | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 02/01/2041#                                                                              | CUSIP: 312945X52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18228 | PA      | $17951.50      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 07/01/2032#                                                                                | CUSIP: 31288AFU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5717 | PA      | $5897.57       | 0.00%             | 2032-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                  | BAT CAPITAL CORP 6.421% 08/02/2033                                                                      | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   21453000 | PA      | $22997735.06   | 0.06%             | 2033-08-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                | TURKEY REPUBLIC OF 9.875% 01/15/2028                                                                    | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3115000 | PA      | $3376846.90    | 0.01%             | 2028-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 4/42 #AK9948                                                                                 | CUSIP: 3138EFBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42224 | PA      | $40014.52      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 07/01/2043#Q19988                                                                        | CUSIP: 3132JBRJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60085 | PA      | $56798.74      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                         | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                                          | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    3335000 | PA      | $2968150.00    | 0.01%             | 2031-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/32 #593188                                                                                 | CUSIP: 36201T6Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        550 | PA      | $567.96        | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 5.00% 9/25 #AE0552                                                                            | CUSIP: 31419ATJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          7 | PA      | $6.86          | 0.00%             | 2025-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 5/41 #748080                                                                                 | CUSIP: 3620C4CR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7525 | PA      | $7270.26       | 0.00%             | 2041-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 12/28 #476127                                                                                | CUSIP: 36209M4L5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        467 | PA      | $475.08        | 0.00%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                                                           | OLDCASTLE BUILDINGENVELOPE TERM B 1LN 04/29/2029                                                        | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7533202 | PA      | $6777998.72    | 0.02%             | 2029-04-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   85410000 | PA      | $82033635.94   | 0.21%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 12/01/2051#RA6434                                                                        | CUSIP: 3133KNEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7144657 | PA      | $5879780.43    | 0.02%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                             | HUB INTERNATIONAL LTD 7.25% 06/15/2030 144A                                                             | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1874559.60    | 0.00%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                       | DEL MONTE FOODS TERM 1LN SUPER_PRIORITY FIRST OUT 08/02/2028                                            | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3859918 | PA      | $3570424.19    | 0.01%             | 2028-08-02      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 5.5% 12/20/2054#787741                                                                          | CUSIP: 3622ADP28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14206336 | PA      | $14219950.88   | 0.04%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 3/41 #A97661                                                                                 | CUSIP: 312946QN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     159152 | PA      | $156673.15     | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 1/40 #724698                                                                                 | CUSIP: 3620ABDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28149 | PA      | $27116.08      | 0.00%             | 2040-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 5/34 #773569                                                                                 | CUSIP: 31404NMS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9897 | PA      | $9807.29       | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                   | INTRAFI TERM B 1LN 07/31/2031                                                                           | CUSIP: 65343UAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8622265 | PA      | $8625541.15    | 0.02%             | 2031-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.00% 1/41 #004922                                                                              | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1670646 | PA      | $1601419.47    | 0.00%             | 2041-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2013-LC11                                       | JP MORGAN CH CMS 13-LC11 VAR 04/15/2046 144A                                                            | CUSIP: 46639YAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1851000 | PA      | $3146.70       | 0.00%             | 2046-04-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 12/27 #385030                                                                                | CUSIP: 36205AVX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         65 | PA      | $65.00         | 0.00%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2003-118 S SOFR30A+798.552 12/33                                                                    | CUSIP: 31393UNH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     111917 | PA      | $12916.58      | 0.00%             | 2033-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 07/01/2040#                                                                              | CUSIP: 312941SD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30595 | PA      | $30093.22      | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2.5% 02/25/2052                                                          | CUSIP: 3136BLLH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1421910 | PA      | $1288885.87    | 0.00%             | 2052-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 4.80% 7/34 #849923                                                                             | CUSIP: 31408FG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13046 | PA      | $13318.29      | 0.00%             | 2034-07-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 11/01/2052#SD1862                                                                          | CUSIP: 3132DPB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2724995 | PA      | $2676986.59    | 0.01%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 03/01/2047#FS0976                                                                        | CUSIP: 3140XGCN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     865421 | PA      | $718428.91     | 0.00%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                                          | GRAND CITY PROPERTIES SA 1.5%/VAR PERP REGS                                                             | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | EP               | CORP              | LU        |   10500000 | PA      | $11416612.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SABERT CORPORATION                                                                | SABERT TERM B 1LN 12/10/2026                                                                            | CUSIP: 78516EAD4<br>LEI: 54930029JPYBTHDWT603 | Long             | LON              | CORP              | US        |    2092621 | PA      | $2097852.76    | 0.01%             | 2026-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 02/01/2032#J36428                                                                          | CUSIP: 31307TD99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14241 | PA      | $13785.64      | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/31 #560191                                                                                 | CUSIP: 36213PKC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        394 | PA      | $404.76        | 0.00%             | 2031-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                             | INDONESIA REPUBLIC OF 5.125% 01/15/2045 144A                                                            | CUSIP: 455780BU9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    4090000 | PA      | $3826604.00    | 0.01%             | 2045-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLUBCORP HLDGS INC                                                                | CLUBCORP TERM B 1LN 09/18/2026                                                                          | CUSIP: 18948TAF0<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |    6517677 | PA      | $6516308.15    | 0.02%             | 2026-09-18      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/01/2051#CB2189                                                                          | CUSIP: 3140QMNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1135293 | PA      | $1059617.02    | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 7/40 #745237                                                                                 | CUSIP: 3620C04W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2804 | PA      | $2755.41       | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 8/29 #511373                                                                                 | CUSIP: 31383SCJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        565 | PA      | $589.18        | 0.00%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.0% 03/01/2045#AY9025                                                                             | CUSIP: 3138YPA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     106271 | PA      | $99963.23      | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 3121 KO 0 3/36                                                                                      | CUSIP: 31396JG74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      19514 | PA      | $16973.73      | 0.00%             | 2036-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 3/42 #AK1385                                                                                 | CUSIP: 3138E5RF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39050 | PA      | $37158.59      | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                   | MADISON AIR TERM 1LN 05/06/2032                                                                         | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    3970000 | PA      | $3969444.20    | 0.01%             | 2032-05-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12 COML MTG TR                                                       | CSAIL 2018-CX12 COML MTG TR 3.9585% 08/15/2051                                                          | CUSIP: 12595XAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3580000 | PA      | $3477705.80    | 0.01%             | 2051-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                                     | CABLE ONDA SA 4.5% 01/30/2030 144A                                                                      | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    3155000 | PA      | $2892425.13    | 0.01%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 08/01/2047#BM1660                                                                          | CUSIP: 3140J5Z28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27971 | PA      | $26165.21      | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DERBY BUYER LLC                                                                   | DELRIN TERM 1LN 11/01/2030                                                                              | CUSIP: 24968CAE3<br>LEI: 2549003XRO7JUBUWQX87 | Long             | LON              | CORP              | US        |    2890873 | PA      | $2848955.34    | 0.01%             | 2030-11-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNR 2015-H13 HA 2.5% 08/64                                                                              | CUSIP: 38376RCQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       4359 | PA      | $4100.54       | 0.00%             | 2064-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 1/28 #413578                                                                                 | CUSIP: 31379AM36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        280 | PA      | $286.47        | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                  | DT MIDSTREAM INC 4.125% 06/15/2029 144A                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2270000 | PA      | $2162108.10    | 0.01%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 12/34 #804556                                                                                | CUSIP: 31406AZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        483 | PA      | $478.37        | 0.00%             | 2034-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HORIZON 2018                                                                      | HORIZON 2018-1 A 4.458% 12/15/2038 144A                                                                 | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7981856 | PA      | $7622566.19    | 0.02%             | 2038-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 05/01/2030#AS4952                                                                          | CUSIP: 3138WEQE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111373 | PA      | $108461.46     | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-IG3 MTG TR                                                         | BENCHMARK 2020-IG3 825C MTG TR CSTR 09/15/2048 144A                                                     | CUSIP: 08162QBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1570000 | PA      | $1439888.29    | 0.00%             | 2048-09-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028                                                       | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   14844000 | PA      | $14403191.24   | 0.04%             | 2028-12-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 8/26 #190273                                                                                 | CUSIP: 31368HJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          7 | PA      | $6.93          | 0.00%             | 2026-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORPORATION                                                               | SEASPAN CORPORATION 5.5% 08/01/2029 144A                                                                | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    2405000 | PA      | $2218072.34    | 0.01%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 2.75% 08/15/2032                                                                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  372411000 | PA      | $339257691.69  | 0.87%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 12/01/2038#AB8124                                                                        | CUSIP: 31417FA24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8194 | PA      | $8120.95       | 0.00%             | 2038-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 3/26 #416180                                                                                 | CUSIP: 36206NJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         12 | PA      | $11.85         | 0.00%             | 2026-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                              | KAISER ALUMINUM CORP 4.625% 03/01/2028 144A                                                             | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     967000 | PA      | $939801.09     | 0.00%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 11/40 #737674                                                                                | CUSIP: 3620ARQ38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11067 | PA      | $11118.49      | 0.00%             | 2040-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                         | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                         | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2577082.24    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                    | GREENSAIF PIPELINES BIDCO SARL 6.129% 02/23/2038 144A                                                   | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    4065000 | PA      | $4120324.65    | 0.01%             | 2038-02-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 12/40 #AH0526                                                                                | CUSIP: 3138A1SQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23341 | PA      | $22268.33      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 9/41 #772063                                                                                 | CUSIP: 36176PQQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     151499 | PA      | $145137.53     | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                              | NEXTERA ENERGY OPERATING PARTNERS LP 8.375% 01/15/2031 144A                                             | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2944911.90    | 0.01%             | 2031-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                             | JACKSON FINANCIAL INC 5.67% 06/08/2032                                                                  | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   11039000 | PA      | $11031922.23   | 0.03%             | 2032-06-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                        | FIRST QUANTUM MINERALS LTD 8.625% 06/01/2031 144A                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     725000 | PA      | $734968.75     | 0.00%             | 2031-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.00% 10/39 #680489                                                                                | CUSIP: 36295T7A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3816 | PA      | $3959.18       | 0.00%             | 2039-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                         | IQVIA INC 6.5% 05/15/2030 144A                                                                          | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1935450.67    | 0.00%             | 2030-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 4/41 #A97976                                                                                 | CUSIP: 3129462H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5782 | PA      | $5676.98       | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 8/39 #704665                                                                                 | CUSIP: 36296XZ64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25811 | PA      | $25932.81      | 0.00%             | 2039-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C18                                                     | BBCMS MORTGAGE TRUST 2022-C18 VAR 12/15/2055                                                            | CUSIP: 054975AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1323000 | PA      | $1356723.40    | 0.00%             | 2055-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                 | HSBC HOLDINGS PLC 6.8%/VAR 09/14/2031                                                                   | CUSIP: 404280EB1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1160000 | PA      | $1656998.16    | 0.00%             | 2031-09-14      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 1.5% 02/01/2051#MA4254                                                                        | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26345932 | PA      | $19486855.55   | 0.05%             | 2051-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 8.5% 08/01/2026#                                                                              | CUSIP: 31292GQ41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         42 | PA      | $42.97         | 0.00%             | 2026-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                   | FX Forward: USD/AUD settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3421.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                               | NOVOLEX TERM B 1LN 4/1/2032                                                                             | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    8064021 | PA      | $7997250.53    | 0.02%             | 2032-04-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 7/41 #772031                                                                                 | CUSIP: 36176PPQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3009 | PA      | $2882.62       | 0.00%             | 2041-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 06/01/2039#AL7550                                                                        | CUSIP: 3138EQL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     759683 | PA      | $763782.88     | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 7/28 #475895                                                                                 | CUSIP: 36209MUU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1200 | PA      | $1227.54       | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 6% 07/01/2039#FS8581                                                                          | CUSIP: 3140XQRB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30805953 | PA      | $31559211.38   | 0.08%             | 2039-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC DEL                                             | ADVANTAGE SALES and MARKETING TERM B 1LN 10/28/2027                                                     | CUSIP: 00769EBA7<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |    3375117 | PA      | $2804317.08    | 0.01%             | 2027-10-28      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 8/32 #579720                                                                                 | CUSIP: 36201DAV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        227 | PA      | $233.38        | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                           | EL SALVADOR REPUBLIC OF 9.65% 11/21/2054 144A                                                           | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     640000 | PA      | $638400.00     | 0.00%             | 2054-11-21      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2020-2 LTD                                                        | EATON VANCE CLO 2020-2 LTD AR2 TSFR3M+138 10/15/2037 144A                                               | CUSIP: 27829PAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   36609000 | PA      | $36641508.79   | 0.09%             | 2037-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 09/01/2049#RA1293                                                                          | CUSIP: 3133KGNJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      86879 | PA      | $75749.75      | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | BROADCOM INC 2.6% 02/15/2033 144A                                                                       | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   92472000 | PA      | $78063043.48   | 0.20%             | 2033-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 12/01/2048#G61821                                                                        | CUSIP: 31335CAW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2186993 | PA      | $2098714.70    | 0.01%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 11/41 #AB3872                                                                                | CUSIP: 31417AJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     629109 | PA      | $599272.40     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 06/01/2047#BH3647                                                                        | CUSIP: 3140GSBR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18907 | PA      | $18185.07      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 7/32 #648070                                                                                 | CUSIP: 31390J6F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        792 | PA      | $836.95        | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 07/01/2051#FS3744                                                                          | CUSIP: 3140XKES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     502091 | PA      | $393354.55     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNR 2010-H010 FA TSFR1M+44.448 5/60                                                                     | CUSIP: 38375BBV3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     215097 | PA      | $215319.57     | 0.00%             | 2060-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6.5% 06/01/2054#SD5521                                                                        | CUSIP: 3132DTD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3391346 | PA      | $3532639.72    | 0.01%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 01/01/2034#767409                                                                        | CUSIP: 31404FR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36219 | PA      | $35834.85      | 0.00%             | 2034-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                          | AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031                                                              | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2376588.06    | 0.01%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 01/01/2041#                                                                                | CUSIP: 3132GEHF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12086 | PA      | $11519.15      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METALSA S A DE C V                                                                | METALSA S A DE C V 3.75% 05/04/2031 144A                                                                | CUSIP: 59132VAB4<br>LEI: 549300F2FONGJR575V67 | Long             | DBT              | CORP              | MX        |    1525000 | PA      | $1233343.75    | 0.00%             | 2031-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 9/26 #313264                                                                                 | CUSIP: 31374F5Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         10 | PA      | $10.25         | 0.00%             | 2026-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 05/01/2041#                                                                              | CUSIP: 3132GD2M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21827 | PA      | $21481.98      | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALI MTG TR 2019-101C                                                             | CALI MTG TR 2019-101C CSTR 03/10/2039 144A                                                              | CUSIP: 129890AQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1743000 | PA      | $1092265.24    | 0.00%             | 2039-03-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/32 #552576                                                                                 | CUSIP: 36213E2H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1098 | PA      | $1128.25       | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC / FIDIUM FIBER FIN HOLDCO LLC                     | CONSOLIDATED COMMUNICATIONS LLC / FIDIUM FIBER FIN HOLDCO LLC 9.408% 05/20/2055 144A                    | CUSIP: 209031AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2705000 | PA      | $2796610.78    | 0.01%             | 2055-05-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 3/41 #783267                                                                                 | CUSIP: 36241LTY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     300360 | PA      | $288410.93     | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 11/01/2051#QD1841                                                                          | CUSIP: 3133AYBJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     927729 | PA      | $723624.38     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 10/37 #960225                                                                                | CUSIP: 31414AHA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16160 | PA      | $16934.87      | 0.00%             | 2037-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | BOEING CO 5.805% 05/01/2050                                                                             | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3812000 | PA      | $3569672.30    | 0.01%             | 2050-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EAB GLOBAL INC                                                                    | EAB TERM B 1LN 08/16/2030                                                                               | CUSIP: 26835CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2851465 | PA      | $2788732.29    | 0.01%             | 2030-08-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 1/31 #781247                                                                                 | CUSIP: 36225BL48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        206 | PA      | $213.94        | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG TERM B 1LN 04/16/2031                                                                               | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    3129196 | PA      | $3128883.06    | 0.01%             | 2031-04-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/33 #615944                                                                                 | CUSIP: 36290SHV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28025 | PA      | $28156.45      | 0.00%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 10/01/2031#AS8226                                                                        | CUSIP: 3138WJD88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1634231 | PA      | $1564567.70    | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-SMRT                                     | CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-SMRT D 6.43808% 06/10/2028 144A                                | CUSIP: 17291NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2143000 | PA      | $2119812.95    | 0.01%             | 2040-10-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CLAIMS MGMT SVCS INC                                                     | SEDGWICK TERM B 1LN 07/31/2031                                                                          | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    6537238 | PA      | $6541748.32    | 0.02%             | 2031-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/32 #570022                                                                                 | CUSIP: 36200RG71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         77 | PA      | $79.78         | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 12/26 #323242                                                                                | CUSIP: 31374TBK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         16 | PA      | $16.16         | 0.00%             | 2026-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CELTIC RESOURCES HOLDINGS DAC                                                     | CELTIC RESOURCES HOLDINGS DAC 4.125% 12/31/2049 144A                                                    | CUSIP: 15119CAA7<br>LEI: 213800BMR8PHADXZAB66 | Long             | DBT              | CORP              | IE        |    1205000 | PA      | $172748.80     | 0.00%             | 2049-12-31      | Fixed         | 0.04%                 | No            |                  3 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 8/40 #G05937                                                                                 | CUSIP: 3128M74W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2495 | PA      | $2457.31       | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 09/01/2052#SD8243                                                                        | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     521915 | PA      | $463586.12     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                      | DISCOVERY COMMUNICATIONS LLC 4.125% 05/15/2029                                                          | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     749000 | PA      | $697411.93     | 0.00%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                   | TROPICANA TERM EXCH FLTO FL30 PIK 01/24/2030                                                            | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    1085625 | PA      | $379968.75     | 0.00%             | 2030-01-24      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6.5% 09/01/2053#QH0277                                                                        | CUSIP: 3133CCJW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4114440 | PA      | $4275573.71    | 0.01%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MANCHESTER ACQUISITION SUB LLC                                                    | DRASLOVKA HOLDING TERM B 1LN 12/01/2026                                                                 | CUSIP: 56209EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1973385 | PA      | $1850660.48    | 0.00%             | 2026-12-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 06/01/2035#310165                                                                        | CUSIP: 31374CQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     988831 | PA      | $994393.28     | 0.00%             | 2038-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                          | BROADSTREET PARTNERS TERM B4 1LN 6/13/2031                                                              | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    5370386 | PA      | $5374252.31    | 0.01%             | 2031-06-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 6/40 #745138                                                                                 | CUSIP: 3620C0ZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      51560 | PA      | $50684.46      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                                                        | HANGER TERM B 1LN 10/23/2031                                                                            | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    1731996 | PA      | $1725934.21    | 0.00%             | 2031-10-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 TR                                                                   | AASET 2019-2 B TR 4.458% 10/16/2039 144A                                                                | CUSIP: 00038RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1043092 | PA      | $975329.72     | 0.00%             | 2039-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                          | PAKISTAN ISLAMIC REP OF 7.375% 04/08/2031 144A                                                          | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    2260000 | PA      | $1924367.40    | 0.00%             | 2031-04-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                 | MACQUARIE AIRFINANCE HOLDINGS LTD 6.4% 03/26/2029 144A                                                  | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    2775000 | PA      | $2869244.55    | 0.01%             | 2029-03-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 3% 06/01/2055 #TBA                                                                            | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  102550000 | PA      | $87295636.23   | 0.22%             | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 10/01/2052#FS6606                                                                          | CUSIP: 3140XNKU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27560 | PA      | $21460.77      | 0.00%             | 2052-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L        | BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A       | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22669814 | PA      | $21094611.09   | 0.05%             | 2046-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                   | ATLAS AIR TERM B 1LN 3/17/2030                                                                          | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1044095 | PA      | $1019558.61    | 0.00%             | 2030-03-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 12/01/2050#RA4142                                                                        | CUSIP: 3133KKS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3018614 | PA      | $2507787.41    | 0.01%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                   | DELTA AIR LINES SKYMILES TERM B 1LN 10/20/2027                                                          | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    1476401 | PA      | $1483694.29    | 0.00%             | 2027-10-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 02/01/2051#BQ4491                                                                          | CUSIP: 3140KP7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3065986 | PA      | $2400079.13    | 0.01%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                                   | WESTERN-SOUTHERN GLOBAL FUNDING 4.9% 05/01/2030 144A                                                    | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    9668000 | PA      | $9695084.81    | 0.02%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 05/20/2046#AT2645                                                                          | CUSIP: 36194A5E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      36770 | PA      | $33078.79      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP MTG TR                                                                 | IP 2025-IP F CSTR MTG TR VAR 06/10/2042 144A                                                            | CUSIP: 449843AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1260000 | PA      | $1259999.55    | 0.00%             | 2042-06-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 03/15/2043#AD2295                                                                        | CUSIP: 36180DRQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5800 | PA      | $5369.33       | 0.00%             | 2043-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 02/01/2035#FM2518                                                                        | CUSIP: 3140X5YQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1467468 | PA      | $1371850.93    | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 12/41 #552552                                                                                | CUSIP: 36213EZR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27561 | PA      | $26382.84      | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALPINE CONSTR FIN CO LP                                                          | CALPINE CONSTRUCTION FINANCE TERM B 1LN 07/31/2030                                                      | CUSIP: 13134NAH4<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    2115000 | PA      | $2112631.20    | 0.01%             | 2030-07-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                                               | CORE SCIENTIFIC INC CONV 0% 06/15/2031 144A                                                             | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |    4542000 | PA      | $4224060.00    | 0.01%             | 2031-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 02/01/2043#AR4132                                                                        | CUSIP: 3138W1SW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12610 | PA      | $11302.49      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK44                                                                   | BANK 2022-BNK44 CSTR 11/15/2032                                                                         | CUSIP: 06540KBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2063000 | PA      | $1987220.65    | 0.01%             | 2055-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAP LTD                                                                  | PETRONAS CAP LTD 3.5% 04/21/2030 144A                                                                   | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     625000 | PA      | $592875.00     | 0.00%             | 2030-04-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 8/36 #A51069                                                                                 | CUSIP: 3128KDFJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1733 | PA      | $1745.73       | 0.00%             | 2036-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 07/01/2046#BC6168                                                                        | CUSIP: 3140F12A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122098 | PA      | $110818.23     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | US 10YR NOTE FUT (CBT)SEP25 TYU5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -2480 | NC      | $-3298504.88   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 03/01/2055#CC0116                                                                          | CUSIP: 3140Y6DW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8578935 | PA      | $8785485.29    | 0.02%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                                         | STONEPEAK NILE PARENT LLC 7.25% 03/15/2032 144A                                                         | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3236562.50    | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                               | HUNGARY REPUBLIC OF 6.25% 09/22/2032 144A                                                               | CUSIP: 445545AS5<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     615000 | PA      | $636143.70     | 0.00%             | 2032-09-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                 | CLARIOS TERM B 1LN 05/06/2030                                                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |    4661604 | PA      | $4631303.85    | 0.01%             | 2030-05-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 3.83% 10/33 #879911                                                                            | CUSIP: 31409VR88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27735 | PA      | $28159.22      | 0.00%             | 2033-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 08/01/2040#V81886                                                                        | CUSIP: 3132L7CX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     538810 | PA      | $493381.05     | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2.5% 02/01/2035#QN1578                                                                        | CUSIP: 3133G7XF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2067335 | PA      | $1928108.72    | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                         | CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A                                                         | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    8236073 | PA      | $8310976.31    | 0.02%             | 2036-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.0% 06/01/2041#Q01604                                                                        | CUSIP: 3132GEX96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7149 | PA      | $7180.75       | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                | TURKEY REPUBLIC OF 9.125% 07/13/2030                                                                    | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1120000 | PA      | $1217092.80    | 0.00%             | 2030-07-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 2% 06/01/2055 #TBA                                                                            | CUSIP: 01F020661<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  678350000 | PA      | $527284575.41  | 1.35%             | 2055-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JOHN LEWIS PLC                                                                    | JOHN LEWIS PLC 4.25% 12/18/2034 REGS                                                                    | CUSIP: N/A<br>LEI: 213800JSUFNZLZLCVJ25       | Long             | DBT              | CORP              | GB        |    1850000 | PA      | $1973229.91    | 0.01%             | 2034-12-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 8% 04/01/2032#                                                                                | CUSIP: 31283HRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         92 | PA      | $95.04         | 0.00%             | 2032-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 1.5% 06/01/2051#MA4354                                                                        | CUSIP: 31418DZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     871356 | PA      | $643957.01     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GINNIE MAE II POOL II 3.5% 12/20/2049#BR8984                                                            | CUSIP: 3617M76V5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      52021 | PA      | $46233.33      | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                 | DB MASTER FIN LLC 4.352% 05/20/2049                                                                     | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    6342082 | PA      | $6172711.48    | 0.02%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                                                       | PMHC II INC 9% 02/15/2030 144A                                                                          | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    2655000 | PA      | $1871775.00    | 0.00%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                     | ANGLIAN WATER SVCS FINANC PLC 6.293% 07/30/2030 REGS                                                    | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |    2044000 | PA      | $2827845.20    | 0.01%             | 2030-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                      | MEXICO UNITED MEXICAN STATES 7.375% 05/13/2055                                                          | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1675000 | PA      | $1655737.50    | 0.00%             | 2055-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                                | ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049                                                         | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   34229000 | PA      | $33590500.11   | 0.09%             | 2049-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 07/01/2040#                                                                                | CUSIP: 312941NQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1375 | PA      | $1384.16       | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2412 FK SOFR30A+91.448 1/32                                                                         | CUSIP: 31339DTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       2189 | PA      | $2192.70       | 0.00%             | 2032-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                      | WP CAREY INC 4.25% 07/23/2032                                                                           | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |     800000 | PA      | $935638.05     | 0.00%             | 2032-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                      | INTERNET BRANDS TERM B 1LN 05/03/2028                                                                   | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   11101451 | PA      | $10648734.20   | 0.03%             | 2028-05-03      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |    3804000 | PA      | $3322691.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                   | BANK 2021-BNK33 2.556% 05/15/2064                                                                       | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1238000 | PA      | $1084557.33    | 0.00%             | 2064-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                    | CITI SWAP PAY 4.108 01/28/26                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |   46170000 | NC      | $866707.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                 | IRON MTN INC 6.25% 01/15/2033 144A                                                                      | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $3159396.96    | 0.01%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 04/01/2048#Q55660                                                                        | CUSIP: 3132XYJE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     454707 | PA      | $436637.17     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                             | BAUSCH HEALTH COS INC 11% 09/30/2028 144A                                                               | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    2005000 | PA      | $1923727.33    | 0.00%             | 2028-09-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 1/41 #756850                                                                                 | CUSIP: 36230RTF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1103 | PA      | $1082.29       | 0.00%             | 2041-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 24 LTD                                                                   | AMMC CLO 24 LTD ER TSFR3M+650 01/20/2035 144A                                                           | CUSIP: 00177MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     285000 | PA      | $281464.86     | 0.00%             | 2035-01-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| CREST 2004-1 LTD/CORP                                                             | CREST 2004-1A H1 3ML+369 1/40                                                                           | CUSIP: 22608WAS8<br>LEI: 549300MJZTHEPDTYM573 | Long             | ABS-CBDO         | CORP              | KY        |     407341 | PA      | $0.04          | 0.00%             | 2040-01-28      | Variable      | 0.09%                 | No            |                  3 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-C34                                                  | WFCM 2016-C34 XA CSTR 05/49                                                                             | CUSIP: 95000DBG5<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |   15185534 | PA      | $134477.02     | 0.00%             | 2049-06-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 12/01/2034#FM0046                                                                          | CUSIP: 3140X3BQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3023054 | PA      | $2876992.35    | 0.01%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                  | T-MOBILE USA INC 4.375% 04/15/2040                                                                      | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5147000 | PA      | $4463139.88    | 0.01%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 05/01/2051#RA5288                                                                          | CUSIP: 3133KL2V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1350782 | PA      | $1059514.03    | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 11/28 #477527                                                                                | CUSIP: 36209PPL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        203 | PA      | $206.88        | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 3244 SG SOFR30A+654.552 11/36                                                                       | CUSIP: 31397CDA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     179449 | PA      | $15737.67      | 0.00%             | 2036-11-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS                                   | EMIRATE OF DUBAI GOVT INTL BONDS 3.9% 09/09/2050 REGS                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AE        |    3300000 | PA      | $2309835.00    | 0.01%             | 2050-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-IG3 MTG TR                                                         | BENCHMARK 2020-IG3 MTG TR CSTR 09/15/2048 144A                                                          | CUSIP: 08162QCA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1720000 | PA      | $1556471.17    | 0.00%             | 2048-09-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.00% 3/41 #004977                                                                              | CUSIP: 36202FQ66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     141715 | PA      | $135811.76     | 0.00%             | 2041-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-2                                                                      | CARMX 2025-2 4.59% 07/17/2028                                                                           | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15600000 | PA      | $15606829.68   | 0.04%             | 2028-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONGRUEX GROUP LLC                                                                | CONGRUEX GROUP TERM B 1LN 05/03/2029                                                                    | CUSIP: 20729MAJ8<br>LEI: 254900DY0KADNJ4ZCJ32 | Long             | LON              | CORP              | US        |    3852781 | PA      | $3398153.12    | 0.01%             | 2029-05-03      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                             | BERMUDA GOVERNMENT OF 5% 07/15/2032 144A                                                                | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     490000 | PA      | $474932.50     | 0.00%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                               | US LBM TERM B 1LN 06/06/2031                                                                            | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    7210330 | PA      | $6455841.09    | 0.02%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS                                                                      | NEW FORTRESS 12% 11/15/2029 144A                                                                        | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10845797 | PA      | $4653158.95    | 0.01%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 06/01/2042#G60195                                                                          | CUSIP: 31335AGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40118 | PA      | $38181.50      | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 11/35 #844435                                                                                | CUSIP: 31407YEG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        440 | PA      | $460.10        | 0.00%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                             | ARGENTINA REPUBLIC OF STEP 07/09/2035                                                                   | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   14503323 | PA      | $9757110.55    | 0.03%             | 2035-07-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                               | BANCO BILBAO VIZ ARGENTARIA SA 6.033%/VAR 03/13/2035                                                    | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    4800000 | PA      | $4906154.93    | 0.01%             | 2035-03-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 8/41 #Q02763                                                                                 | CUSIP: 3132GGB87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24456 | PA      | $24022.89      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 9/39 #A88585                                                                                 | CUSIP: 312935RE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     110737 | PA      | $109379.46     | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC                                          | HAT HOLDINGS I LLC / II LLC 8% 06/15/2027 144A                                                          | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     905000 | PA      | $931471.25     | 0.00%             | 2027-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                                                    | CARMAX AUTO OWNER TRUST 2024-4 4.6% 10/15/2029                                                          | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3100000 | PA      | $3119298.74    | 0.01%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6.5% 01/01/2054#SD4622                                                                        | CUSIP: 3132DSD33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     229638 | PA      | $238397.70     | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA GTD MTG PASS THRU CTF 2% 09/25/2045                                                                | CUSIP: 3136BBB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2232338 | PA      | $1996269.34    | 0.01%             | 2045-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                           | SAUDI ARABIA KINGDOM OF 4.625% 10/04/2047 144A                                                          | CUSIP: 80413TAF6<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    1355000 | PA      | $1101777.60    | 0.00%             | 2047-10-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                             | JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   41000000 | PA      | $42159821.94   | 0.11%             | 2033-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                 | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2106395.07    | 0.01%             | 2026-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 8/39 #722964                                                                                 | CUSIP: 3620A9FD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4281 | PA      | $4301.43       | 0.00%             | 2039-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                      | SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028                                                            | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    6226000 | PA      | $5765511.97    | 0.01%             | 2028-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 7/27 #441655                                                                                 | CUSIP: 36207TTL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        341 | PA      | $344.36        | 0.00%             | 2027-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 3.283 6/1/41                                                                                   | CUSIP: 3128UGXF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4774 | PA      | $4954.63       | 0.00%             | 2041-06-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                              | TANGER PROPERTIES LP 3.125% 09/01/2026                                                                  | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    8723000 | PA      | $8532023.70    | 0.02%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROWN SUBSEA COMMUNICATIONS HOLDING INC                                           | SUBCOM TERM B 1LN 01/30/2031                                                                            | CUSIP: 22860EAJ1<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    8627975 | PA      | $8657655.23    | 0.02%             | 2031-01-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BLERIOT US BIDCO INC                                                              | ONTIC TERM B 1LN 10/31/2030                                                                             | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |    1647832 | PA      | $1649001.90    | 0.00%             | 2030-10-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA GTD MTG PASS THRU CTF SOFR30A+140 02/25/2055                                                       | CUSIP: 3136BUWL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    9830631 | PA      | $9809834.75    | 0.03%             | 2055-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC                                           | DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC A1R TSFR3M+136 07/18/2037 144A                                  | CUSIP: 26253MAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   41704000 | PA      | $41786407.10   | 0.11%             | 2037-07-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 5/34 #772372                                                                                 | CUSIP: 31404MCH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14515 | PA      | $14358.23      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC NEW                                             | INTERCONTINENT HTL GRP PLC NEW 3.375% 10/08/2028 REGS                                                   | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | DBT              | CORP              | GB        |    2700000 | PA      | $3443523.46    | 0.01%             | 2028-10-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 5517 HF SOFR30A+135 03/25/2055                                           | CUSIP: 3137HKGX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   17843475 | PA      | $17779541.59   | 0.05%             | 2055-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 5/34 #776737                                                                                 | CUSIP: 31404R4W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12237 | PA      | $12105.80      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 12/41 #AJ5748                                                                                | CUSIP: 3138AXL66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27743 | PA      | $26386.30      | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MHC COML MTG TR 2021-MHC                                                          | MHC 2021 MHC G TSFR1M+331.544 9 04/15/2026 144A                                                         | CUSIP: 55316VAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5853600 | PA      | $5849941.51    | 0.02%             | 2038-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                 | DB MASTER FIN LLC 2.045% 11/20/2051 144A                                                                | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    9350850 | PA      | $8959824.57    | 0.02%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 06/01/2052#SD1082                                                                          | CUSIP: 3132DNFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5302715 | PA      | $4543878.02    | 0.01%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                  | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    7441000 | PA      | $4873855.00    | 0.01%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                      | AMPRION GMBH 3.125% 08/27/2030 REGS                                                                     | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    4400000 | PA      | $5007068.97    | 0.01%             | 2030-08-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                       | HEXION TERM 1LN 03/15/2029                                                                              | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   14476281 | PA      | $14370314.73   | 0.04%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ONE SKY FLIGHT LLC                                                                | ONE SKY FLIGHT LLC 8.875% 12/15/2029 144A                                                               | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    2305000 | PA      | $2323979.37    | 0.01%             | 2029-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                             | JANE STREET TERM B 1LN 12/15/2031                                                                       | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    8732887 | PA      | $8707562.01    | 0.02%             | 2031-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 11/27 #404971                                                                                | CUSIP: 31378P2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         40 | PA      | $40.74         | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                      | NOVELIS CORP 3.25% 11/15/2026 144A                                                                      | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     645000 | PA      | $632667.31     | 0.00%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.00% 8/41 #005139                                                                              | CUSIP: 36202FV86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15688 | PA      | $15012.20      | 0.00%             | 2041-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR4 TR                                                 | PROGRESS RESIDENTIAL 2022-SFR4 TR 6.121% 05/17/2041 144A                                                | CUSIP: 74332XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1423000 | PA      | $1417766.35    | 0.00%             | 2041-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CEDF 2016-6A                                                                      | CEDF 2016-6A ARR TSFR3M+131.161 04/20/2034 144A                                                         | CUSIP: 15032DAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   23812000 | PA      | $23834311.84   | 0.06%             | 2034-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 05/15/2034#781746                                                                        | CUSIP: 36225B5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     114695 | PA      | $115235.00     | 0.00%             | 2034-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 04/01/2041#                                                                              | CUSIP: 3132GDGH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      50803 | PA      | $49937.91      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021                                        | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A                        | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17572000 | PA      | $17441266.08   | 0.04%             | 2031-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                              | PARAGUAY REPUBLIC OF 2.739% 01/29/2033 144A                                                             | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1045000 | PA      | $874247.00     | 0.00%             | 2033-01-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6.5% 07/01/2054#CB8867                                                                        | CUSIP: 3140QUZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12991907 | PA      | $13508830.47   | 0.03%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIEMAE 30YR 3% 06/01/2052#FA0115                                                                     | CUSIP: 3140W0DV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9361972 | PA      | $8112934.86    | 0.02%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                   | ESKOM HLDGS LTD 6.35% 08/10/2028 144A                                                                   | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    2630000 | PA      | $2626712.50    | 0.01%             | 2028-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC                                          | SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC 3.375% 09/04/2032 REGS                                         | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |    3275000 | PA      | $3706629.36    | 0.01%             | 2032-09-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                             | SWITCH ABS ISSUER LLC 10.033% 06/25/2054 144A                                                           | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2160000 | PA      | $2241639.58    | 0.01%             | 2054-06-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 11/01/2052#CB5128                                                                          | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4500852 | PA      | $4421557.13    | 0.01%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                              | OLYMPUS WATER US HOLDING CORPORATION 7.25% 06/15/2031 144A                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    2115000 | PA      | $2115000.00    | 0.01%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 01/01/2029#                                                                                | CUSIP: 31293HR88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        253 | PA      | $257.64        | 0.00%             | 2029-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 4% 04/15/2048                                                            | CUSIP: 3137H8HT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    6867201 | PA      | $6755390.32    | 0.02%             | 2048-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC SER 2014-3R                                                                  | CSMC SER 2014-3R VAR 05/27/2037                                                                         | CUSIP: 12648GAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     153098 | PA      | $15.31         | 0.00%             | 2037-05-27      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| MADISON PK FDG L LTD / MADISON PK FDG L LLC                                       | MADISON PK FDG L LTD / MADISON PK FDG L LLC A TSFR3M+140.161 04/19/2034 144A                            | CUSIP: 55821FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   33250000 | PA      | $33267955.00   | 0.09%             | 2034-04-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FINANCE PLC                                                      | SOUTH WEST WATER FINANCE PLC 5.75% 12/11/2032 REGS                                                      | CUSIP: N/A<br>LEI: 213800OV68U446W4NV89       | Long             | DBT              | CORP              | GB        |     650000 | PA      | $879749.15     | 0.00%             | 2032-12-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 04/01/2047#BH0886                                                                        | CUSIP: 3140GN6Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60724 | PA      | $58311.21      | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6.679% 02/01/2039#AL8741                                                                      | CUSIP: 3138ETWB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138933 | PA      | $143498.09     | 0.00%             | 2039-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 01/01/2042#AJ7531                                                                        | CUSIP: 3138E0LM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     143180 | PA      | $132730.78     | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMER MERRILL LYNCH COML MTG TR 2017-BNK3                                  | BACM 2017-BNK3 C 01/50                                                                                  | CUSIP: 06427DAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     610000 | PA      | $582122.09     | 0.00%             | 2050-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL TR RE CDO 05-1 LTD COR                                                    | CTCDO 2005-1A E TSFR1M+221.448 3/50                                                                     | CUSIP: 140558AE7<br>LEI: 549300EO21RSSTCI1873 | Long             | ABS-CBDO         | CORP              | KY        |     330000 | PA      | $0.03          | 0.00%             | 2050-03-20      | Variable      | 0.07%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 3.50% 8/42 #AO9892                                                                                 | CUSIP: 3138M17E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     148764 | PA      | $138114.26     | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                       | ENERGEAN ISRAEL FINANCE LTD 8.5% 09/30/2033 144A REGS                                                   | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     800000 | PA      | $814611.20     | 0.00%             | 2033-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                        | HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A                                                       | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4157000 | PA      | $4102188.29    | 0.01%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                     | ECHOSTAR CORP 10.75% 11/30/2029                                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    6224815 | PA      | $6255939.08    | 0.02%             | 2029-11-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| TORY BURCH                                                                        | TORY BURCH TERM B 1LN 04/16/2028                                                                        | CUSIP: 89148GAF7<br>LEI: 549300GGL74W33KY2650 | Long             | LON              | CORP              | US        |    3908036 | PA      | $3835463.33    | 0.01%             | 2028-04-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/41 #738885                                                                                | CUSIP: 3620AS2S7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      79986 | PA      | $76703.42      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 1999-17 PG 6% 4/29                                                                                  | CUSIP: 31359VSD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      19665 | PA      | $19941.38      | 0.00%             | 2029-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 4.889% 3/33 #847126                                                                            | CUSIP: 3128HD4K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        237 | PA      | $242.26        | 0.00%             | 2033-03-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS INC                                                            | GTT CMM TERM NEW $ HOLDCO 1LN 7/15/2031                                                                 | CUSIP: 36250LAX2<br>LEI: 549300ETSL7K1ZX05H30 | Long             | LON              | CORP              | US        |     854310 | PA      | $675972.95     | 0.00%             | 2031-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 04/15/2043#AE0545                                                                        | CUSIP: 36180STA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7200 | PA      | $6478.74       | 0.00%             | 2043-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 9/41 #Q03090                                                                                 | CUSIP: 3132GJC31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     242600 | PA      | $238762.83     | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 3% 11/01/2036#MA2804                                                                          | CUSIP: 31418CDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     197304 | PA      | $185038.40     | 0.00%             | 2036-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 06/01/2043#Q19747                                                                        | CUSIP: 3132JBHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29994 | PA      | $28377.33      | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                            | PLANET FITNESS MASTER ISSUER LLC 18-1A 3.858% 12/05/2049 144A                                           | CUSIP: 72703PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16899610 | PA      | $15970962.91   | 0.04%             | 2049-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC                                                                       | CHOBANI TERM B 1LN 10/25/2027                                                                           | CUSIP: 17026YAK5<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |    4466142 | PA      | $4476369.70    | 0.01%             | 2027-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 09/01/2043#Q21845                                                                        | CUSIP: 3132JPBN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      83448 | PA      | $78943.52      | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GOVERNMENT NAT MTG ASSN HECM TSFR1M+61.448 09/20/2064                                                   | CUSIP: 38375UQK9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1975721 | PA      | $1983340.20    | 0.01%             | 2064-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 2/37 #908771                                                                                 | CUSIP: 31411HT42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2406 | PA      | $2540.63       | 0.00%             | 2037-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 3/29 #323688                                                                                 | CUSIP: 31374TRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        355 | PA      | $361.42        | 0.00%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS BRANCH                                                     | BBVA BANCOMER SA TEXAS BRH 8.45%/VAR 06/29/2038 144A                                                    | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | EP               | CORP              | US        |     885000 | PA      | $922557.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | BANK OF AMERICA CORPORATION 3.705%/VAR 04/24/2028                                                       | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20736000 | PA      | $20384918.99   | 0.05%             | 2028-04-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BN28                                                                    | BANK 2020-BN28 1.844% 03/15/2063                                                                        | CUSIP: 06540YAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1473000 | PA      | $1264740.34    | 0.00%             | 2063-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 06/01/2051#FM7507                                                                        | CUSIP: 3140XBKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16767742 | PA      | $13904011.26   | 0.04%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 05/15/2036#652573                                                                        | CUSIP: 36292L6J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1015 | PA      | $1019.33       | 0.00%             | 2036-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                          | VISTRA OPERATIONS CO LLC 6.875% 04/15/2032 144A                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2621661.84    | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIEMAE 30YR 3.5% 07/47#BM3041                                                                        | CUSIP: 3140J7LX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     178187 | PA      | $161725.11     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 6% 07/01/2053#RA9383                                                                          | CUSIP: 3133KRM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4413806 | PA      | $4500419.89    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 03/01/2044#Q25265                                                                        | CUSIP: 3132M5QS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      65753 | PA      | $63961.51      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                                  | GALAXY PIPELINE ASSETS BIDCO LTD 2.16% 03/31/2034 144A                                                  | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    1312127 | PA      | $1150735.38    | 0.00%             | 2034-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 3/26 #339830                                                                                 | CUSIP: 31375NPP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        329 | PA      | $328.60        | 0.00%             | 2026-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 8/28 #480476                                                                                 | CUSIP: 36209SXD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        279 | PA      | $286.04        | 0.00%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMM 2018-HCLV MTG TR                                                             | COMM MORTGAGE TRUST 2018-HCLV G TSFR1M+520.234 069/15/2033                                              | CUSIP: 20048KAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     544000 | PA      | $9128.48       | 0.00%             | 2033-09-15      | Variable      | 0.10%                 | No            |                  3 | On Loan: No      |
| BX 2021-XL2                                                                       | BX TRUST 21-XL2 A TSFR1M+80.298 10/15/2036 144A                                                         | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     831050 | PA      | $830530.99     | 0.00%             | 2038-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2024-B                                                   | TOYOTA LEASE OWNER TRUST 2024-B A3 4.21% 09/20/2027 144A                                                | CUSIP: 891943AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16830000 | PA      | $16786543.26   | 0.04%             | 2027-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 01/01/2052#BU9788                                                                          | CUSIP: 3140MB2W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     425782 | PA      | $365849.29     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 10/29 #488767                                                                                | CUSIP: 36210C6C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        522 | PA      | $533.01        | 0.00%             | 2029-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                        | KAZMUNAYGAS NATIONAL CO JSC 5.75% 04/19/2047 144A                                                       | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     460000 | PA      | $385940.00     | 0.00%             | 2047-04-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/41 #783501                                                                                 | CUSIP: 36241L3J3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     442989 | PA      | $445065.55     | 0.00%             | 2041-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 05/01/2041#CB0469                                                                        | CUSIP: 3140QKQX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1122894 | PA      | $989397.75     | 0.00%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B36 MTG TR                                                         | BENCHMARK 2022-B36 MTG TR 2.5% 07/15/2055 144A                                                          | CUSIP: 08163QAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1259000 | PA      | $861804.89     | 0.00%             | 2055-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                     | CARNIVAL CORP 6.65% 01/15/2028                                                                          | CUSIP: 143658AH5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     450000 | PA      | $462459.15     | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                 | NEWELL BRANDS INC 6.625% 09/15/2029                                                                     | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1019856.58    | 0.00%             | 2029-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK OF AMER MERRILL LYNCH TR 2013-C12                               | MORGAN STANLEY BNK AML TR13-C12 4.94% 10/15/2046                                                        | CUSIP: 61762XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1299000 | PA      | $1181505.45    | 0.00%             | 2046-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 1.5% 11/25/2044                                                          | CUSIP: 3137F8N25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1760959 | PA      | $1507021.87    | 0.00%             | 2044-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PARK PL SECS INC                                                                  | PPSI 2005-WCH1 M4 TSFR1M+135.948 1/36                                                                   | CUSIP: 70069FFL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       5745 | PA      | $5736.79       | 0.00%             | 2036-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 07/01/2041#CB1076                                                                        | CUSIP: 3140QLFS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4229508 | PA      | $3718511.04    | 0.01%             | 2041-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIE MAE 4.5% 07/25/2048                                                                              | CUSIP: 3136BM7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    5873582 | PA      | $5772818.84    | 0.01%             | 2048-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2% 01/25/2040                                                            | CUSIP: 3137H2RD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    6393106 | PA      | $5590673.58    | 0.01%             | 2040-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-VLT6                                                                   | BX TR 2025-VLT6 E TSFR1M+319.073 03/15/2030 144A                                                        | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2906000 | PA      | $2884205.00    | 0.01%             | 2042-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                           | XPO INC 7.125% 06/01/2031 144A                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     940000 | PA      | $973245.92     | 0.00%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 12/01/2032#J38057                                                                          | CUSIP: 31307U5S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     371382 | PA      | $358884.92     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 8/35 #830779                                                                                 | CUSIP: 31407G6Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4262 | PA      | $4497.68       | 0.00%             | 2035-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE MLP                                                     | PLAINS ALL AMERN PIPELINE MLP FRN TSFR3M+437.161 PERP                                                   | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |   10303000 | PA      | $10232901.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 05/47#BM1277                                                                               | CUSIP: 3140J5M30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1965348 | PA      | $1838488.18    | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                           | TALEN ENERGY TERM B 1LN 12/13/2031                                                                      | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    1376550 | PA      | $1376329.75    | 0.00%             | 2031-12-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 02/01/2048#Q54192                                                                          | CUSIP: 3132XWUS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     119823 | PA      | $112159.78     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                               | AVANTOR FUNDING INC 3.875% 11/01/2029 144A                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1319705.98    | 0.00%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 10/01/2051#QC8300                                                                          | CUSIP: 3133ATGH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     129475 | PA      | $101515.97     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIATE INC                                                     | BCPE ULYSSES INTERMEDIATE INC PIK VAR 04/01/2027 144A                                                   | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3463000 | PA      | $3290192.84    | 0.01%             | 2027-04-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 2/28 #458859                                                                                 | CUSIP: 36208RWU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        236 | PA      | $237.58        | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 06/20/2046#AR3124                                                                          | CUSIP: 36192XPH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      69477 | PA      | $62571.77      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                 | MDGH GMTN RSC LTD 5.5% 04/28/2033 144A                                                                  | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     810000 | PA      | $831165.30     | 0.00%             | 2033-04-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                    | BANK 2017-BNK8 D 2.6% 11/15/2050                                                                        | CUSIP: 06650AAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1738000 | PA      | $900026.60     | 0.00%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 7/33 #594354                                                                                 | CUSIP: 36201VH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1215 | PA      | $1234.85       | 0.00%             | 2033-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 03/01/2041#AH7495                                                                        | CUSIP: 3138A9KH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22949 | PA      | $21798.35      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 03/01/2046#BM4548                                                                        | CUSIP: 3140J9BS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1380388 | PA      | $1357549.80    | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2% 11/25/2040                                                            | CUSIP: 3137H53G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    6552924 | PA      | $5636866.40    | 0.01%             | 2040-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                    | DEUTSCHE BANK AG NEW YORK BNCH 5.882%/VAR 07/08/2031                                                    | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10138335.00   | 0.03%             | 2031-07-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B14 MTG TR                                                         | BENCHMARK 2019-B14 MTG TR VAR 12/15/2062 144A                                                           | CUSIP: 08162YBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     719000 | PA      | $17536.99      | 0.00%             | 2062-12-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 07/01/2042#AB5542                                                                        | CUSIP: 31417CEQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     160857 | PA      | $145454.32     | 0.00%             | 2042-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                                   | CONSOLIDATED COMMUNICATIONS INC 5% 10/01/2028 144A                                                      | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1227235.80    | 0.00%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 08/01/2047#ZA4942                                                                        | CUSIP: 31329NP36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2638386 | PA      | $2401238.36    | 0.01%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 23-A                                                       | TESLA AUTO LEASE TRUST 23-A 5.89% 06/22/2026 144A                                                       | CUSIP: 88167PAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3572943 | PA      | $3577734.48    | 0.01%             | 2026-06-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAMB COML MTG TR 2019-LIFE                                                        | CAMB COML MTG TR 2019-LIFE TSFR1M+226.448 12/15/2037 144A                                               | CUSIP: 12482HAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4468000 | PA      | $4465207.50    | 0.01%             | 2037-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 9/39 #710839                                                                                 | CUSIP: 36297FV82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      78078 | PA      | $76775.97      | 0.00%             | 2039-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 4/35 #781905                                                                                 | CUSIP: 36241KDJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14483 | PA      | $14552.64      | 0.00%             | 2035-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                 | JAPAN TOBACCO INC 5.856% 06/15/2035 144A                                                                | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    2970000 | PA      | $3062254.35    | 0.01%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES                         | FNS 351 12 5.5% 4/34                                                                                    | CUSIP: 3136FCJB3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      10735 | PA      | $1640.30       | 0.00%             | 2034-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                               | NOVA CHEMICALS CORP 4.25% 05/15/2029 144A                                                               | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    3875000 | PA      | $3704633.69    | 0.01%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                            | JEFFERIES FIN LLC/JFIN 5% 08/15/2028 144A                                                               | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     680000 | PA      | $644203.85     | 0.00%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 3/41 #AH6783                                                                                 | CUSIP: 3138A8RD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7723 | PA      | $7364.30       | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                                               | SHRIRAM FINANCE LTD 6.625% 04/22/2027 144A                                                              | CUSIP: 82556FAA0<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    1235000 | PA      | $1236543.75    | 0.00%             | 2027-04-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/31 #520104                                                                                 | CUSIP: 36211QX97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        837 | PA      | $859.10        | 0.00%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                      | ROCKIES EXPRESS PIPELINE LLC 6.75% 03/15/2033 144A                                                      | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    3180000 | PA      | $3275231.46    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NATL MTG AS GTD RE PTT 4% 12/25/2044                                                            | CUSIP: 3136AUR94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     768764 | PA      | $761576.06     | 0.00%             | 2044-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 3.5% 05/01/2034#C91764                                                                        | CUSIP: 3128P75Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     248009 | PA      | $240481.77     | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                | ALLY FINL INC 5.75% 11/20/2025                                                                          | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   20763000 | PA      | $20798418.36   | 0.05%             | 2025-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 01/15/2047#AX5831                                                                          | CUSIP: 36196HPQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      78222 | PA      | $72464.61      | 0.00%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                            | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.5% 10/01/2031 144A                             | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $504002.50     | 0.00%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                                            | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+278.148 7 11/15/2038 144A                                 | CUSIP: 26863LAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3025478 | PA      | $3008460.09    | 0.01%             | 2038-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 MTG TR                                                                | BMO 2023-C7 B MTG TR CSTR 12/15/2056                                                                    | CUSIP: 05593FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2304856.62    | 0.01%             | 2056-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 5/34 #A23124                                                                                 | CUSIP: 31297APH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        684 | PA      | $688.88        | 0.00%             | 2034-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 11/28 #755971                                                                                | CUSIP: 31403R2C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        111 | PA      | $115.48        | 0.00%             | 2028-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/32 #576026                                                                                 | CUSIP: 36200X4K2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        308 | PA      | $317.72        | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                  | AMWINS GROUP INC 6.375% 02/15/2029 144A                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2099000.70    | 0.01%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                        | CARVANA CO 10.25% 05/01/2030 144A                                                                       | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     220000 | PA      | $235950.00     | 0.00%             | 2030-05-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/28 #466842                                                                                 | CUSIP: 36209BS74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        133 | PA      | $135.36        | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                              | ARAMARK TERM B8 1LN 6/22/2030                                                                           | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    2232055 | PA      | $2232524.05    | 0.01%             | 2030-06-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 03/01/2033#G16574                                                                          | CUSIP: 3128MFQ35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1182230 | PA      | $1141444.92    | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 04/01/2044#AV7161                                                                        | CUSIP: 3138XJ5X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67146 | PA      | $63529.77      | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 7/39 #692706                                                                                 | CUSIP: 36296JR31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      43868 | PA      | $43160.86      | 0.00%             | 2039-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2% 08/25/2040                                                            | CUSIP: 3137H2BS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    6036485 | PA      | $5219096.23    | 0.01%             | 2040-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 2/28 #436199                                                                                 | CUSIP: 36207MRU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         27 | PA      | $26.87         | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC            | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A           | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3815000 | PA      | $3711046.59    | 0.01%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 3832 PE 5% 3/41                                                                                     | CUSIP: 3137A7WV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     584155 | PA      | $585485.56     | 0.00%             | 2041-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 1% 08/15/2038                                                            | CUSIP: 3137FFWL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3827612 | PA      | $3620177.61    | 0.01%             | 2038-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 3/28 #251570                                                                                 | CUSIP: 31371GMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        198 | PA      | $203.71        | 0.00%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 10/35 #835556                                                                                | CUSIP: 31407NH97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7731 | PA      | $8158.96       | 0.00%             | 2035-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 4/42 #C03856                                                                                 | CUSIP: 31292LH99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     695799 | PA      | $662749.10     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 1/41 #AH2365                                                                                 | CUSIP: 3138A3TX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10596 | PA      | $10097.63      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                          | ACURIS FIN US/ACURIS FIN 9% 08/01/2029 144A                                                             | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2554554.90    | 0.01%             | 2029-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                       | AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A                                                        | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   14454000 | PA      | $14472312.78   | 0.04%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 11/01/2042#890500                                                                        | CUSIP: 31410LKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18970 | PA      | $18052.53      | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 10/35 #843693                                                                                | CUSIP: 31407XKE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6220 | PA      | $6502.30       | 0.00%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 08/01/2047#ZM3810                                                                        | CUSIP: 3131XXGT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     207551 | PA      | $188895.84     | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 3/41 #AH8776                                                                                 | CUSIP: 3138AAXE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1512 | PA      | $1498.61       | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Arc Falcon I Inc                                                                  | ARCLIN TERM B 1LN 09/30/2028                                                                            | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7248817 | PA      | $7245410.37    | 0.02%             | 2028-09-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC19 MTG TR                                                             | COMM 2015-LC19 MTG 2015-LC19 B TR 3.829% 02/10/2048                                                     | CUSIP: 200474BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     177000 | PA      | $174297.30     | 0.00%             | 2048-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.125% 03/31/2031                                                                             | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  302457000 | PA      | $303319474.28  | 0.78%             | 2031-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/32 #781584                                                                                 | CUSIP: 36225BXM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        299 | PA      | $307.64        | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                   | MOTABILITY OPERATIONS GRP PLC 3.625% 01/22/2033 REGS                                                    | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    3950000 | PA      | $4513119.73    | 0.01%             | 2033-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 12/01/2040#MA4204                                                                          | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15220 | PA      | $12952.12      | 0.00%             | 2040-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                                                 | MA'ADEN SUKUK LTD 5.25% 02/13/2030 144A                                                                 | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    2155000 | PA      | $2177853.78    | 0.01%             | 2030-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                        | COPT DEFENSE PROPERTIES LP 2.25% 03/15/2026                                                             | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    6484000 | PA      | $6348042.90    | 0.02%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 8/29 #252646                                                                                 | CUSIP: 31371HTB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         80 | PA      | $82.98         | 0.00%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 12/40 #932848                                                                                | CUSIP: 31412RL54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10043 | PA      | $9580.43       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                      | NISOURCE INC 5.8% 02/01/2042                                                                            | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    4036000 | PA      | $3879489.09    | 0.01%             | 2042-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 3/41 #738119                                                                                 | CUSIP: 3620ASAU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13299 | PA      | $13358.67      | 0.00%             | 2041-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDCO OAK TREE PTE LTD                                                            | MEDCO OAK TREE PTE LTD 7.375% 05/14/2026 144A                                                           | CUSIP: 58405FAA3<br>LEI: 254900AU06KP3JTGZL51 | Long             | DBT              | CORP              | SG        |     288000 | PA      | $291600.00     | 0.00%             | 2026-05-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 10/01/2051#RA6010                                                                        | CUSIP: 3133KMVB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3354332 | PA      | $3011951.18    | 0.01%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 12/01/2051#CB2460                                                                          | CUSIP: 3140QMWW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     671658 | PA      | $626886.40     | 0.00%             | 2051-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST                                                 | NATIONAL STORAGE AFFILIATES SER A 6% PFD PERP                                                           | CUSIP: 637870205<br>LEI: 529900FS06O8GOYNR108 | Long             | EP               | CORP              | US        |      12600 | NS      | $295092.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 12/20/2043#MA1521                                                                          | CUSIP: 36179NVN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      43354 | PA      | $39793.11      | 0.00%             | 2043-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 03/01/2051#FM6560                                                                          | CUSIP: 3140XAJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97430 | PA      | $76421.63      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                          | ELANCO ANIMAL HEALTH TERM B 1LN 08/01/2027                                                              | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    3172471 | PA      | $3167173.01    | 0.01%             | 2027-08-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 01/01/2033#J38387                                                                          | CUSIP: 31307VJ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     306433 | PA      | $295166.92     | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                      | MEXICO UNITED MEXICAN STATES 3.75% 01/11/2028                                                           | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2265000 | PA      | $2214320.63    | 0.01%             | 2028-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 2/33 #693335                                                                                 | CUSIP: 31400PHL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1644 | PA      | $1740.96       | 0.00%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                          | QATAR ST 4.817% 03/14/2049 144A                                                                         | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    3480000 | PA      | $3090240.00    | 0.01%             | 2049-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 05/01/2045#G61807                                                                          | CUSIP: 31335CAG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1467401 | PA      | $1399322.40    | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.0% 05/20/2042#MA0087                                                                          | CUSIP: 36179MCY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20319 | PA      | $18442.13      | 0.00%             | 2042-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF BENIN                                                                 | REPUBLIC OF BENIN 8.375% 01/23/2041 144A                                                                | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     430000 | PA      | $398218.70     | 0.00%             | 2041-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 02/35#BO9279                                                                             | CUSIP: 3140K5JZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     846008 | PA      | $789032.84     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                                      | COTIVITI TERM B 1LN 5/1/2031                                                                            | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    7702394 | PA      | $7659107.04    | 0.02%             | 2031-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 7/32 #545759                                                                                 | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43131 | PA      | $44816.34      | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 03/01/2052#RA6987                                                                        | CUSIP: 3133KNXQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4941833 | PA      | $4426758.14    | 0.01%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2022-C16                                                             | BBCMS MTG TR 2022-C16 4.512% 06/15/2055                                                                 | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3210000 | PA      | $3127074.14    | 0.01%             | 2055-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 12/01/2051#QD3432                                                                          | CUSIP: 3133B0Y56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     917195 | PA      | $720281.01     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6.5% 03/01/2054#CB8113                                                                        | CUSIP: 3140QUAP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2554925 | PA      | $2625841.72    | 0.01%             | 2054-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                               | ACRISURE LLC / ACRISURE FINANCE INC 7.5% 11/06/2030 144A                                                | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1093707.00    | 0.00%             | 2030-11-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STWD TR 2021-LIH                                                                  | STWD TR 2021-LIH TSFR1M+424.7 11/15/2036 144A                                                           | CUSIP: 78486EAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     525000 | PA      | $516228.20     | 0.00%             | 2036-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ARES TR 2025-IND3                                                                 | ARES TR 2025-IND3 E TSFR1M+355 04/15/2027 144A                                                          | CUSIP: 039955AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1556000 | PA      | $1547175.30    | 0.00%             | 2042-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ENERGY TRANSFER LP 3.75% 05/15/2030                                                                     | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   18703000 | PA      | $17695810.53   | 0.05%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 10/01/2052#CB4893                                                                          | CUSIP: 3140QQNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5158137 | PA      | $5052755.64    | 0.01%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2947 XZ 6% 3/35                                                                                     | CUSIP: 31395RA81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     233984 | PA      | $239527.01     | 0.00%             | 2035-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 4.5% 04/20/2053#MA8799                                                                          | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9161628 | PA      | $8685385.05    | 0.02%             | 2053-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP 3.5% 01/15/2027                                                                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1973000 | PA      | $1911623.92    | 0.00%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 8/30 #567034                                                                                 | CUSIP: 31386L4T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10794 | PA      | $11063.79      | 0.00%             | 2030-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 10/39 #AC0435                                                                                | CUSIP: 31417JPV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20076 | PA      | $19731.97      | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORAL-US CO-BORROWER LLC                                                          | CABLE and WIRELESS TERM B7 1LN 2/2/2032                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    6532000 | PA      | $6454465.16    | 0.02%             | 2032-02-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-VLT5                                                          | BX COML MTG TR 2024-VLT5 E CSTR 11/13/2046 144A                                                         | CUSIP: 05614JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6680000 | PA      | $6946548.70    | 0.02%             | 2046-11-13      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TABERNA PFD FDG VI LTD / INC                                                      | TBRNA 2006-6A F1 TSFR3M+476.161 12/36                                                                   | CUSIP: 87331AAL8<br>LEI: BUHFNQJBNOAUZ24NY591 | Long             | ABS-CBDO         | CORP              | KY        |     986953 | PA      | $0.10          | 0.00%             | 2036-12-05      | Variable      | 0.09%                 | No            |                  3 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 06/01/2053#SD3196                                                                          | CUSIP: 3132DQRR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4281482 | PA      | $4223445.80    | 0.01%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 12/01/2032#SB0030                                                                          | CUSIP: 3132CWA79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1059443 | PA      | $1026664.48    | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                           | CORPORACION NACIONAL DEL COBRE DE CHILE 3.7% 01/30/2050 144A                                            | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3820000 | PA      | $2505920.00    | 0.01%             | 2050-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 9/28 #483639                                                                                 | CUSIP: 36209WHQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         61 | PA      | $61.50         | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 3119 PO 0 2/36                                                                                      | CUSIP: 31396HSG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     133064 | PA      | $108965.09     | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                           | TGS ASA 8.5% 01/15/2030 144A                                                                            | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |    2350000 | PA      | $2391125.00    | 0.01%             | 2030-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                               | SCIH SALT HLDGS INC 6.625% 05/01/2029 144A                                                              | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2325218.85    | 0.01%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 2/40 #735366                                                                                 | CUSIP: 3620AN6B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15103 | PA      | $14863.80      | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 02/01/2041#AH4493                                                                        | CUSIP: 3138A57F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71672 | PA      | $70284.16      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                | BX TRUST 2025-ROIC C TSFR1M+169 03/15/2030 144A                                                         | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13843000 | PA      | $13600747.50   | 0.03%             | 2030-03-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                           | WESTERN GAS PARTNERS LP 4.75% 08/15/2028                                                                | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    3701000 | PA      | $3675475.54    | 0.01%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 5.65% 7/37 #942609                                                                             | CUSIP: 31413DVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13779 | PA      | $14298.98      | 0.00%             | 2037-07-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                               | REPUBLIC OF ARMENIA 6.75% 03/12/2035 144A                                                               | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    1730000 | PA      | $1647662.73    | 0.00%             | 2035-03-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 3.50% 9/42 #AL2537                                                                                 | CUSIP: 3138EJZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     261620 | PA      | $241952.01     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                          | FORD MTR CR CO LLC FRN SOFR+295 03/06/2026                                                              | CUSIP: 345397C50<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2507116.21    | 0.01%             | 2026-03-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-VLT5                                                          | BX COML MTG TR 2024-VLT5 VAR 11/13/2046 144A                                                            | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2095000 | PA      | $2075507.49    | 0.01%             | 2046-11-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CONNECTWISE LLC                                                                   | CONNECTWISE TERM B 1LN 9/29/2028                                                                        | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3213699 | PA      | $3217716.39    | 0.01%             | 2028-09-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 11/01/2032#BJ3109                                                                        | CUSIP: 3140H4N34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85752 | PA      | $81576.89      | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                          | BUILDERS FIRSTSOURCE INC 6.75% 05/15/2035 144A                                                          | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    5790000 | PA      | $5822944.87    | 0.01%             | 2035-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHROMALLOY CORP                                                                   | CHROMALLOY TERM B 1LN 3/27/2031                                                                         | CUSIP: 17110EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2184607 | PA      | $2174077.11    | 0.01%             | 2031-03-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                 | JORDAN KINGDOM OF 7.375% 10/10/2047 144A                                                                | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     640000 | PA      | $551360.00     | 0.00%             | 2047-10-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.0% 07/01/2045#Q34759                                                                        | CUSIP: 3132QRJD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     113612 | PA      | $100431.47     | 0.00%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.00% 1/28 #459649                                                                                 | CUSIP: 36208STE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        441 | PA      | $447.90        | 0.00%             | 2028-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNR 2011-H17 FA TSFR1M+64.448 6/61                                                                      | CUSIP: 38375BML3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     130523 | PA      | $131061.59     | 0.00%             | 2061-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                    | CITI SWAP PAY 4.03 04/25/30                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |   19800000 | NC      | $815499.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 10/39 #G08368                                                                                | CUSIP: 3128MJMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13985 | PA      | $13783.33      | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 05/01/2043#Q18481                                                                        | CUSIP: 3132J92P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      70504 | PA      | $66754.29      | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLUEBERRY PARK CLO LTD                                                            | BLUEBERRY PARK CLO LTD A TSFR3M+135 10/20/2037 144A                                                     | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   30827000 | PA      | $30793737.67   | 0.08%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 10/01/2031#AS8010                                                                        | CUSIP: 3138WH3U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1870579 | PA      | $1792448.51    | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 8/27 #251115                                                                                 | CUSIP: 31371F3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         10 | PA      | $10.50         | 0.00%             | 2027-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 10/40#004832                                                                               | CUSIP: 36202FLM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17239 | PA      | $16010.61      | 0.00%             | 2040-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 12/38 #782495                                                                                | CUSIP: 36241KXY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        826 | PA      | $841.92        | 0.00%             | 2038-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 11/01/2052#BX2554                                                                          | CUSIP: 3140N6ZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     151645 | PA      | $147741.18     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2% 11/25/2047                                                            | CUSIP: 3136BFP49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3238636 | PA      | $2862513.77    | 0.01%             | 2047-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 6.29% 3/36 #1G1852                                                                             | CUSIP: 3128QSBV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22810 | PA      | $23388.09      | 0.00%             | 2036-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK44                                                                   | BANK 2022-BNK44 5.745654% 11/15/2055                                                                    | CUSIP: 06540KAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1097000 | PA      | $1116491.93    | 0.00%             | 2055-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                                                            | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   33177000 | PA      | $32539889.13   | 0.08%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 2/44 #AG9361                                                                                 | CUSIP: 36182EMJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     112314 | PA      | $103290.09     | 0.00%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                      | HUDSON PAC PPTYS LP 4.65% 04/01/2029                                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   27154000 | PA      | $19651002.23   | 0.05%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2% 08/35#MA4095                                                                               | CUSIP: 31418DRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5647508 | PA      | $5149322.59    | 0.01%             | 2035-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                   | ANGOLA REPUBLIC 8.75% 04/14/2032 144A                                                                   | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     795000 | PA      | $654133.95     | 0.00%             | 2032-04-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                     | DISH DBS CORP 7.375% 07/01/2028                                                                         | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1153888.19    | 0.00%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 1/42 #AJ8222                                                                                 | CUSIP: 3138E1D46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12184 | PA      | $11548.43      | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 11/01/2034#799632                                                                        | CUSIP: 31405ULM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13389 | PA      | $13235.59      | 0.00%             | 2034-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2012-149 DA 1.75% 01/25/2043                                             | CUSIP: 3136AA4A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     892276 | PA      | $826250.97     | 0.00%             | 2043-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/28 #469552                                                                                 | CUSIP: 36209ETH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        412 | PA      | $414.61        | 0.00%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                             | CPI PROPERTY GROUP SA 1.5% 01/27/2031 REGS                                                              | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |    1600000 | PA      | $1458644.49    | 0.00%             | 2031-01-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 5210 AB 3% 01/25/2042                                                    | CUSIP: 3137H6W84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    4048403 | PA      | $3754549.22    | 0.01%             | 2042-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 03/01/2051#SD8134                                                                          | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29699759 | PA      | $23249218.17   | 0.06%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 10/29 #252805                                                                                | CUSIP: 31371HYA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        185 | PA      | $193.31        | 0.00%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 6.5% 11/31 #003161                                                                              | CUSIP: 36202DQN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1275 | PA      | $1313.15       | 0.00%             | 2031-11-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#738412                                                                        | CUSIP: 31402UKZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17057 | PA      | $16881.67      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 9/25 #245463                                                                                 | CUSIP: 36219CTU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         13 | PA      | $12.59         | 0.00%             | 2025-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 6.95% 01/28/2060                                                                    | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   24897000 | PA      | $16822902.90   | 0.04%             | 2060-01-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS AMER 2019-1 TR                                                      | HOME PARTNERS AMER 2019-1 TR 3.604% 09/17/2039 144A                                                     | CUSIP: 43731QAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     543435 | PA      | $512740.46     | 0.00%             | 2039-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 11/32 #781548                                                                                | CUSIP: 36225BWH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        344 | PA      | $352.95        | 0.00%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 8/40 #737311                                                                                 | CUSIP: 3620ARDQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      48661 | PA      | $48883.56      | 0.00%             | 2040-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP                                                                      | SANDISK TERM B 1LN 2/20/2032                                                                            | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12770000 | PA      | $12578450.00   | 0.03%             | 2032-02-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 11/01/2041#890489                                                                        | CUSIP: 31410LKA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10492 | PA      | $10314.36      | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                               | MSCS SWAP CY873248 04/17/65 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     720000 | NC      | $122759.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2% 06/01/2055 #TBA                                                                              | CUSIP: 21H020667<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -167250000 | PA      | $-134373098.85 | -0.35%            | 2055-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 5/41 #Q00753                                                                                 | CUSIP: 3132GDZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      55173 | PA      | $54219.07      | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                    | BRAZIL FEDERATIVE REPUBLIC OF 7.125% 05/13/2054                                                         | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1435000 | PA      | $1328810.00    | 0.00%             | 2054-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                    | CITI SWAP REC 4.01 12/20/29                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |   16000000 | NC      | $581272.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 08/01/40#A93534                                                                            | CUSIP: 3129414T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1720 | PA      | $1641.67       | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 07/01/2051#QC3699                                                                        | CUSIP: 3133ANDC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8012150 | PA      | $6626243.94    | 0.02%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NXPT COML MTG TR                                                                  | NXPT COML MTG TR 6.92673% 11/05/2041 144A                                                               | CUSIP: 67119YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7107000 | PA      | $7208158.91    | 0.02%             | 2041-11-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AJAX MTG LN TR 2021-E                                                             | AJAX MTG LN TR 2021-E 1.74% 12/25/2060 144A                                                             | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9640824 | PA      | $8316774.04    | 0.02%             | 2060-12-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/32 #563581                                                                                 | CUSIP: 36213TCS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        142 | PA      | $145.79        | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                      | MEXICO UNITED MEXICAN STATES 6.338% 05/04/2053                                                          | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1260000 | PA      | $1106280.00    | 0.00%             | 2053-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                 | ILIAD HOLDING SAS 7% 04/15/2032 144A                                                                    | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    2975000 | PA      | $2994124.85    | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUPPLYONE INC                                                                     | SUPPLYONE TERM B 1LN 4/19/2031                                                                          | CUSIP: 86859CAN4<br>LEI: MPDV78HPQUU2Y5NDOP54 | Long             | LON              | CORP              | US        |     945450 | PA      | $947615.08     | 0.00%             | 2031-04-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 11/01/2051#MA4465                                                                          | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1043995 | PA      | $814311.58     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                 | HSBC HOLDINGS 7.05%/VAR PERP                                                                            | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2345000 | PA      | $2345212.20    | 0.01%             | 2199-12-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 2/41 #A97040                                                                                 | CUSIP: 312945ZD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2390 | PA      | $2281.80       | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                               | MSCS SWAP CY873248 04/17/65 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     880000 | NC      | $150039.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.50% 9/34 #574764                                                                                 | CUSIP: 36200WQR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6032 | PA      | $6233.26       | 0.00%             | 2034-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 9/31 #622547                                                                                 | CUSIP: 31389DTC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2747 | PA      | $2871.97       | 0.00%             | 2031-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 11/01/2042#AQ2116                                                                        | CUSIP: 3138MHK69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18332 | PA      | $16530.77      | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-B39 C MTG TR                                                       | BENCHMARK 2023-B39 C MTG TR 6.79412% 07/15/2056                                                         | CUSIP: 081925AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1638000 | PA      | $1656095.64    | 0.00%             | 2056-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 5.5% 12/20/2054#MB0092                                                                          | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15075896 | PA      | $14980809.76   | 0.04%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                     | BMP 2024-MF23 C TSFR1M+194.113 06/15/2041 144A                                                          | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6167000 | PA      | $6170854.38    | 0.02%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LIMETREE BAY CAYMAN, LTD.                                                         | LIMETREE BAY CAYMAN LTD                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        809 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RMF BUYOUT ISSUANCE TRUST 2021                                                    | RMF BUYOUT ISSUANCE TRUST 2021 1.268% 11/25/2031 144A                                                   | CUSIP: 74969TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     227743 | PA      | $226937.44     | 0.00%             | 2031-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                                 | COPELAND TERM B 1LN 8/4/2031                                                                            | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    1905425 | PA      | $1894716.51    | 0.00%             | 2031-08-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                             | JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   89633000 | PA      | $87372160.85   | 0.22%             | 2033-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                               | SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A                                                              | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    6761000 | PA      | $2011397.50    | 0.01%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2018-H4                                            | MORGAN STANLEY CAPITAL I TRUST 2018-H4 4.31% 12/15/2051                                                 | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7706000 | PA      | $7573257.99    | 0.02%             | 2051-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | BOAM SWAP PAY 3.95 04/29/30                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   28110000 | NC      | $1200395.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 22-56 FJ SOFR30A+80 09/25/2052                                           | CUSIP: 3136BNY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   21712648 | PA      | $21053249.85   | 0.05%             | 2052-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 9/41 #Q03358                                                                                 | CUSIP: 3132GJMF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97618 | PA      | $93118.58      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 7/41 #AL0913                                                                                 | CUSIP: 3138EHAP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     234682 | PA      | $246158.43     | 0.00%             | 2041-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORCHARD PARK CLO LTD                                                              | ORCHARD PARK CLO LTD E TSFR3M+560 10/20/2037 144A                                                       | CUSIP: 68563KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     285000 | PA      | $287665.32     | 0.00%             | 2037-10-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 11/01/2051#RA6302                                                                          | CUSIP: 3133KNAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10698007 | PA      | $8407919.74    | 0.02%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                    | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3704                                                                  | CUSIP: 3142GUDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3700330 | PA      | $3853630.35    | 0.01%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4% 01/46#MA3455                                                                                 | CUSIP: 36179RZU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      91668 | PA      | $85750.49      | 0.00%             | 2046-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 01/01/2041#A96051                                                                        | CUSIP: 312944WL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1067464 | PA      | $1051017.14    | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 02/01/2052#QD7476                                                                          | CUSIP: 3133B5JV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5648494 | PA      | $4831349.01    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 06/15/2043#740830                                                                        | CUSIP: 3620AVA77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      52151 | PA      | $48156.07      | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 11/25 #418755                                                                                | CUSIP: 36206RE44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         25 | PA      | $25.33         | 0.00%             | 2025-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 23-2                                               | MSWF COMMERCIAL MORTGAGE TRUST 23-2 D 4% 12/15/2056                                                     | CUSIP: 55361AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     369000 | PA      | $278764.52     | 0.00%             | 2056-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                         | INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032                                              | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   16951000 | PA      | $15791215.12   | 0.04%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                            | BX COMMERCIAL MORTGAGE TRUST 2021-VINO F TSFR1M+291.681 82 05/15/2038 144A                              | CUSIP: 05608KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1395187.49    | 0.00%             | 2038-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/32 #581769                                                                                 | CUSIP: 36201FJN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2167 | PA      | $2237.59       | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                             | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   24460000 | PA      | $24814872.77   | 0.06%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                          | VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A                                                          | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $3631657.51    | 0.01%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                                | REDFIN CORP CONV 0.5% 04/01/2027                                                                        | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    7897000 | PA      | $7018853.60    | 0.02%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 6/28 #251822                                                                                 | CUSIP: 31371GVP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        536 | PA      | $551.83        | 0.00%             | 2028-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                    | BRANDYWINE OPER PARTNERSHIP LP 4.55% 10/01/2029                                                         | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   15790000 | PA      | $14512510.05   | 0.04%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 07/01/2043#Q20358                                                                        | CUSIP: 3132JMMF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36602 | PA      | $34598.28      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTAIN HOLDINGS GIBRALTAR LTD                                                     | ENTAIN TERM B4 1LN 3/29/2027                                                                            | CUSIP: N/A<br>LEI: 213800ATWJIEYQ8NF838       | Long             | LON              | CORP              | GI        |    1828750 | PA      | $1831895.45    | 0.00%             | 2027-03-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 07/51#BQ1010                                                                               | CUSIP: 3140KLDQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1374849 | PA      | $1081399.27    | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP                                   | LADDER CAP FIN HLDGS LLLP/CORP 4.75% 06/15/2029 144A                                                    | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1840570.28    | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                             | BX COMMERCIAL MORTGAGE TRUST 2019-IMC C TSFR1M+171.448 04/15/2034 144A                                  | CUSIP: 05608BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7490000 | PA      | $7358925.00    | 0.02%             | 2034-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 11/39 #726916                                                                                | CUSIP: 3620ADSD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      26914 | PA      | $26448.67      | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                      | NNN REIT INC 5.6% 10/15/2033                                                                            | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    2219000 | PA      | $2250018.40    | 0.01%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 6% 07/01/2055 #TBA                                                                            | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   68725000 | PA      | $69326350.62   | 0.18%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 2/40 #737007                                                                                 | CUSIP: 3620AQYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      52493 | PA      | $51638.09      | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 8/40 #743877                                                                                 | CUSIP: 3620AYM29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4323 | PA      | $4242.65       | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                                                     | WESTERN ALLIANCE BANCORPORATN 3%/VAR 06/15/2031                                                         | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    4737000 | PA      | $4373387.88    | 0.01%             | 2031-06-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                  | TKC HOLDINGS INC 10.5% 05/15/2029 144A                                                                  | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4751000 | PA      | $4884085.01    | 0.01%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2003-21 SK SOFR30A+798.552 3/33                                                                     | CUSIP: 31392JY37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       6034 | PA      | $621.72        | 0.00%             | 2033-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 07/01/2051#FS5871                                                                          | CUSIP: 3140XMQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57418 | PA      | $44983.22      | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 06/01/2053#CB6471                                                                        | CUSIP: 3140QSFM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47488 | PA      | $44899.22      | 0.00%             | 2053-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 02/01/2048#Q54449                                                                        | CUSIP: 3132XW5K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6424 | PA      | $5763.48       | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUXEMBOURG NOTES SARL                                             | TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A                                              | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    1800000 | PA      | $1773000.00    | 0.00%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                               | COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A                                              | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2975000 | PA      | $2988971.22    | 0.01%             | 2043-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                                 | WASTE PRO USA INC 7% 02/01/2033 144A                                                                    | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2153190.90    | 0.01%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 6% 07/01/2055 #TBA                                                                            | CUSIP: 01F060675<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -68725000 | PA      | $-69326350.62  | -0.18%            | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                             | BERMUDA GOVERNMENT OF 2.375% 08/20/2030 144A                                                            | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     385000 | PA      | $335342.70     | 0.00%             | 2030-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 05/01/2045#Q33347                                                                        | CUSIP: 3132QPWH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      67024 | PA      | $61100.94      | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                | UKRAINE GOVERNMENT STEP 02/01/2034 144A                                                                 | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2515444 | PA      | $1226278.95    | 0.00%             | 2034-02-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 8/27 #455273                                                                                 | CUSIP: 36208MXA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        137 | PA      | $138.77        | 0.00%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                 | NEXSTAR BROADCASTING TERM B4 1LN 9/18/2026                                                              | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    2125844 | PA      | $2125099.83    | 0.01%             | 2026-09-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CONE TR 2024-DFW1                                                                 | CONE TR 2024-DFW1 E TSFR1M+388.79 08/15/2026 144A                                                       | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3053000 | PA      | $3029470.83    | 0.01%             | 2041-08-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 1/27 #256630                                                                                 | CUSIP: 31371NA70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        884 | PA      | $889.38        | 0.00%             | 2027-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                          | LIBERTY MUTUAL GROUP INC 4.569% 02/01/2029 144A                                                         | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    8055000 | PA      | $7984124.70    | 0.02%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                           | WESTERN GAS PARTNERS LP STEP 02/01/2030                                                                 | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $18062055.12   | 0.05%             | 2030-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                        | HESS MIDSTREAM PARTNERS LP 5.5% 10/15/2030 144A                                                         | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     850000 | PA      | $840403.53     | 0.00%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 03/01/2043#AR9089                                                                        | CUSIP: 3138W7C36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     267174 | PA      | $241011.37     | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 11/01/2052#QF3572                                                                          | CUSIP: 3133BQ6H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60495 | PA      | $58920.25      | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 08/01/2052#SD4527                                                                          | CUSIP: 3132DSA44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      57473 | PA      | $44774.76      | 0.00%             | 2052-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | FX Forward: USD/GBP settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17429.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 21 LTD/LLC                                              | GOLDENTREE LN MGMT US CLO 21 LTD/LLC DJ TSFR3M+425 07/20/2037 144A                                      | CUSIP: 38139AAQ4<br>LEI: 9845004E2AE056868254 | Long             | ABS-CBDO         | CORP              | JE        |     390000 | PA      | $391135.29     | 0.00%             | 2037-07-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                 | HEALTHPEAK OP LLC 3.5% 07/15/2029                                                                       | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    2351000 | PA      | $2241810.74    | 0.01%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.00% 2/29 #C22365                                                                                 | CUSIP: 31293KTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         93 | PA      | $94.68         | 0.00%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 05/01/2040#V81750                                                                        | CUSIP: 3132L65K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     949078 | PA      | $886358.45     | 0.00%             | 2040-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                     | GOLDEN NUGGET TERM 1LN 01/27/2029                                                                       | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   31124534 | PA      | $30923469.69   | 0.08%             | 2029-01-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                         | MYLAN INC 4.55% 04/15/2028                                                                              | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   13507000 | PA      | $13213664.56   | 0.03%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD                                       | AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A                                      | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16844568 | PA      | $16960648.81   | 0.04%             | 2049-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                           | EL SALVADOR REPUBLIC OF 9.25% 04/17/2030 144A                                                           | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    1055000 | PA      | $1102540.94    | 0.00%             | 2030-04-17      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 3.50% 10/40 #AB1611                                                                                | CUSIP: 31416WYH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19054 | PA      | $17766.56      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 3% 06/01/2055 #TBA                                                                            | CUSIP: 01F030660<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -39300000 | PA      | $-33454105.35  | -0.09%            | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                             | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+121.308 21 10/15/2036 144A                                 | CUSIP: 05609PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6475000 | PA      | $6430484.38    | 0.02%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 02/01/2041#                                                                                | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16220 | PA      | $13772.28      | 0.00%             | 2041-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 11/41 #748278                                                                                | CUSIP: 3620C4JX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9299 | PA      | $8899.33       | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 1/41 #759100                                                                                 | CUSIP: 36230UDD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11830 | PA      | $11034.52      | 0.00%             | 2041-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                  | ISRAEL STATE OF 3.375% 01/15/2050                                                                       | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2760000 | PA      | $1708992.00    | 0.00%             | 2050-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050                                                  | CUSIP: 3137H4N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   13904068 | PA      | $11913436.34   | 0.03%             | 2050-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COSAN LUXEMBOURG SA                                                               | COSAN LUXEMBOURG SA 7.25% 06/27/2031 144A                                                               | CUSIP: 22112EAE8<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | LU        |    1655000 | PA      | $1706718.75    | 0.00%             | 2031-06-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 7/40 #674064                                                                                 | CUSIP: 36295LZ53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16810 | PA      | $16888.43      | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OAK HILL CREDIT PARTNERS                                                          | OAK HILL CREDIT PARTNERS AR TSFR3M+135 07/20/2037 144A                                                  | CUSIP: 67116CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   38437000 | PA      | $38518178.94   | 0.10%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VASA TR 2021-VASA                                                                 | VASA TR 2021-VASA G TSFR1M+511.448 04/15/2060 144A                                                      | CUSIP: 92230AAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     315000 | PA      | $213468.22     | 0.00%             | 2039-07-15      | Variable      | 0.09%                 | No            |                  3 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 12/28 #781277                                                                                | CUSIP: 36225BM21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         86 | PA      | $87.18         | 0.00%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                    | CONSOLIDATED ENERGY FINANCE SA 5.625% 10/15/2028 144A                                                   | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     740000 | PA      | $597433.60     | 0.00%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1                                            | MORGAN STANLEY CAPITAL I TRUST 2017-H1 4.281% 06/15/2050                                                | CUSIP: 61691JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1985000 | PA      | $1851368.81    | 0.00%             | 2050-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                    | OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028                                                         | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   18782000 | PA      | $18794562.53   | 0.05%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LASERSHIP INC                                                                     | LASERSHIP TERM E 1LN 08/10/2029                                                                         | CUSIP: 51809EAQ8<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |     368414 | PA      | $114208.40     | 0.00%             | 2029-08-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 02/01/2033#MA3283                                                                          | CUSIP: 31418CUH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2474239 | PA      | $2385582.61    | 0.01%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                           | WESTERN GAS PARTNERS LP 4.65% 07/01/2026                                                                | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    5039000 | PA      | $5024921.29    | 0.01%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 05/01/2041#AI0287                                                                        | CUSIP: 3138ADJ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11206 | PA      | $11259.62      | 0.00%             | 2041-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                   | CANO HEALTH LLC                                                                                         | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |     196812 | NS      | $2485735.56    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2.5% 01/01/2042#RB5142                                                                        | CUSIP: 3133KYWB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4771403 | PA      | $4163583.17    | 0.01%             | 2042-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 4/33 #611489                                                                                 | CUSIP: 36202WKA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2372 | PA      | $2381.68       | 0.00%             | 2033-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 1/28 #251410                                                                                 | CUSIP: 31371GGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        297 | PA      | $303.66        | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                        | KAZMUNAYGAS NATIONAL CO JSC 3.5% 04/14/2033 144A                                                        | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    1415000 | PA      | $1188161.35    | 0.00%             | 2033-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                               | AVANTOR FUNDING INC 4.625% 07/15/2028 144A                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    1177000 | PA      | $1147125.27    | 0.00%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HARBOURVEST PARTNERS LP                                                           | HARBOURVEST TERM B 1LN 4/18/2030                                                                        | CUSIP: 41165QAM9<br>LEI: 54930029KR62LTFQ8M21 | Long             | LON              | CORP              | US        |    3666481 | PA      | $3648148.59    | 0.01%             | 2030-04-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/28 #456151                                                                                 | CUSIP: 36208NWL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        263 | PA      | $264.20        | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS CO                                                                    | AMER SPORTS CO 6.75% 02/16/2031 144A                                                                    | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    4735000 | PA      | $4923052.42    | 0.01%             | 2031-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 3.5% 02/34#G30703                                                                             | CUSIP: 3132J4AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4096798 | PA      | $3984942.55    | 0.01%             | 2034-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2.5% 02/25/2046                                                          | CUSIP: 3136ARGN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    8765015 | PA      | $7464074.78    | 0.02%             | 2046-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 12/01/2032#BM5109                                                                          | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3034005 | PA      | $2940144.33    | 0.01%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                 | KENYA REPUBLIC OF 6.3% 01/23/2034 144A                                                                  | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     605000 | PA      | $481918.80     | 0.00%             | 2034-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                 | DISH NETWORK CORP 11.75% 11/15/2027 144A                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    3054000 | PA      | $3150845.39    | 0.01%             | 2027-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 09/01/2043#G60065                                                                          | CUSIP: 31335ACA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2256334 | PA      | $2158751.91    | 0.01%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROJECT SILVER 2019                                                               | SILVER AIRCRAFT LEASE INVT LTD 2019-1 A 3.967% 07/15/2044 144A                                          | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12034959 | PA      | $11614203.20   | 0.03%             | 2044-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.0% 03/01/2041#A97717                                                                        | CUSIP: 312946SE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1508 | PA      | $1509.92       | 0.00%             | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2017-C7                                                           | UBSCM 2017-C7 XA CSTR 12/50                                                                             | CUSIP: 90276WAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40525305 | PA      | $849418.51     | 0.00%             | 2050-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 01/01/2047#BD5294                                                                        | CUSIP: 3140FC3C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     205027 | PA      | $185701.01     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                        | J P MORGAN CHASE COML MTG SECS TR 2018-WPT CFX 4.95% 07/05/2023 144A                                    | CUSIP: 46645WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2322000 | PA      | $1771029.11    | 0.00%             | 2033-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                             | JPMORGAN CHASE and CO 5.572%/VAR 04/22/2036                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   29053000 | PA      | $29559083.50   | 0.08%             | 2036-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HUDSON YDS 2019-30HY MTG TR                                                       | HUDSON YDS 2019-30HY MTG TR E CSTR 07/10/2039 144A                                                      | CUSIP: 44421GAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     861000 | PA      | $764749.33     | 0.00%             | 2039-07-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 08/01/2052#SD4717                                                                          | CUSIP: 3132DSG22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3252386 | PA      | $2536847.47    | 0.01%             | 2052-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 6/41 #738429                                                                                 | CUSIP: 3620ASLJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27774 | PA      | $27899.46      | 0.00%             | 2041-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 05/01/2051#SD8146                                                                          | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29816654 | PA      | $23322088.46   | 0.06%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/28 #471517                                                                                 | CUSIP: 36209GYN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         28 | PA      | $28.19         | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | CAPITAL ONE FINANCIAL CORP 5.247%/VAR 07/26/2030                                                        | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   35910000 | PA      | $36235618.95   | 0.09%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT INC                                                                  | RESTAURANT TECHNOLOGIES TERM INCR B 1LN 4/2/2029                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    5346600 | PA      | $5034770.25    | 0.01%             | 2029-04-02      | Variable      | 0.09%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/01/2040#AE7376                                                                          | CUSIP: 31419JFS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32853 | PA      | $31309.69      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 8/32 #656362                                                                                 | CUSIP: 31390UFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2589 | PA      | $2733.90       | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 04/01/2049#BN9936                                                                        | CUSIP: 3140JTBE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53942 | PA      | $54547.59      | 0.00%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                | CLEAR CHANNEL OUTDOOR HOLDINGS INC 9% 09/15/2028 144A                                                   | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    3180000 | PA      | $3330534.84    | 0.01%             | 2028-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| KOSMOS ENERGY LTD                                                                 | KOSMOS ENERGY LTD 8.75% 10/01/2031 144A                                                                 | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    5680000 | PA      | $4317992.80    | 0.01%             | 2031-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| KODIAK BP LLC                                                                     | KODIAK TERM B 1LN 12/4/2031                                                                             | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |    4685000 | PA      | $4440724.10    | 0.01%             | 2031-12-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 04/01/2036#MA4302                                                                        | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1965804 | PA      | $1731372.70    | 0.00%             | 2036-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 2/1/43 #Q15635                                                                             | CUSIP: 3132J6V50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29492 | PA      | $26425.07      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 4% 08/15/2041                                                            | CUSIP: 3137BLFH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     207880 | PA      | $206982.96     | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 04/01/2046#Q40085                                                                        | CUSIP: 3132WDCX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2246923 | PA      | $2046244.06    | 0.01%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 6/41 #Q01208                                                                                 | CUSIP: 3132GEKV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36032 | PA      | $35508.30      | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 02/01/2042#BU1292                                                                          | CUSIP: 3140M2NJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3998232 | PA      | $3363765.40    | 0.01%             | 2042-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 7/35 #834769                                                                                 | CUSIP: 31407MMS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        649 | PA      | $675.53        | 0.00%             | 2035-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 03/15/2035#631185                                                                        | CUSIP: 36291LF26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10651 | PA      | $10702.75      | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC                                  | MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC A1 TSFR3M+117 04/15/2038 144A                          | CUSIP: 617921AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   27967000 | PA      | $27902592.00   | 0.07%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 02/01/2052#CB2765                                                                          | CUSIP: 3140QNCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7672430 | PA      | $6008439.67    | 0.02%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    2230000 | NC      | $380213.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 01/01/2052#FS0288                                                                          | CUSIP: 3140XFKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7611528 | PA      | $5977396.01    | 0.02%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 02/01/2052#FS0898                                                                          | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23390291 | PA      | $20097880.93   | 0.05%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6.5% 08/01/2032#                                                                              | CUSIP: 31283HS89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6591 | PA      | $6857.42       | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 07/01/2029#                                                                                | CUSIP: 31293S6F1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        126 | PA      | $129.26        | 0.00%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.375% 05/15/2033                                                                             | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  831000000 | PA      | $782276134.89  | 2.01%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10                                    | BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10 CSTR 06/15/2049                                          | CUSIP: 06054MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14603082 | PA      | $81073.39      | 0.00%             | 2049-07-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                           | SSE PLC 3.74%/VAR PERP REGS                                                                             | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EP               | CORP              | GB        |    3300000 | PA      | $4382129.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                             | ARGENTINA REPUBLIC OF STEP 01/09/2038                                                                   | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    6812281 | PA      | $4851025.30    | 0.01%             | 2038-01-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 7/40 #739706                                                                                 | CUSIP: 3620ATYB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24104 | PA      | $24214.46      | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                     | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                                      | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3065000 | PA      | $2861019.35    | 0.01%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                                | ARCHROCK PARTNERS LP / FIN CORP 6.625% 09/01/2032 144A                                                  | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2186440.50    | 0.01%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                        | CARVANA CO 4.875% 09/01/2029 144A                                                                       | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1397000 | PA      | $1243330.00    | 0.00%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 05/01/2048#BM3877                                                                          | CUSIP: 3140J8JX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     765127 | PA      | $714783.04     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR                                            | CD 2017-CD4 D 3.3% 05/10/2050 144A                                                                      | CUSIP: 12515DAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     312000 | PA      | $256858.02     | 0.00%             | 2050-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                            | YPF SA 8.25% 01/17/2034 144A                                                                            | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     945000 | PA      | $929794.95     | 0.00%             | 2034-01-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MFA FINANCIAL INC                                                                 | MFA FINANCIAL 7.5% PFD PERP                                                                             | CUSIP: 55272X409<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |      24975 | NS      | $531942.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2 LTD                                             | PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A                                    | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13269236 | PA      | $13271372.22   | 0.03%             | 2033-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                | ALLY FINL INC 7.1% 11/15/2027                                                                           | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   32320000 | PA      | $33895441.31   | 0.09%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 6.875% 10/16/2025                                                                   | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1060000 | PA      | $1053375.00    | 0.00%             | 2025-10-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2019-GC38                                                          | GS MTG SECS TR 2019-GC38 3% 02/10/2052 144A                                                             | CUSIP: 36252SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $807800.60     | 0.00%             | 2052-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                              | COLOMBIA REPUBLIC OF 4.125% 05/15/2051                                                                  | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     600000 | PA      | $336000.00     | 0.00%             | 2051-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.00% 9/41 #005174                                                                              | CUSIP: 36202FXB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     291334 | PA      | $278741.88     | 0.00%             | 2041-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                       | ROYAL CARIBBEAN CRUISES LTD 5.625% 09/30/2031 144A                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    2320000 | PA      | $2293055.40    | 0.01%             | 2031-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/01/2040#AE7679                                                                          | CUSIP: 31419JQ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87497 | PA      | $83339.33      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/40 #748670                                                                                | CUSIP: 3620C4W71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6328 | PA      | $6082.14       | 0.00%             | 2040-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                     | CLUE OPCO LLC 9.5% 10/15/2031 144A                                                                      | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1567000 | PA      | $1613334.62    | 0.00%             | 2031-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| ALTICE FING SA                                                                    | ALTICE FING SA 5.75% 08/15/2029 144A                                                                    | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   10779000 | PA      | $8238849.96    | 0.02%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 11/01/2050#RA3913                                                                        | CUSIP: 3133KKK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20865674 | PA      | $17354229.34   | 0.04%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                         | MILLICOM INTL CELLULAR SA 7.375% 04/02/2032 144A                                                        | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    2850000 | PA      | $2880993.75    | 0.01%             | 2032-04-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                       | IVORY COAST (COTE D'IVOIRE) 6.125% 06/15/2033 144A                                                      | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    2490000 | PA      | $2209096.88    | 0.01%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                          | COREBRIDGE FINANCIAL INC 3.65% 04/05/2027                                                               | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   24155000 | PA      | $23773429.02   | 0.06%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLEXERA SOFTWARE LLC                                                              | FLEXERA SOFTWARE TERM B 1LN 03/03/2028                                                                  | CUSIP: 33937KAX2<br>LEI: FHBIRN3K4PSRU4ZOQQ49 | Long             | LON              | CORP              | US        |    4009590 | PA      | $4004577.87    | 0.01%             | 2028-03-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 12/01/2030#ZS8591                                                                          | CUSIP: 3132A9RL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     588483 | PA      | $571593.23     | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARCHKEY HOLDINGS INC                                                              | ARCHKEY HOLDINGS TERM B 1LN 11/1/2031                                                                   | CUSIP: 48205CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2698621 | PA      | $2700860.55    | 0.01%             | 2031-11-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                            | FEDERAL HOM 15YR 3% 10/01/2031#J35561                                                                   | CUSIP: 31307SFA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     223459 | PA      | $216585.07     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 7/39 #931506                                                                                 | CUSIP: 31412P3P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42191 | PA      | $41543.20      | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 4.898% 5/35 #995272                                                                            | CUSIP: 31416BT57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17574 | PA      | $18020.20      | 0.00%             | 2035-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS2 MTG TR                                                             | COMM 2014-UBS2 D MTG TR CSTR 03/10/2047 144A                                                            | CUSIP: 12591UAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     577621 | PA      | $405368.53     | 0.00%             | 2047-03-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                               | HILCORP ENERGY I TERM B 1LN 2/11/2030                                                                   | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    2225000 | PA      | $2218503.00    | 0.01%             | 2030-02-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC           | MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC 8.25% 04/15/2030 144A           | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2391449.30    | 0.01%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 08/15/2033#603089                                                                        | CUSIP: 36200J7A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19790 | PA      | $19876.36      | 0.00%             | 2033-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC                                         | FLATIRON CLO 20 LTD / LLC AR TSFR3M+138 05/20/2036 144A                                                 | CUSIP: 33883MAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   41926000 | PA      | $41998783.54   | 0.11%             | 2036-05-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 03/01/2047#BE8189                                                                        | CUSIP: 3140FUC30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21323 | PA      | $20508.97      | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 08/01/2043#Q20882                                                                        | CUSIP: 3132JM6T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9746 | PA      | $9212.80       | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 10/01/2033#                                                                                | CUSIP: 31296PYK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15020 | PA      | $15120.73      | 0.00%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                                        | BMO 2022-C1 MORTGAGE TRUST 2022-C1 360E CSTR 02/15/2042 144A                                            | CUSIP: 05609MDE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     966000 | PA      | $715937.18     | 0.00%             | 2055-02-17      | Variable      | 0.04%                 | No            |                  3 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 10/40 #A94662                                                                                | CUSIP: 312943FB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      56310 | PA      | $55341.60      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                      | CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A                                                      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   11975000 | PA      | $10784036.67   | 0.03%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 6/36 #651859                                                                                 | CUSIP: 36292LE83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9237 | PA      | $9282.17       | 0.00%             | 2036-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    5205000 | PA      | $5289825.89    | 0.01%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 2.5% 09/20/2051#785619                                                                          | CUSIP: 3622ABDY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10801811 | PA      | $8975879.27    | 0.02%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                  | HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A                                                     | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    2915000 | PA      | $2695311.03    | 0.01%             | 2031-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                     | BRANDSAFWAY TERM B 1LN 08/01/2030                                                                       | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   15267238 | PA      | $12690891.82   | 0.03%             | 2030-08-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 10/01/2051#QD0642                                                                          | CUSIP: 3133AWWB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     930473 | PA      | $800662.72     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2011-C3                                         | JP MORGAN CHASE CO MT SE 2011-C3 H CSTR 02/15/2046 144A                                                 | CUSIP: 46635TBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     828000 | PA      | $57243.78      | 0.00%             | 2046-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                | SEAGATE HDD CAYMAN 5.75% 12/01/2034                                                                     | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    2400000 | PA      | $2356335.36    | 0.01%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DTP COML MTG TR 2023-STE2                                                         | DTP COML MTG TR 2023-STE2 A CSTR 01/15/2041 144A                                                        | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5523000 | PA      | $5639507.69    | 0.01%             | 2041-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 11/40 #AE8539                                                                                | CUSIP: 31419KPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1935 | PA      | $1839.51       | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BEECHWOOD PARK CLO LTD                                                            | BEECHWOOD PARK CLO LTD A1R TSFR3M+130 01/17/2035 144A                                                   | CUSIP: 07355TAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   33368000 | PA      | $33445814.18   | 0.09%             | 2035-01-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 5/40 #741269                                                                                 | CUSIP: 3620AVQW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9237 | PA      | $9064.27       | 0.00%             | 2040-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 1/28 #413862                                                                                 | CUSIP: 31379AWX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        824 | PA      | $843.02        | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNR 2011-H05 FA TSFR1M+61.448 12/60                                                                     | CUSIP: 38375BKD3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     124922 | PA      | $125370.15     | 0.00%             | 2060-12-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC                                                     | TRUIST INSURANCE TERM B 1LN 05/06/2031                                                                  | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4136371 | PA      | $4124292.77    | 0.01%             | 2031-05-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                      | ECOPETROL SA 8.375% 01/19/2036                                                                          | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     870000 | PA      | $827404.80     | 0.00%             | 2036-01-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 06/01/2053#CB6642                                                                        | CUSIP: 3140QSLY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4518122 | PA      | $4525090.97    | 0.01%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 10/01/2048#G67716                                                                        | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2723251 | PA      | $2626092.19    | 0.01%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                  | ALTRIA GROUP INC 4.25% 08/09/2042                                                                       | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   17795000 | PA      | $14099637.80   | 0.04%             | 2042-08-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                                | POLAND REPUBLIC OF 5.75% 11/16/2032                                                                     | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1500000 | PA      | $1563825.00    | 0.00%             | 2032-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                          | LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5469652.88    | 0.01%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 11/01/2034#FS1799                                                                          | CUSIP: 3140XG7M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1160303 | PA      | $1127387.49    | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 6.00% 11/31 #003160                                                                             | CUSIP: 36202DQM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7216 | PA      | $7393.59       | 0.00%             | 2031-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2002-63 FN SOFR30A+111.448 10/32                                                                    | CUSIP: 31392ED23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       6684 | PA      | $6728.25       | 0.00%             | 2032-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WP GLIMCHER MALL TR 15-WPG                                                        | JPMDB 2015-WPG PR1 CSTAR 6/5/35 144A                                                                    | CUSIP: 92939VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     528000 | PA      | $492360.21     | 0.00%             | 2035-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                      | AMPRION GMBH 3.625% 05/21/2031 REGS                                                                     | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $1160650.91    | 0.00%             | 2031-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                     | PG and E CORP 7.375%/VAR 03/15/2055                                                                     | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    3337000 | PA      | $3267640.79    | 0.01%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/32 #579429                                                                                 | CUSIP: 36201CVW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        422 | PA      | $435.44        | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 6% 01/20/2055#MB0148                                                                            | CUSIP: 3618N5EW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13432557 | PA      | $13573299.79   | 0.03%             | 2055-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 12/01/2051#QD3162                                                                          | CUSIP: 3133B0QP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     138738 | PA      | $108214.91     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 8% 07/01/2025#                                                                                | CUSIP: 31335GLB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          1 | PA      | $1.17          | 0.00%             | 2025-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2020-420K                                                   | CITIGROUP COML MTG TR 2020-420K D CSTR 11/10/2042 144A                                                  | CUSIP: 17328QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     496000 | PA      | $430131.00     | 0.00%             | 2042-11-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.00% 11/39 #719739                                                                                | CUSIP: 3620A5S42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10900 | PA      | $11316.12      | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNELIAN POINT HOLDINGS LP                                                       | CARNELIAN POINT HOLDINGS LP WT 06/30/27                                                                 | CUSIP: 155371529<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1766 | NS      | $5156.72       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/33 #727117                                                                                 | CUSIP: 31402EYN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11878 | PA      | $11766.17      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                                    | SMRT 2022-MINI TSFR1M+270 01/15/2039 144A                                                               | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2039000 | PA      | $1982991.73    | 0.01%             | 2039-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS AMER 2021-3 TR                                                      | HOME PARTNERS AMER 2021-3 TR 4.242% 01/17/2041 144A                                                     | CUSIP: 43730XAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     574214 | PA      | $514593.14     | 0.00%             | 2041-01-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 8/25 #319640                                                                                 | CUSIP: 31374PBH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          1 | PA      | $1.14          | 0.00%             | 2025-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 3/41 #AH0358                                                                                 | CUSIP: 3138A1MG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5362 | PA      | $5118.70       | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 05/15/2043#AA6660                                                                        | CUSIP: 36178EMH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6367 | PA      | $6065.30       | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2010-150 ZC 4.75% 01/41                                                                             | CUSIP: 31397QAV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1424433 | PA      | $1400238.93    | 0.00%             | 2041-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 1.5% 03/01/2051#BQ7764                                                                        | CUSIP: 3140KTTW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3270234 | PA      | $2416795.52    | 0.01%             | 2051-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                         | ROGERS COMMUNICATIONS INC 7%/VAR 04/15/2055                                                             | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    1162000 | PA      | $1171095.46    | 0.00%             | 2055-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 03/01/2050#MA3964                                                                        | CUSIP: 31418DMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6527064 | PA      | $5389882.43    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 07/44#AW5410                                                                             | CUSIP: 3138XVAL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95027 | PA      | $94948.93      | 0.00%             | 2044-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN 2014 SER 4314 A1 5% 03/15/2034                                                          | CUSIP: 3137B9ED3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        552 | PA      | $3.45          | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 05/20/2046#AT1323                                                                          | CUSIP: 36193YPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      69096 | PA      | $62228.53      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 3.0% 8/45#Q35372                                                                                   | CUSIP: 3132QR6J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      53108 | PA      | $46963.06      | 0.00%             | 2045-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                                  | OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A                                                         | CUSIP: 68373BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7805600 | PA      | $7805600.01    | 0.02%             | 2040-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.50% 5/40 #004696                                                                              | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      38768 | PA      | $38149.25      | 0.00%             | 2040-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                                       | AUST 10Y BOND FUT JUN25 XMM5                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         92 | NC      | $-46568.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2022-BNK39                                                                   | BANK 2022-BNK39 2.928% 02/15/2055                                                                       | CUSIP: 06539VAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1626000 | PA      | $1427537.43    | 0.00%             | 2055-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 05/01/2046#Q40647                                                                        | CUSIP: 3132WDWH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     985854 | PA      | $895956.35     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 08/01/2050#SD7523                                                                        | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21859921 | PA      | $18153831.20   | 0.05%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | BOEING CO 5.705% 05/01/2040                                                                             | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   13710000 | PA      | $13230096.67   | 0.03%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/33 #737855                                                                                 | CUSIP: 31402TWQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44740 | PA      | $44295.70      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A                                      | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2415377 | PA      | $2342928.85    | 0.01%             | 2040-01-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 2/27 #361825                                                                                 | CUSIP: 31376P4J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         30 | PA      | $30.94         | 0.00%             | 2027-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 05/01/2046#CB0573                                                                        | CUSIP: 3140QKT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104430 | PA      | $86757.43      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                                                        | ARXIS TERM B 1LN 02/26/2032                                                                             | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    7287500 | PA      | $7234009.75    | 0.02%             | 2032-02-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                                                 | ADMIRAL GROUP PLC 8.5% 01/06/2034 REGS                                                                  | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | DBT              | CORP              | GB        |    2600000 | PA      | $3916599.57    | 0.01%             | 2034-01-06      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ENERGY TRANSFER LP 6.625%/VAR PERP                                                                      | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    4455000 | PA      | $4387694.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 2.5% 06/01/2055 #TBA                                                                          | CUSIP: 01F022667<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -64950000 | PA      | $-52931703.96  | -0.14%            | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 01/01/2052#                                                                              | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     585183 | PA      | $522526.92     | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 6.84% 01/23/2030                                                                    | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   17201000 | PA      | $16082074.95   | 0.04%             | 2030-01-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                    | OMAN SULTANATE 7% 01/25/2051 144A                                                                       | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     185000 | PA      | $190435.30     | 0.00%             | 2051-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                          | AVENTIV TERM 2LN 3/25/2026                                                                              | CUSIP: 05358AAL8<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |    4161004 | PA      | $31207.53      | 0.00%             | 2026-03-25      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1                                            | MORGAN STANLEY CAPITAL I TRUST 2017-H1 D 2.546% 06/15/2050 144A                                         | CUSIP: 61691JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3406000 | PA      | $2739622.23    | 0.01%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                    | BANK 2017-BNK8 E 2.8% 11/15/2050 144A                                                                   | CUSIP: 06650AAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1092000 | PA      | $487416.27     | 0.00%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 10/01/2045#AL7593                                                                        | CUSIP: 3138EQNK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3696480 | PA      | $3475206.00    | 0.01%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEACE PARK CLO LTD                                                                | PEACE PARK CLO LTD A TSFR3M+139.161 10/20/2034 144A                                                     | CUSIP: 70470MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21089000 | PA      | $21104605.86   | 0.05%             | 2034-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 01/01/2052#CB2610                                                                          | CUSIP: 3140QM3U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     458712 | PA      | $359226.65     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE1 MTG TR                                                            | COMM 2012-CR1 D CSTR 5/45                                                                               | CUSIP: 12624BAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1215552 | PA      | $1100721.56    | 0.00%             | 2045-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 5/34 #780259                                                                                 | CUSIP: 31404VZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4442 | PA      | $4401.60       | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WWEX UNI TOPCO HOLDINGS LLC                                                       | WWEX GROUP TERM B 1LN 07/26/2028                                                                        | CUSIP: 00435UAF5<br>LEI: 254900XFGYPZZSG8I385 | Long             | LON              | CORP              | US        |    3571225 | PA      | $3558582.54    | 0.01%             | 2028-07-26      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 7.875% 05/15/2034 144A                               | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1015000 | PA      | $875388.80     | 0.00%             | 2034-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 07/01/2036#MA4382                                                                        | CUSIP: 31418D2Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     230922 | PA      | $203022.46     | 0.00%             | 2036-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                   | GEN DIGITAL INC 6.25% 04/01/2033 144A                                                                   | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2922087.67    | 0.01%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                     | AIB GROUP PLC EUSA5+NA PERP REGS                                                                        | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EP               | CORP              | IE        |    3600000 | PA      | $4095059.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                  | KBC GROUPE SA/NV 3.5%/VAR 01/21/2032 REGS                                                               | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |    4400000 | PA      | $5053858.42    | 0.01%             | 2032-01-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                                | SASOL FING USA LLC 8.75% 05/03/2029 144A                                                                | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     295000 | PA      | $290071.05     | 0.00%             | 2029-05-03      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                                | BRASKEM IDESA SAPI 7.45% 11/15/2029 144A                                                                | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    1665000 | PA      | $1332000.00    | 0.00%             | 2029-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 09/01/2050#SI2075                                                                          | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     560185 | PA      | $438867.46     | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 8/36 #AE0746                                                                                 | CUSIP: 31419AZL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103221 | PA      | $107439.03     | 0.00%             | 2036-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                         | SAUDI ARABIAN OIL COMPANY 3.5% 11/24/2070 144A                                                          | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1580000 | PA      | $926275.00     | 0.00%             | 2070-11-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2021-JACX                                                  | BAMLL COML MTG SECS TR 2021-JACX E TSFR1M+386.448 09/15/2038 144A                                       | CUSIP: 05493LAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1120000 | PA      | $974819.44     | 0.00%             | 2038-09-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                       | VENTAS RLTY LTD PARTNERSHIP 4.125% 01/15/2026                                                           | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3522348.57    | 0.01%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/33 #732126                                                                                 | CUSIP: 31402LLF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30313 | PA      | $30011.67      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                   | FX Forward: GBP/USD settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $5079.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/28 #454037                                                                                 | CUSIP: 36208LLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        218 | PA      | $220.47        | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 08/01/2043#Q20707                                                                        | CUSIP: 3132JMYC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      76453 | PA      | $72361.40      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRIMARY PRODUCTS FINANCE LLC                                                      | PRIMIENT TERM B 1LN 4/1/2029                                                                            | CUSIP: 74167NAE3<br>LEI: 549300D4W5WVUVR3LC81 | Long             | LON              | CORP              | US        |    3011283 | PA      | $2993214.87    | 0.01%             | 2029-04-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2017-GS5                                                           | GS MTG SECS TR 2017-GS5 CSTR 03/10/2050                                                                 | CUSIP: 36252HAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1155000 | PA      | $650736.93     | 0.00%             | 2050-03-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE B.V.                                                              | NOURYON TERM B-1 1LN 04/03/2028                                                                         | CUSIP: N/A<br>LEI: 549300GD4NJGLPVYB245       | Long             | LON              | CORP              | NL        |    3330088 | PA      | $3335648.79    | 0.01%             | 2028-04-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                            | SPIRIT AEROSYSTEMS INC 9.75% 11/15/2030 144A                                                            | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1672961.32    | 0.00%             | 2030-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST 2025-1                                                            | BOFA AUTO TRUST 2025-1 4.35% 11/20/2029 144A                                                            | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $5996479.20    | 0.02%             | 2029-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                | TURKEY REPUBLIC OF 6.625% 02/17/2045                                                                    | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1020000 | PA      | $829448.70     | 0.00%             | 2045-02-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXI LTD 2019-21A A                                                      | MAGNETITE XXI LTD 2019-21A A AR TSFR3M+128.161 04/20/2034 144A                                          | CUSIP: 55954PAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   23008000 | PA      | $23020562.37   | 0.06%             | 2034-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                                      | REALPAGE TERM 1LN 04/24/2028                                                                            | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    1510000 | PA      | $1508580.60    | 0.00%             | 2028-04-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                            | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN TSFR6M+605.326 10/15/2026 144A               | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15557000 | PA      | $15634785.00   | 0.04%             | 2026-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/32 #590306                                                                                 | CUSIP: 36201QYB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        374 | PA      | $383.99        | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                    | OMAN SULTANATE 6.5% 03/08/2047 144A                                                                     | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     325000 | PA      | $317388.50     | 0.00%             | 2047-03-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 9/27 #398926                                                                                 | CUSIP: 31378HD73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        172 | PA      | $174.39        | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                 | ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026                                                          | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4697000 | PA      | $4652991.93    | 0.01%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 1/28 #412598                                                                                 | CUSIP: 31378YKK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         34 | PA      | $34.67         | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                             | REYNOLDS AMERICAN INC 7.25% 06/15/2037                                                                  | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    3221000 | PA      | $3546440.98    | 0.01%             | 2037-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.125% 11/15/2032                                                                             | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  120103000 | PA      | $119572858.15  | 0.31%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                  | GMF FLOORPLAN OWNER REVOLVING TR 4.59% 03/15/2029 144A                                                  | CUSIP: 361886DV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12650000 | PA      | $12666856.13   | 0.03%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RH                                                                                | RH TERM B 1LN 10/20/2028                                                                                | CUSIP: 76133MAB7<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |    4394341 | PA      | $4175722.74    | 0.01%             | 2028-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 4/41 #734392                                                                                 | CUSIP: 3620AM2Z4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      41231 | PA      | $41409.80      | 0.00%             | 2041-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 7/39 #710683                                                                                 | CUSIP: 36297FRC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2582 | PA      | $2536.11       | 0.00%             | 2039-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                         | CAESARS ENTERTAINMENT TERM B1 1LN 02/06/2031                                                            | CUSIP: N/A<br>LEI: 5299000BKFWWVND5L441       | Long             | LON              | CORP              | US        |    4811400 | PA      | $4788834.53    | 0.01%             | 2031-02-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | BNPI SWAP CDS 06/20/30 BMW B                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |   13250000 | NC      | $-308151.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD AVIATION LLC                                                               | GILEAD AVIATION LLC 0% 03/15/2050 144A                                                                  | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32975607 | PA      | $32675367.36   | 0.08%             | 2050-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GABONESE REPUBLIC                                                                 | GABONESE REPUBLIC 7% 11/24/2031 144A                                                                    | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    1245000 | PA      | $926068.35     | 0.00%             | 2031-11-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 1/40 #AD0732                                                                                 | CUSIP: 31418MY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102476 | PA      | $107507.40     | 0.00%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                            | WESCO DISTRIBUTION INC 6.375% 03/15/2033 144A                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    3585000 | PA      | $3651548.36    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/40 #682568                                                                                | CUSIP: 36295WJM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     150500 | PA      | $144559.27     | 0.00%             | 2040-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 11/01/2035#BQ5806                                                                        | CUSIP: 3140KRNY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7793873 | PA      | $6874160.06    | 0.02%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 10/01/2052#CB4909                                                                        | CUSIP: 3140QQN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11643082 | PA      | $11631932.67   | 0.03%             | 2052-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 9/27 #395754                                                                                 | CUSIP: 31378DTK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         24 | PA      | $24.14         | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                               | CARRIER GLOBAL CORP 6.2% 03/15/2054                                                                     | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    1576000 | PA      | $1665552.94    | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 11/01/2042#Q13654                                                                        | CUSIP: 3132HQBX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42078 | PA      | $39871.43      | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                  | T-MOBILE USA INC 2.25% 11/15/2031                                                                       | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $30009399.35   | 0.08%             | 2031-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                         | BALL CORP 6% 06/15/2029                                                                                 | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     630000 | PA      | $642351.78     | 0.00%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 01/01/2032#                                                                                | CUSIP: 31287NUQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2731 | PA      | $2819.19       | 0.00%             | 2032-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                     | LGI HOMES INC 8.75% 12/15/2028 144A                                                                     | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     862000 | PA      | $887124.71     | 0.00%             | 2028-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 06/01/2041#                                                                                | CUSIP: 3132GEQM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6036 | PA      | $5888.34       | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 07/15/2035#643292                                                                        | CUSIP: 36292AUR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      47148 | PA      | $47377.39      | 0.00%             | 2035-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                             | TENET HEALTHCARE CORP 4.625% 06/15/2028                                                                 | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    4010000 | PA      | $3932113.97    | 0.01%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 11/01/2041#MA4475                                                                        | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3187527 | PA      | $2785428.44    | 0.01%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 11/01/2051#BU2708                                                                          | CUSIP: 3140M4AJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1461073 | PA      | $1253586.77    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                               | OWENS and MINOR INC 10% 04/15/2030 144A                                                                 | CUSIP: 690732AH5<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    3518000 | PA      | $3674494.71    | 0.01%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 11/15/2042#AB9201                                                                          | CUSIP: 36178WGJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15269 | PA      | $14588.11      | 0.00%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC                           | EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC A13R TSFR3M+151.161 01/15/2034 144A             | CUSIP: 27830BBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6600000 | PA      | $6606052.20    | 0.02%             | 2034-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 5.5% 10/15/2033                                                          | CUSIP: 31394KF41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     525970 | PA      | $532956.96     | 0.00%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 09/01/2042#ZL3774                                                                        | CUSIP: 3131XKFP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1115782 | PA      | $1031989.57    | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 07/01/2041#CB1074                                                                        | CUSIP: 3140QLFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1144239 | PA      | $1007583.26    | 0.00%             | 2041-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                           | BX COML MTG TR 2023-XL3 B TSFR1M+239.052 12/09/2040 144A                                                | CUSIP: 12434GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2908428 | PA      | $2916607.73    | 0.01%             | 2040-12-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/28 #460810                                                                                 | CUSIP: 36208T3T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $35.96         | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TRANSDIGM INC 4.625% 01/15/2029                                                                         | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    7395000 | PA      | $7161870.41    | 0.02%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY CAPITAL I TRUST 2014-150E                                          | MORGAN STANLEY CAPITAL I TRUST 2014-150E C CSTR 09/09/32 144A                                           | CUSIP: 61764BAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     418000 | PA      | $311818.22     | 0.00%             | 2032-09-09      | Variable      | 0.04%                 | No            |                  3 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                          | SOUTH AFRICA REPUBLIC OF 5% 10/12/2046                                                                  | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1415000 | PA      | $951587.50     | 0.00%             | 2046-10-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 10/15/2040#705890                                                                        | CUSIP: 36297AF73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     158381 | PA      | $152031.28     | 0.00%             | 2040-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                               | COLUMBIA PIPELINES OPERATING CO LLC 6.714% 08/15/2063 144A                                              | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3206000 | PA      | $3254142.23    | 0.01%             | 2063-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                           | CORPORACION NACIONAL DEL COBRE DE CHILE 6.78% 01/13/2055 144A                                           | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     865000 | PA      | $859593.75     | 0.00%             | 2055-01-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                             | GFL ENVIRONMENTAL INC 3.5% 09/01/2028 144A                                                              | CUSIP: 36168QAM6<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |    1935000 | PA      | $1843204.35    | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 03/01/2052#CB3114                                                                          | CUSIP: 3140QNN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13666755 | PA      | $11809223.92   | 0.03%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAP CLO 7 LTD / DIAMETER CAP CLO 7 LLC                                   | DIAMETER CAP CLO 7 LTD / DIAMETER CAP CLO 7 LLC D TSFR3M+610 07/20/2037 144A                            | CUSIP: 25255XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     330000 | PA      | $331019.70     | 0.00%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                          | EUROPEAN INVESTMENT BANK 3% 11/15/2028 REGS                                                             | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |    9410000 | PA      | $10976260.83   | 0.03%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6.5% 09/01/2054#SD6620                                                                        | CUSIP: 3132DUK97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4019426 | PA      | $4189400.04    | 0.01%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 7/27 #445661                                                                                 | CUSIP: 36207YB66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        238 | PA      | $242.27        | 0.00%             | 2027-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                      | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $2351198.05    | 0.01%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                         | CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A                                                         | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    4704746 | PA      | $4761674.07    | 0.01%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 2/40 #678655                                                                                 | CUSIP: 36295R5Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      71460 | PA      | $70025.38      | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 6.5% 02/01/2055#RJ3572                                                                        | CUSIP: 3142GT6J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7121099 | PA      | $7445046.70    | 0.02%             | 2055-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.50% 4/32 #C01343                                                                                 | CUSIP: 31292HP40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1690 | PA      | $1758.50       | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048                                                   | CUSIP: 3136BG6Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2913558 | PA      | $2382828.57    | 0.01%             | 2048-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.00% 10/29 #515956                                                                                | CUSIP: 36211LE57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        200 | PA      | $205.21        | 0.00%             | 2029-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                         | EGYPT (ARAB) REPUBLIC OF 7.903% 02/21/2048 144A                                                         | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1891000 | PA      | $1368894.90    | 0.00%             | 2048-02-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 07/01/2047#FS1789                                                                        | CUSIP: 3140XG7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8336323 | PA      | $7714349.24    | 0.02%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC                                                            | ARBOR REALTY TRUST INC SER F 6.25%/VAR PFD PERP                                                         | CUSIP: 038923850<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |      40700 | NS      | $834350.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.264% 08/01/2041#AL6552                                                                      | CUSIP: 3138EPH64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     393770 | PA      | $395114.40     | 0.00%             | 2041-08-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                                           | TRANSOCEAN POSEIDON LTD 6.875% 02/01/2027 144A                                                          | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1109325 | PA      | $1110592.96    | 0.00%             | 2027-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 06/20/2034#003592                                                                          | CUSIP: 36202D7D7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1941 | PA      | $1843.82       | 0.00%             | 2034-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                             | SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A                                                            | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23514835 | PA      | $23942781.48   | 0.06%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2.5% 09/25/2048                                                          | CUSIP: 3136BKUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    7303273 | PA      | $6339771.26    | 0.02%             | 2048-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 10/01/2051#QC9148                                                                        | CUSIP: 3133AUEV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4401110 | PA      | $3621945.64    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                         | CONVERGINT TECH TERM 2LN 3/30/2029                                                                      | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     600000 | PA      | $595500.00     | 0.00%             | 2029-03-30      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-IG3 MTG TR                                                         | BENCHMARK 2020-IG3 MTG TR CSTR 09/15/2048 144A                                                          | CUSIP: 08162QCC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1250108.44    | 0.00%             | 2048-09-15      | Variable      | 0.03%                 | No            |                  3 | On Loan: No      |
| FLYNN RESTAURANT GROUP LP                                                         | FLYNN RESTAURANT TERM B 1LN 01/28/2032                                                                  | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |    5765000 | PA      | $5713115.00    | 0.01%             | 2032-01-28      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6.5% 01/01/2054#SD4623                                                                        | CUSIP: 3132DSD41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9957119 | PA      | $10318289.04   | 0.03%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 1.5% 03/01/2041#RB5104                                                                        | CUSIP: 3133KYU56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1979181 | PA      | $1629995.27    | 0.00%             | 2041-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                             | VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 12/01/2029 144A                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     470000 | PA      | $455846.61     | 0.00%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.0% 10/45#MA3174                                                                               | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13733 | PA      | $12867.64      | 0.00%             | 2045-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 9/41 #783403                                                                                 | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2529 | PA      | $2357.54       | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/39 #667416                                                                                 | CUSIP: 36295DN96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12355 | PA      | $12412.46      | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6.5% 08/01/2054#FS8620                                                                        | CUSIP: 3140XQSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     172180 | PA      | $178955.02     | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP/THE                                                             | ADT SECURITY CORP/THE 4.125% 08/01/2029 144A                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2436666.20    | 0.01%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 1/36 #745154                                                                                 | CUSIP: 31403CZT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5447 | PA      | $5686.10       | 0.00%             | 2036-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 07/01/2054#FS8456                                                                        | CUSIP: 3140XQME4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8623572 | PA      | $8604535.04    | 0.02%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AASET 2025-1 LTD / AASET 2025-1 LLC                                               | AASET 2025-1 LTD / AASET 2025-1 LLC 5.943% 02/16/2050 144A                                              | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14360502 | PA      | $14384763.71   | 0.04%             | 2050-02-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                              | CHART INDUSTRIES INC 7.5% 01/01/2030 144A                                                               | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     256000 | PA      | $267213.06     | 0.00%             | 2030-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#684974                                                                        | CUSIP: 31400D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34614 | PA      | $34257.84      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNR 2012-H07 FA TSFR1M+74.448 3/20/62                                                                   | CUSIP: 38375BQA3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      96658 | PA      | $97162.28      | 0.00%             | 2062-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-C1 MTG TR                                                               | DBGS MTG TR 2018-C1 C CSTR 10/15/2051                                                                   | CUSIP: 23307DBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     355000 | PA      | $309112.91     | 0.00%             | 2051-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 5% 04/48#784805                                                                                 | CUSIP: 3622AAGN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3917564 | PA      | $3901410.55    | 0.01%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC                                                        | AMYNTA TERM B 1LN 12/29/2031                                                                            | CUSIP: 57810JAL2<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    2602210 | PA      | $2591905.72    | 0.01%             | 2031-12-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 5.5% 08/25/2035                                                          | CUSIP: 31394EWW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     433762 | PA      | $446728.81     | 0.00%             | 2035-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MTG TR                                                         | BENCHMARK 2019-B12 MTG TR 3.5702% 08/15/2052                                                            | CUSIP: 08162FAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     840000 | PA      | $756505.85     | 0.00%             | 2052-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 10/31 #555999                                                                                | CUSIP: 36213JUY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        478 | PA      | $492.24        | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 11/01/2041#FS0106                                                                          | CUSIP: 3140XFDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6617057 | PA      | $5583396.29    | 0.01%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 12/01/2044#AW5937                                                                        | CUSIP: 3138XVS35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2423 | PA      | $2349.04       | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 04/15/2043#AA6309                                                                        | CUSIP: 36178EAJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     120013 | PA      | $110758.23     | 0.00%             | 2043-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                   | KRONOS ACQUISITION HOLDINGS INC 10.75% 06/30/2032 144A                                                  | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     830000 | PA      | $554106.92     | 0.00%             | 2032-06-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 11/39 #678648                                                                                | CUSIP: 36295R5H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      90275 | PA      | $88552.96      | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                               | SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2055                                                              | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |     907000 | PA      | $0.09          | 0.00%             | 2055-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 08/15/2040#747723                                                                        | CUSIP: 3620C3VQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11016 | PA      | $11065.46      | 0.00%             | 2040-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 2/28 #251500                                                                                 | CUSIP: 31371GKM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         46 | PA      | $47.28         | 0.00%             | 2028-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GALAXY US OPCO INC                                                                | VIALTO TERM 1LN 07/31/2030                                                                              | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1415598 | PA      | $1209982.72    | 0.00%             | 2030-07-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                                                                 | PRIMO BRANDS TERM B 1LN 03/31/2028                                                                      | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   12276117 | PA      | $12273047.95   | 0.03%             | 2028-03-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 9/25 #413425                                                                                 | CUSIP: 36206KHA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          2 | PA      | $2.02          | 0.00%             | 2025-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 1/28 #313947                                                                                 | CUSIP: 31374GWG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         40 | PA      | $42.15         | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-GPA2                                            | BX COMMERCIAL MORTGAGE TRUST 2024-GPA2 VAR 11/15/2029 144A                                              | CUSIP: 12433DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1801000 | PA      | $1794926.85    | 0.00%             | 2041-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                       | GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    3760000 | PA      | $4487666.28    | 0.01%             | 2042-07-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                     | COMMSCOPE INC 9.5% 12/15/2031 144A                                                                      | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    6855000 | PA      | $7125210.39    | 0.02%             | 2031-12-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                                                                        | FANNIEMAE 30YR 2.5% 04/01/2052#FA0349                                                                   | CUSIP: 3140W0L78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11964078 | PA      | $9920756.26    | 0.03%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                  | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029                                                      | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   18497000 | PA      | $17996486.16   | 0.05%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                                           | BELRON TERM B 1LN 10/16/2031                                                                            | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6064050 | PA      | $6083758.16    | 0.02%             | 2031-10-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 03/01/2042#AK6744                                                                          | CUSIP: 3138EBP66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20668 | PA      | $19640.87      | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                        | CARVANA CO 5.625% 10/01/2025 144A                                                                       | CUSIP: 146869AB8<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    6795000 | PA      | $6753837.25    | 0.02%             | 2025-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.50% 10/41 #005202                                                                             | CUSIP: 36202FX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1562 | PA      | $1447.04       | 0.00%             | 2041-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 5% 06/01/2055 #TBA                                                                            | CUSIP: 01F050668<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -64850000 | PA      | $-62790487.22  | -0.16%            | 2055-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 7/40 #A93142                                                                                 | CUSIP: 312941P35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      69890 | PA      | $68873.68      | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 01/01/2044#G07922                                                                        | CUSIP: 3128MAD30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6946460 | PA      | $6437852.46    | 0.02%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE PTE LTD                                                         | MEDCO LAUREL TREE PTE LTD 6.95% 11/12/2028 144A                                                         | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |    2195000 | PA      | $2155358.30    | 0.01%             | 2028-11-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 3.0% 08/45#AS5634                                                                                  | CUSIP: 3138WFHL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     203799 | PA      | $179665.78     | 0.00%             | 2045-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 02/01/2052#QD6619                                                                          | CUSIP: 3133B4K87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     115729 | PA      | $108014.77     | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                           | CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A                                                           | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36435022 | PA      | $35079060.33   | 0.09%             | 2061-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 6/27 #441653                                                                                 | CUSIP: 36207TTJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        154 | PA      | $156.09        | 0.00%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 07/01/2041#FM8066                                                                          | CUSIP: 3140XB6C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4047357 | PA      | $3416394.06    | 0.01%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 8/39 #722204                                                                                 | CUSIP: 3620A8KR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40825 | PA      | $40166.89      | 0.00%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 9/31 #468613                                                                                 | CUSIP: 36209DSA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        917 | PA      | $944.05        | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 09/01/2054#CB9149                                                                          | CUSIP: 3140QVEX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6054121 | PA      | $6206977.41    | 0.02%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 3.417% 12/01/2040#848392                                                                       | CUSIP: 31300LKD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     254137 | PA      | $263297.66     | 0.00%             | 2040-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                                           | BARRY CALLEBAUT SVCS NV 4.25% 08/19/2031 REGS                                                           | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |    4400000 | PA      | $5031591.34    | 0.01%             | 2031-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 2/32 #578193                                                                                 | CUSIP: 36201BKE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2904 | PA      | $2949.95       | 0.00%             | 2032-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                                              | OLEODUCTO CENTRAL SA 4% 07/14/2027 144A                                                                 | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    1503000 | PA      | $1455565.32    | 0.00%             | 2027-07-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 2.5% 07/20/2052#MA8147                                                                          | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     221431 | PA      | $185764.62     | 0.00%             | 2052-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                           | MNGT SWAP CY873248 04/17/65 B                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |    1280000 | NC      | $218238.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                | TURKEY REPUBLIC OF 6% 01/14/2041                                                                        | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3615000 | PA      | $2868141.00    | 0.01%             | 2041-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                 | NEWELL BRANDS INC STEP 04/01/2046                                                                       | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1239945.48    | 0.00%             | 2046-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2025-VTT                                                  | WELLS FARGO COML MTG TR 2025-VTT A VAR 03/15/2038 144A                                                  | CUSIP: 94990GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18363000 | PA      | $18308393.95   | 0.05%             | 2038-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                   | ESKOM HLDGS LTD 8.45% 08/10/2028 144A                                                                   | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    1470000 | PA      | $1518693.75    | 0.00%             | 2028-08-10      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC                                      | STATE OIL CO OF THE AZER 6.95% 03/18/2030 REGS                                                          | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | CORP              | AZ        |     950000 | PA      | $986575.00     | 0.00%             | 2030-03-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ENERGY TRANSFER LP 5.25% 04/15/2029                                                                     | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6576000 | PA      | $6676302.08    | 0.02%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES                         | FNS 339 5 5.5% 8/33                                                                                     | CUSIP: 3136FAZ78<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      28470 | PA      | $4050.13       | 0.00%             | 2033-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                 | KENYA REPUBLIC OF 7.25% 02/28/2028 144A                                                                 | CUSIP: 491798AG9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     640000 | PA      | $619052.80     | 0.00%             | 2028-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2011-C3                                                   | MSC 2011-C3 G CSTR 07/49                                                                                | CUSIP: 61760RAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1123200 | PA      | $1023615.07    | 0.00%             | 2049-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 2% 08/15/2051                                                               | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  516247000 | PA      | $290066283.13  | 0.75%             | 2051-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2357 ZB 6.5% 9/31                                                                                   | CUSIP: 3133TUUS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      79945 | PA      | $81931.31      | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 6/39 #720075                                                                                 | CUSIP: 3620A56L8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7182 | PA      | $7064.82       | 0.00%             | 2039-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS AMER 2019-2 TR                                                      | HOME PARTNERS AMER 2019-2 TR 3.866% 10/19/2039 144A                                                     | CUSIP: 43732TAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     884712 | PA      | $841996.47     | 0.00%             | 2039-10-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL PWR HLDGS S A                                                       | CONTOURGLOBAL PWR HLDGS S A 6.75% 02/28/2030 144A                                                       | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    2720000 | PA      | $2755468.80    | 0.01%             | 2030-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                                  | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   82441000 | PA      | $81822692.50   | 0.21%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 05/01/2051#SD7540                                                                        | CUSIP: 3132DVLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25983627 | PA      | $21562172.71   | 0.06%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                       | BOSTON PPTYS LTD PARTNERSHIP 6.75% 12/01/2027                                                           | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   16978000 | PA      | $17714386.11   | 0.05%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHR 2101 PD 6% 11/28                                                                                    | CUSIP: 3133TGPD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       2481 | PA      | $2522.19       | 0.00%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2014-150E                                          | MORGAN STANLEY CAPITAL I TRUST 2014-150E F CSTR 09/09/2032 144A                                         | CUSIP: 61764BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     734000 | PA      | $402581.82     | 0.00%             | 2032-09-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 2/41 #AE6390                                                                                 | CUSIP: 31419HC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     674103 | PA      | $643306.61     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                              | CREDIT SUISSE GRP AG 7.5%/VAR PERP REGS                                                                 | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | EP               | CORP              | CH        |   15540000 | PA      | $932400.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                                           | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                            | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    8965000 | PA      | $7578204.15    | 0.02%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST 2024-A                                                    | BMW VEHICLE OWNER TRUST 2024-A 5.18% 02/26/2029                                                         | CUSIP: 096919AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1703000 | PA      | $1717235.21    | 0.00%             | 2029-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                              | SABRA HEALTH CARE LP 3.2% 12/01/2031                                                                    | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   36074000 | PA      | $31418398.86   | 0.08%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                    | PNC FINANCIAL SERVICES GRP INC 4.626%/VAR 06/06/2033                                                    | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23756200.50   | 0.06%             | 2033-06-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                        | HESS MIDSTREAM PARTNERS LP 6.5% 06/01/2029 144A                                                         | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     910000 | PA      | $929008.08     | 0.00%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                      | ALPHABET INC 3.875% 05/06/2045                                                                          | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     900000 | PA      | $1022980.04    | 0.00%             | 2045-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                                 | BLACKSTONE PROP PARTNERS EUR HOLD 1% 05/04/2028 REGS                                                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    6912000 | PA      | $7378121.39    | 0.02%             | 2028-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                            | PT PERTAMINA (PERSERO) 4.175% 01/21/2050 144A                                                           | CUSIP: 69370PAG6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    1425000 | PA      | $1030104.00    | 0.00%             | 2050-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2051                                                            | CUSIP: 3136BHV89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4439840 | PA      | $3851690.12    | 0.01%             | 2051-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 02/48#G61343                                                                               | CUSIP: 31335BP42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2113905 | PA      | $1972759.53    | 0.01%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 4/41 #Q00114                                                                                 | CUSIP: 3132GDDT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      51795 | PA      | $50854.75      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMPIRE TODAY IP, LLC                                                              | EMPIRE TODAY TERM EXCH 1ST OUT TLB 1LN 8/3/2029                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     173715 | PA      | $156343.16     | 0.00%             | 2029-08-03      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 1/26 #250440                                                                                 | CUSIP: 31371FEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          9 | PA      | $9.01          | 0.00%             | 2026-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.50% 11/27 #780795                                                                                | CUSIP: 36225A3C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         48 | PA      | $48.98         | 0.00%             | 2027-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 12/27 #403301                                                                                | CUSIP: 31378NAA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         60 | PA      | $60.58         | 0.00%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAMPOSOL SA RGS                                                                   | CAMPOSOL SA 6% 02/03/2027 144A                                                                          | CUSIP: 134638AE5<br>LEI: 5493008B0STMH3JFSW17 | Long             | DBT              | CORP              | PE        |    1395000 | PA      | $1337023.80    | 0.00%             | 2027-02-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THUNDERBOLT III AIRCRAFT LEASE LTD                                                | THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A                                      | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13907542 | PA      | $13459005.40   | 0.03%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 11/01/2052#FS3295                                                                          | CUSIP: 3140XJUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1534099 | PA      | $1502277.33    | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 06/01/2041#Q01212                                                                        | CUSIP: 3132GEKZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16806 | PA      | $16519.96      | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 08/15/2043#AD5680                                                                        | CUSIP: 36180HJZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3962 | PA      | $3770.63       | 0.00%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 12/27 #457336                                                                                | CUSIP: 36208QBD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        664 | PA      | $671.86        | 0.00%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                        | TRONOX INC 4.625% 03/15/2029 144A                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    6910000 | PA      | $5777154.56    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| PERTAMINA GEOTHERMAL ENERGY PT                                                    | PERTAMINA GEOTHERMAL ENERGY PT 5.15% 04/27/2028 144A                                                    | CUSIP: 69379VAA7<br>LEI: 2549009CVV6Y7H26NV14 | Long             | DBT              | CORP              | ID        |     775000 | PA      | $779843.75     | 0.00%             | 2028-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                               | MSCS SWAP CY873248 04/17/65 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     900000 | NC      | $153449.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                    | CITI SWAP REC 4.03 04/25/30                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |   19800000 | NC      | $728226.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 12/40 #AE9416                                                                                | CUSIP: 31419LPA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7712 | PA      | $7289.37       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLP COML MTG 2024-INDS                                                            | BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A                                                 | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12003615 | PA      | $12011117.34   | 0.03%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020                                   | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020 2.1798% 05/13/2053                                      | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $820322.80     | 0.00%             | 2053-05-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 10/01/2051#CB1872                                                                          | CUSIP: 3140QMCJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4068514 | PA      | $3495831.41    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                             | CANADA GOVERNMENT OF 3% 06/01/2034                                                                      | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     700000 | PA      | $503382.66     | 0.00%             | 2034-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/01/2040#AE9771                                                                          | CUSIP: 31419L2D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67761 | PA      | $64624.71      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 09/15/2042#AB6821                                                                        | CUSIP: 36178TSJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11853 | PA      | $10966.44      | 0.00%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                                 | NEXA RESOURCES SA 6.6% 04/08/2037 144A                                                                  | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     865000 | PA      | $857962.88     | 0.00%             | 2037-04-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                 | GHANA REPUBLIC OF STEP 07/03/2029 144A                                                                  | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    1002250 | PA      | $912047.50     | 0.00%             | 2029-07-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AP CORE HOLDINGS II LLC                                                           | YAHOO MEDIA TERM B1 1LN 09/01/2027                                                                      | CUSIP: 00187GAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4654137 | PA      | $4202313.31    | 0.01%             | 2027-09-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR                                            | COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR CSTR 05/10/2050                                                  | CUSIP: 12515DAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1316000 | PA      | $1204390.30    | 0.00%             | 2050-05-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 11/51#QD2129                                                                               | CUSIP: 3133AYLJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2738244 | PA      | $2135818.87    | 0.01%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                           | CORPORACION NACIONAL DEL COBRE DE CHILE 3.15% 01/14/2030 144A                                           | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1100000 | PA      | $1003838.00    | 0.00%             | 2030-01-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR1 TR                                                       | FIRSTKEY HOMES 2020-SFR1 TR 4.284% 08/17/2037 144A                                                      | CUSIP: 33767MAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     756000 | PA      | $751107.47     | 0.00%             | 2037-08-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 9/41 #Q03561                                                                                 | CUSIP: 3132GJTS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20226 | PA      | $19354.53      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/29 #781019                                                                                 | CUSIP: 36225BDY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         50 | PA      | $50.18         | 0.00%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/28 #466882                                                                                 | CUSIP: 36209BUF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        311 | PA      | $315.12        | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                            | MPT OPER PARTNERSHIP LP/CORP 8.5% 02/15/2032 144A                                                       | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3840000 | PA      | $3936168.96    | 0.01%             | 2032-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 9/31 #608317                                                                                 | CUSIP: 31388LYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        116 | PA      | $121.95        | 0.00%             | 2031-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CEDAR REALTY TRUST INC                                                            | CEDAR RLTY TR I 7.25% PFD PERP                                                                          | CUSIP: 150602407<br>LEI: 54930056URX93R2RSN82 | Long             | EP               | CORP              | US        |        289 | NS      | $4551.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGOLIA GOVERNMENT OF                                                            | MONGOLIA GOVERNMENT OF 7.875% 06/05/2029 144A                                                           | CUSIP: 60937LAH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     245000 | PA      | $248981.25     | 0.00%             | 2029-06-05      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2020-REV2                                                   | FORD CR AUTO OWNER TR 2020-REV2 A 1.06% 04/15/2033 144A                                                 | CUSIP: 34532JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7100000 | PA      | $7005719.10    | 0.02%             | 2033-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                             | JPMORGAN CHASE and CO 2.956%/VAR 05/13/2031                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   16800000 | PA      | $15296548.51   | 0.04%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 10/01/2051#BU1913                                                                          | CUSIP: 3140M3DT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     376218 | PA      | $345379.38     | 0.00%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                       | CHENIERE ENERGY PARTNERS LP 5.75% 08/15/2034                                                            | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    2455000 | PA      | $2463754.60    | 0.01%             | 2034-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                          | UTAH ACQUISITION SUB INC 3.95% 06/15/2026                                                               | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    4272000 | PA      | $4216173.93    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                             | LCH OIS SOFRV3.25% MAC 06/18/28                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -733239000 | NC      | $-887913.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                                            | REPUBLIC OF MONTENEGRO 7.25% 03/12/2031 144A                                                            | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    2830000 | PA      | $2901457.50    | 0.01%             | 2031-03-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMCC COML MTG SECS TR 2016-JP4                                                   | JPMCC COML MTG SECS TR 2016-JP4 CSTR 12/15/2049 144A                                                    | CUSIP: 46645UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1251000 | PA      | $925254.11     | 0.00%             | 2049-12-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                                               | SHRIRAM FINANCE LTD 4.15% 07/18/2025 144A                                                               | CUSIP: 825547AE2<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    1640000 | PA      | $1634260.00    | 0.00%             | 2025-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 4.125% 08/15/2044                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5050000 | PA      | $4538095.69    | 0.01%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 08/01/2035#G01853                                                                        | CUSIP: 3128LXBW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        370 | PA      | $366.22        | 0.00%             | 2035-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 6/40 #G05898                                                                                 | CUSIP: 3128M73F1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      69290 | PA      | $69739.07      | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                      | ECOPETROL SA 8.875% 01/13/2033                                                                          | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    4950000 | PA      | $5037615.00    | 0.01%             | 2033-01-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                               | REPUBLIC OF ARMENIA 3.6% 02/02/2031 144A                                                                | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    1030000 | PA      | $873893.20     | 0.00%             | 2031-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.00% 11/31 #C01258                                                                                | CUSIP: 31292HMF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2912 | PA      | $3008.90       | 0.00%             | 2031-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARDENAS MERGER SUB LLC                                                           | CARDENAS TONY'S FRESH MARKET TERM 1LN 08/01/2029                                                        | CUSIP: 14141NAB6<br>LEI: 254900WQ0CLAIQ6DHO57 | Long             | LON              | CORP              | US        |    5584771 | PA      | $5098114.02    | 0.01%             | 2029-08-01      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    3610000 | NC      | $615502.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 02/01/2043#Q15107                                                                        | CUSIP: 3132J6DM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      35518 | PA      | $33616.21      | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                       | IMPERIAL BRANDS FINANCE PLC 6.125% 07/27/2027 144A                                                      | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   12116000 | PA      | $12431080.70   | 0.03%             | 2027-07-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 3.5% 08/01/2034#C91782                                                                        | CUSIP: 3128P76T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     414836 | PA      | $402043.18     | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                          | WORLDPAY TERM B 1LN 01/31/2031                                                                          | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |   15027338 | PA      | $15036804.72   | 0.04%             | 2031-01-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.00% 12/37 #A69706                                                                                | CUSIP: 3128L1YB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      62611 | PA      | $65688.26      | 0.00%             | 2037-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO DE CHILE                                                         | BANCO DEL ESTADO DE CHILE 7.95%/VAR PERP 144A                                                           | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | EP               | CORP              | CL        |     935000 | PA      | $968893.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                         | OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046                                                               | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   18160000 | PA      | $17204026.73   | 0.04%             | 2046-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                                                    | VTR FINANCE BV 6.375% 07/15/2028 144A                                                                   | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |    5035000 | PA      | $4800557.81    | 0.01%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                              | SAMARCO MINERACAO SA PIK VAR 06/30/2031 144A                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    8269702 | PA      | $8011273.81    | 0.02%             | 2031-06-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 07/01/2046#AL9515                                                                        | CUSIP: 3138ERSD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     652963 | PA      | $592640.18     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 06/01/2045#Q33724                                                                        | CUSIP: 3132QQD66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     214578 | PA      | $195950.31     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                 | GUATEMALA REP OF 4.9% 06/01/2030 144A                                                                   | CUSIP: 401494AQ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     890000 | PA      | $865614.00     | 0.00%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                 | PERU REPUBLIC OF 3.3% 03/11/2041                                                                        | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1735000 | PA      | $1261345.00    | 0.00%             | 2041-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                   | FX Forward: USD/GBP settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3098.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 1.5% 10/25/2051                                                          | CUSIP: 3137H2UY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2443703 | PA      | $2027190.59    | 0.01%             | 2051-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 02/01/2035#FM6733                                                                        | CUSIP: 3140XAPT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     915271 | PA      | $876628.92     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                          | MARS INC 5.65% 05/01/2045 144A                                                                          | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   14075000 | PA      | $13808029.90   | 0.04%             | 2045-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.625% 09/30/2031                                                                             | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1169860000 | PA      | $1137917335.36 | 2.92%             | 2031-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 05/01/2035#MA4013                                                                        | CUSIP: 31418DN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6451156 | PA      | $6016698.81    | 0.02%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 6/40 #A92350                                                                                 | CUSIP: 312940TF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     103797 | PA      | $104468.01     | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 9/31 #604620                                                                                 | CUSIP: 31388GVM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        248 | PA      | $258.64        | 0.00%             | 2031-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 04/15/2043#AD7475                                                                          | CUSIP: 36180KJU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8115 | PA      | $7788.10       | 0.00%             | 2043-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 12/40 #AE7472                                                                                | CUSIP: 31419JJS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11761 | PA      | $11288.28      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 08/15/2043#AG0440                                                                        | CUSIP: 36181TPZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22024 | PA      | $19808.52      | 0.00%             | 2043-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | ORACLE CORP 1.65% 03/25/2026                                                                            | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   24761000 | PA      | $24157027.71   | 0.06%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 03/15/2041#738107                                                                          | CUSIP: 3620ASAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15720 | PA      | $15092.35      | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AHLSTROM-MUNKSJO OYJ                                                              | AHLSTROM-MUNKSJO TERM 1LN 02/04/2028                                                                    | CUSIP: N/A<br>LEI: 213800F2MJ5Z2TAQ1726       | Long             | LON              | CORP              | FI        |    2238527 | PA      | $2217082.17    | 0.01%             | 2028-02-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                      | UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A                                                       | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    2915000 | PA      | $2587540.71    | 0.01%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| SEQUOIA MTG TR                                                                    | SEMT 2004-6 A3B TSFR6M+130.826 7/34                                                                     | CUSIP: 81744FCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       2040 | PA      | $1881.22       | 0.00%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2017-HR2                                                  | MORGAN STANLEY CAP I TR 2017-HR2 D 2.73% 12/15/2050                                                     | CUSIP: 61691NAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2054000 | PA      | $1807191.36    | 0.00%             | 2050-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP LP / CARETRUST CAP CORP                                           | CTR PARTNERSHIP LP / CARETRUST CAP CORP 3.875% 06/30/2028 144A                                          | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2732961.37    | 0.01%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 3.228% 7/41#AI3469                                                                             | CUSIP: 3138AG2B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7576 | PA      | $7876.13       | 0.00%             | 2041-07-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG ENERGY INC 3.625% 02/15/2031 144A                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1115375.32    | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A                                                             | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     905000 | PA      | $742706.35     | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                              | SEADRILL FINANCE LTD 8.375% 08/01/2030 144A                                                             | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |     925000 | PA      | $906258.21     | 0.00%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 6/39 #720064                                                                                 | CUSIP: 3620A55Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      50300 | PA      | $49529.99      | 0.00%             | 2039-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2022-69 AB 4.5% 01/25/2044                                               | CUSIP: 3136BPFB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    7226795 | PA      | $7082732.17    | 0.02%             | 2044-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020                                                | VLS COMMERCIAL MORTGAGE TRUST 2020-LAB X CSTR 10/10/2042 144A                                           | CUSIP: 92858TAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35000000 | PA      | $675633.00     | 0.00%             | 2042-10-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BX TR 2019-OC11                                                                   | BX TR 2019-OC11 3.202% 12/09/2041 144A                                                                  | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3131000 | PA      | $2893722.49    | 0.01%             | 2041-12-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 05/15/2043#AC9633                                                                        | CUSIP: 36179KV27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9614 | PA      | $8915.85       | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 5/29 #323693                                                                                 | CUSIP: 31374TRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         20 | PA      | $20.98         | 0.00%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2% 03/01/2041#SC0136                                                                          | CUSIP: 3132D9EH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2681838 | PA      | $2290500.42    | 0.01%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 7.00% 9/26 #G30299                                                                            | CUSIP: 3128CUKL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2432 | PA      | $2448.92       | 0.00%             | 2026-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                     | PG and E CORP 5.25% 07/01/2030                                                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   11466000 | PA      | $11125018.36   | 0.03%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                               | NIGERIA REPUBLIC 6.125% 09/28/2028 144A                                                                 | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    4410000 | PA      | $4088907.90    | 0.01%             | 2028-09-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                          | SENSATA TECHNOLOGIES INC 6.625% 07/15/2032 144A                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2376065.48    | 0.01%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                                  | OPEN TR 2023-AIR TSFR1M+668.387 10/15/2028 144A                                                         | CUSIP: 68373BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3298400 | PA      | $3298400.00    | 0.01%             | 2040-11-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 06/15/2043#AE4598                                                                        | CUSIP: 36180XDB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      42979 | PA      | $39621.30      | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 11/01/2048#CA2656                                                                        | CUSIP: 3140Q95S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1484824 | PA      | $1506138.92    | 0.00%             | 2048-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                 | GLOBAL PARTNERS LP / GLP FIN CORP 8.25% 01/15/2032 144A                                                 | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1049927.32    | 0.00%             | 2032-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 08/01/2040#A93375                                                                        | CUSIP: 312941XC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3854 | PA      | $3794.37       | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                | TURKEY REPUBLIC OF 7.125% 07/17/2032                                                                    | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     880000 | PA      | $861300.00     | 0.00%             | 2032-07-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLUB CAP PARTNERS CLO 76 B LTD                                                   | GOLUB CAP PARTNERS CLO 76 B LTD E TSFR3M+575 10/25/2037 144A                                            | CUSIP: 38180CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     175000 | PA      | $176812.48     | 0.00%             | 2037-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 01/15/2047#AX5857                                                                          | CUSIP: 36196HQJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      90133 | PA      | $83499.12      | 0.00%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 07/15/2040#739708                                                                        | CUSIP: 3620ATYD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1987 | PA      | $1995.89       | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 03/01/2052#CB3174                                                                        | CUSIP: 3140QNQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6118763 | PA      | $5463619.83    | 0.01%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 2/41 #AH4471                                                                                 | CUSIP: 3138A56H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31444 | PA      | $29988.72      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                         | HESS CORP 7.3% 08/15/2031                                                                               | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    8054000 | PA      | $9007619.13    | 0.02%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 01/01/2047#AL9776                                                                        | CUSIP: 3138ER2J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4409768 | PA      | $3998243.36    | 0.01%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                                             | GACI FIRST INVESTMENT 5.25% 10/13/2032 REGS                                                             | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |     785000 | PA      | $788457.93     | 0.00%             | 2032-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                               | MSCS SWAP CZ030007 12/17/57 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     500000 | NC      | $63761.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 07/01/2047#BH3707                                                                        | CUSIP: 3140GSDM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90465 | PA      | $86756.33      | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.50% 10/34 #605721                                                                                | CUSIP: 36200N4E8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1538 | PA      | $1592.96       | 0.00%             | 2034-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 4/40 #723739                                                                                 | CUSIP: 3620AABG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      55264 | PA      | $53027.94      | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 04/40#V81744                                                                             | CUSIP: 3132L65D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     460520 | PA      | $429719.58     | 0.00%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 02/01/2053#SD7561                                                                          | CUSIP: 3132DVMJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7502807 | PA      | $6953450.11    | 0.02%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                          | VISTRA OPERATIONS CO LLC 5.5% 09/01/2026 144A                                                           | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1331212.96    | 0.00%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC                           | MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC 6.75% 04/01/2032 144A                           | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1062940.99    | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                  | KBC GROUPE SA/NV 6.324%/VAR 09/21/2034 144A                                                             | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    2445000 | PA      | $2582412.64    | 0.01%             | 2034-09-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 11/01/2042#Q13121                                                                        | CUSIP: 3132HPPE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     134645 | PA      | $128008.30     | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 02/01/2055#SL0430                                                                          | CUSIP: 31427MPQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5639081 | PA      | $5776171.16    | 0.01%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                       | BOSTON PPTYS LTD PARTNERSHIP 3.25% 01/30/2031                                                           | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   15144000 | PA      | $13650212.80   | 0.04%             | 2031-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2022-C17                                                             | BBCMS MTG TR 2022-C17 4.889% 09/15/2055                                                                 | CUSIP: 054976AK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1050000 | PA      | $990873.87     | 0.00%             | 2055-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 05/01/2034#775470                                                                        | CUSIP: 31404QQX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12857 | PA      | $12731.81      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 02/01/2052#QD7533                                                                          | CUSIP: 3133B5LN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97763 | PA      | $91246.54      | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TRANSDIGM INC 5.5% 11/15/2027                                                                           | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   10180000 | PA      | $10172036.39   | 0.03%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/28 #475908                                                                                 | CUSIP: 36209MU93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        558 | PA      | $564.64        | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.5% 09/15/2039#713871                                                                        | CUSIP: 36297KCG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      36448 | PA      | $35854.26      | 0.00%             | 2039-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                           | EL SALVADOR REPUBLIC OF 7.1246% 01/20/2050 144A                                                         | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    1000000 | PA      | $811500.00     | 0.00%             | 2050-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 12/27 #450614                                                                                | CUSIP: 36208GSB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        185 | PA      | $187.17        | 0.00%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                     | BAT INTL FINANCE PLC 4.125% 04/12/2032 REGS                                                             | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |    8900000 | PA      | $10368369.39   | 0.03%             | 2032-04-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OHACP 2024-17A                                                                    | OHACP 2024-17A A TSFR3M+132 01/18/2038 144A                                                             | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9378000 | PA      | $9395686.91    | 0.02%             | 2038-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COML MTG SECS TR 2012-CIBX                                        | JPMCC 2012-CBX E CSTR 6/45                                                                              | CUSIP: 46637WAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1251110 | PA      | $1132672.93    | 0.00%             | 2045-06-15      | Variable      | 0.05%                 | No            |                  3 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 8/27 #439231                                                                                 | CUSIP: 36207Q4Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         70 | PA      | $70.87         | 0.00%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 3/41 #738106                                                                                 | CUSIP: 3620ASAF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22696 | PA      | $22795.23      | 0.00%             | 2041-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/31 #550440                                                                                 | CUSIP: 36213CPZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        150 | PA      | $153.97        | 0.00%             | 2031-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.50% 7/40 #004923                                                                              | CUSIP: 36202FPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     155644 | PA      | $153079.15     | 0.00%             | 2041-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 07/01/2043#Q19606                                                                        | CUSIP: 3132JBDL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      94237 | PA      | $89455.14      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG ENERGY INC 5.25% 06/15/2029 144A                                                                    | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2945000 | PA      | $2910325.28    | 0.01%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | FX Forward: USD/EUR settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-11396.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PREGIS TOPCO LLC                                                                  | PREGIS TERM 1LN 02/01/2029                                                                              | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    1080742 | PA      | $1081077.23    | 0.00%             | 2029-02-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                    | BRANDYWINE OPER PARTNERSHIP LP 8.3% 03/15/2028                                                          | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   22792000 | PA      | $23895223.97   | 0.06%             | 2028-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TELEFONICA CELULAR DEL PARAGUAY SA                                                | TELEFONICA CELULAR PARAGUAY SA 5.875% 04/15/2027 144A                                                   | CUSIP: 87936VAB3<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |     959000 | PA      | $954205.00     | 0.00%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 11/39 #935695                                                                                | CUSIP: 31412U7G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31249 | PA      | $30713.33      | 0.00%             | 2039-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                         | KROGER CO 5% 09/15/2034                                                                                 | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   19550000 | PA      | $19041139.70   | 0.05%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 3/36 #888342                                                                                 | CUSIP: 31410F5B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51977 | PA      | $53985.73      | 0.00%             | 2036-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 06/01/2052#SD4958                                                                          | CUSIP: 3132DSQK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2181961 | PA      | $1703966.34    | 0.00%             | 2052-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                  | BANK5 2024-5YR12 C CSTR 12/15/2057                                                                      | CUSIP: 06644XBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1461000 | PA      | $1471542.87    | 0.00%             | 2057-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 02/01/2052#QD7367                                                                          | CUSIP: 3133B5FG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4559153 | PA      | $3899598.47    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                           | UKG TERM B 1LN 02/10/2031                                                                               | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   18682606 | PA      | $18712497.96   | 0.05%             | 2031-02-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B21 MTG TR                                                         | BENCHMARK 2020-B21 A5 MTG TR 1.9775% 12/17/2053                                                         | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1502000 | PA      | $1282229.76    | 0.00%             | 2053-12-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                           | GENESEE and WYOMING TERM B 1LN 04/10/2031                                                               | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    3800900 | PA      | $3781173.33    | 0.01%             | 2031-04-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT             | INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT 5.45% 05/15/2030 144A             | CUSIP: 74445PAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    3310000 | PA      | $3327625.75    | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2021-SFR1 TR                                                   | TRICON RESIDENTIAL 2021-SFR1 TR 4.133% 07/17/2038 144A                                                  | CUSIP: 89614YAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     315000 | PA      | $305815.17     | 0.00%             | 2038-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                        | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                           | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    8720000 | PA      | $8677950.42    | 0.02%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                       | MERCHANTS FLEET FUNDING LLC 7.21% 05/20/2036 144A                                                       | CUSIP: 588926AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6559554 | PA      | $6616143.69    | 0.02%             | 2036-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2013-133 IB 3% 04/32                                                                                | CUSIP: 3136AHQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      13015 | PA      | $42.92         | 0.00%             | 2032-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#741539                                                                        | CUSIP: 31402XZC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27557 | PA      | $27295.43      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC                                                    | HAMILTON TERM B 1LN 05/30/2031                                                                          | CUSIP: N/A<br>LEI: 5493005K6XILIQ2EZY52       | Long             | LON              | CORP              | US        |    1221740 | PA      | $1226016.09    | 0.00%             | 2031-05-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A                                     | HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A A TSFR3M+134 10/20/2037 144A                              | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26860000 | PA      | $26776599.70   | 0.07%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP                                                            | EPIC CRUDE TERM B 1LN 10/15/2031                                                                        | CUSIP: 29428XAG5<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    2797988 | PA      | $2804115.09    | 0.01%             | 2031-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP 7.125% 11/15/2031                                                                  | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1116645.20    | 0.00%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 6.5% 07/01/2055 #TBA                                                                          | CUSIP: 01F062671<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -13075000 | PA      | $-13414126.28  | -0.03%            | 2055-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | BOAM SWAP REC 3.89 04/21/26                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |  -26200000 | NC      | $-840953.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 09/01/2033#                                                                                | CUSIP: 31283HX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      43389 | PA      | $44965.26      | 0.00%             | 2033-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 3366 FD SOFR30A+36.448 5/37                                                                         | CUSIP: 31397KMB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     139808 | PA      | $138049.44     | 0.00%             | 2037-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 8/28 #482687                                                                                 | CUSIP: 36209VF41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         37 | PA      | $37.44         | 0.00%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 10/29 #520559                                                                                | CUSIP: 31384DJC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1959 | PA      | $2050.68       | 0.00%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 12/41 #778681                                                                                | CUSIP: 36176W2N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     102014 | PA      | $97615.29      | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 12/01/2051#CB2348                                                                          | CUSIP: 3140QMTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5917140 | PA      | $4672666.75    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 12/35 #AD0723                                                                                | CUSIP: 31418MYV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     155375 | PA      | $161860.93     | 0.00%             | 2035-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE LLC                                                                 | NORD ANGLIA EDUCATION TERM B 1LN 01/09/2032                                                             | CUSIP: N/A<br>LEI: 254900Y4DWBRGAFENC88       | Long             | LON              | CORP              | US        |    2533924 | PA      | $2539194.87    | 0.01%             | 2032-01-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2024-3                                                       | PALMER SQUARE LN FDG 2024-3 D TSFR3M+540 08/08/2032 144A                                                | CUSIP: 69690RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $792952.80     | 0.00%             | 2032-08-08      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/01/2040#AE7382                                                                          | CUSIP: 31419JFY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22606 | PA      | $21746.34      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 06/01/2041#                                                                              | CUSIP: 3132GESV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26073 | PA      | $25613.96      | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 06/01/2034#782425                                                                        | CUSIP: 31404YHA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11599 | PA      | $11479.40      | 0.00%             | 2034-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 11/01/2035#BQ6318                                                                        | CUSIP: 3140KSAU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8219782 | PA      | $7249810.31    | 0.02%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                          | SOUTH AFRICA REPUBLIC OF 4.85% 09/27/2027                                                               | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1010000 | PA      | $999879.80     | 0.00%             | 2027-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 9/35 #833016                                                                                 | CUSIP: 31407KN96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        124 | PA      | $128.01        | 0.00%             | 2035-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                     | CARNIVAL TERM B 1LN 8/8/2027                                                                            | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |    1974388 | PA      | $1972532.09    | 0.01%             | 2027-08-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.50% 6/41 #005082                                                                              | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     954211 | PA      | $938160.84     | 0.00%             | 2041-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                         | PETROLEOS DE VENEZUELA SA 12.75% 12/31/2049 144A                                                        | CUSIP: 716558AC5<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     172000 | PA      | $24480.76      | 0.00%             | 2049-12-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 07/01/2043#Q19690                                                                        | CUSIP: 3132JBF81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     134235 | PA      | $127454.44     | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-1 LTD                                             | PALMER SQUARE LOAN FUNDING 2025-1 LTD A1 TSFR3M+80 02/15/2033 144A                                      | CUSIP: 69704CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   26801000 | PA      | $26710975.44   | 0.07%             | 2033-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 5/32 #643194                                                                                 | CUSIP: 31390DRP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1595 | PA      | $1652.97       | 0.00%             | 2032-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                            | UNITED PLANET FITNESS TERM B 1LN 12/30/2026                                                             | CUSIP: 91132UAK9<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |    2203308 | PA      | $2131700.17    | 0.01%             | 2026-12-30      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                              | ALPHA GENERATION LLC 6.75% 10/15/2032 144A                                                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1305050.88    | 0.00%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 04/01/2039#AO3525                                                                        | CUSIP: 3138LT4K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86989 | PA      | $85558.31      | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                  | CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A                                                            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $763720.07     | 0.00%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                                                          | UNITED PACIFIC TERM B 1LN 07/09/2031                                                                    | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    3124300 | PA      | $3106085.33    | 0.01%             | 2031-07-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                              | ENEL FINANCE INTL NV 7.5% 10/14/2032 144A                                                               | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     992000 | PA      | $1116304.49    | 0.00%             | 2032-10-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 7/28 #416921                                                                                 | CUSIP: 31379ED20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         37 | PA      | $39.06         | 0.00%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 12/15/2041#778657                                                                        | CUSIP: 36176WZW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14819 | PA      | $13792.63      | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 05/01/2051#CB0414                                                                        | CUSIP: 3140QKN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96813 | PA      | $79794.48      | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.0% 08/20/2043#MA1520                                                                          | CUSIP: 36179NVM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6604 | PA      | $5954.79       | 0.00%             | 2043-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 06/46#AS7008                                                                               | CUSIP: 36193SYD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      72378 | PA      | $65184.85      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 4/40 #723743                                                                                 | CUSIP: 3620AABL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21296 | PA      | $20485.67      | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                          | DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A                                                         | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    5172000 | PA      | $4518482.73    | 0.01%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/31 #474767                                                                                 | CUSIP: 36209LMQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        164 | PA      | $168.44        | 0.00%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 9/33 #C01622                                                                                 | CUSIP: 31292HYT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18230 | PA      | $18352.00      | 0.00%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                | SEAGATE HDD CAYMAN 8.5% 07/15/2031                                                                      | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    1045000 | PA      | $1115763.22    | 0.00%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 01/01/2046#AS6486                                                                          | CUSIP: 3138WGF41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3580646 | PA      | $3364067.33    | 0.01%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                           | HCA INC 3.625% 03/15/2032                                                                               | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3086000 | PA      | $2799976.62    | 0.01%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2016-C4                                                    | JPMDB COML MTG SECS TR 2016-C4 ASB 2.9941% 12/15/2049                                                   | CUSIP: 46646RAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     327415 | PA      | $323083.14     | 0.00%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                                  | GALAXY PIPELINE ASSETS BIDCO LTD 2.625% 03/31/2036 144A                                                 | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    5030000 | PA      | $4208852.50    | 0.01%             | 2036-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                                    | SMRT 2022-MINI TSFR1M+335 01/15/2039 144A                                                               | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $777602.96     | 0.00%             | 2039-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BX TR 2022-VAMF                                                                   | BX TR 2022-VAMF TSFR1M+329.9 01/15/2039 144A                                                            | CUSIP: 05609TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     783000 | PA      | $772924.04     | 0.00%             | 2039-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MHP 2022-MHIL F                                                                   | MHP 2022-MHIL F TSFR1M+395.75 01/15/2027 144A                                                           | CUSIP: 55293DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     907200 | PA      | $905620.46     | 0.00%             | 2027-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                         | PROSUS NV 3.061% 07/13/2031 144A                                                                        | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    1585000 | PA      | $1364611.77    | 0.00%             | 2031-07-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 9/27 #780631                                                                                 | CUSIP: 36225AVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         34 | PA      | $33.82         | 0.00%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3                                 | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 5.45% 06/16/2028                                      | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10270082 | PA      | $10333387.16   | 0.03%             | 2028-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                                           | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 5.25% 10/02/2054 144A                                           | CUSIP: 00402D2D6<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    1720000 | PA      | $1543700.00    | 0.00%             | 2054-10-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LBA TR 2024-BOLT                                                                  | LBA TR 2024-BOLT TSFR1M+448.48 06/15/2026 144A                                                          | CUSIP: 50177BAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1570000 | PA      | $1563520.45    | 0.00%             | 2039-06-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNR 2006-62 KP PO 0% 4/36                                                                               | CUSIP: 31395N6X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      55854 | PA      | $46767.52      | 0.00%             | 2036-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2048                                                            | CUSIP: 3136BL6J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4444797 | PA      | $4038194.29    | 0.01%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                                                   | DIGICERT TERM B 2LN 02/19/2029                                                                          | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    3918409 | PA      | $3379627.84    | 0.01%             | 2029-02-19      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 11/01/2051#FM9387                                                                          | CUSIP: 3140XDND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     299393 | PA      | $234835.21     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DH CORPORATION/SOCIETE DH                                                         | FINASTRA CAN TL 09/13/29                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      83369 | PA      | $83369.49      | 0.00%             | 2029-09-13      | Variable      | 0.11%                 | No            |                  3 | On Loan: No      |
| GGAM FINANCE LTD                                                                  | GGAM FINANCE LTD 7.75% 05/15/2026 144A                                                                  | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    1905000 | PA      | $1923310.86    | 0.00%             | 2026-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                          | CLOUD SOFTWARE GROUP INC 8.25% 06/30/2032 144A                                                          | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    4914000 | PA      | $5166933.41    | 0.01%             | 2032-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 05/01/2040#                                                                                | CUSIP: 312940LA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28832 | PA      | $29020.84      | 0.00%             | 2040-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2020-CNP                                                  | MORGAN STANLEY CAP I TR 2020-CNP CSTR 04/05/2042 144A                                                   | CUSIP: 61770YAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     462000 | PA      | $351841.60     | 0.00%             | 2042-04-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 04/01/2052#BV3829                                                                          | CUSIP: 3140MHHF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     126180 | PA      | $117768.91     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 9/31 #551661                                                                                 | CUSIP: 36213DZ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1725 | PA      | $1789.39       | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                         | PETROLEOS DE VENEZUELA SA 5.375% 04/12/2027 REGS                                                        | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |     621100 | PA      | $72873.66      | 0.00%             | 2027-04-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                | JPSW SWAP CDS 06/20/30 ISPIM B                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    5800000 | NC      | $7738.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 08/01/2051#CB1280                                                                        | CUSIP: 3140QLM60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13398832 | PA      | $11030915.40   | 0.03%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 4/34 #574566                                                                                 | CUSIP: 36200WJK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1615 | PA      | $1640.23       | 0.00%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                             | FREEPORT INDONESIA PT 5.315% 04/14/2032 144A                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    2305000 | PA      | $2272153.75    | 0.01%             | 2032-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 1/36 #256117                                                                                 | CUSIP: 31371MPA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5061 | PA      | $5001.99       | 0.00%             | 2036-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 4.0% 12/15/2040                                                          | CUSIP: 3137BJGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     260457 | PA      | $257227.72     | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                           | MNGT SWAP CZ030007 12/17/57 B                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |    3200000 | NC      | $408072.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 05/01/2040#V81771                                                                        | CUSIP: 3132L66G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     172915 | PA      | $161301.57     | 0.00%             | 2040-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 11/01/2051#RA6453                                                                          | CUSIP: 3133KNE25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9462724 | PA      | $7380885.07    | 0.02%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDEPENDENCE PLAZA TR 2018-INDP                                                   | INDEPENDENCE PLAZA TR 2018-INDP E 4.996% 07/10/2035 144A                                                | CUSIP: 45378YAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1866000 | PA      | $1828224.14    | 0.00%             | 2035-07-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 02/01/2044#Q24546                                                                        | CUSIP: 3132M4WF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64997 | PA      | $61509.24      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 4/1/43 #AT0648                                                                           | CUSIP: 3138WMWJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     511184 | PA      | $471509.05     | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC                                                      | US FERTILITY ENTERPRISES TERM DD 1LN 10/11/2031                                                         | CUSIP: 90356EAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      71957 | PA      | $71956.52      | 0.00%             | 2031-10-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                         | CONVERGINT TECH TERM B 1LN 03/31/2028                                                                   | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3967978 | PA      | $3964010.45    | 0.01%             | 2028-03-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                                                        | ARXIS TERM B-DD 1LN 02/26/2032                                                                          | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     687500 | PA      | $682453.75     | 0.00%             | 2032-02-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                      | UNIVISION TERM B 1LN 01/31/2029                                                                         | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    4691135 | PA      | $4562128.84    | 0.01%             | 2029-01-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL   | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047       | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   47728000 | PA      | $40092992.89   | 0.10%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                            | INEOS QUATTRO TERM B 1LN 04/02/2029                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4897411 | PA      | $4468887.70    | 0.01%             | 2029-04-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                      | MEXICO UNITED MEXICAN STATES 5.75% 10/12/2110                                                           | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1615000 | PA      | $1219526.88    | 0.00%             | 2110-10-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 6/33 #604422                                                                                 | CUSIP: 36200MPF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1669 | PA      | $1676.47       | 0.00%             | 2033-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 1.5% 12/01/2035#SB8078                                                                        | CUSIP: 3132D56P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8140621 | PA      | $7179990.14    | 0.02%             | 2035-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 03/01/2048#MA3307                                                                        | CUSIP: 31418CU93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     236805 | PA      | $226876.19     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                            | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 5.125% 08/11/2061 144A                                           | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     545000 | PA      | $367569.80     | 0.00%             | 2061-08-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                          | CLOUD SOFTWARE GROUP INC 9% 09/30/2029 144A                                                             | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   12063000 | PA      | $12347433.48   | 0.03%             | 2029-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                    | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3703                                                                  | CUSIP: 3142GUDH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3444976 | PA      | $3593079.52    | 0.01%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO Y CONSTITUCION SA                                                 | CELULOSA ARAUCO Y CONSTITUCION SA 6.18% 05/05/2032 144A                                                 | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     835000 | PA      | $836402.80     | 0.00%             | 2032-05-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                    | ALTICE FINANCING TERM B 1LN 10/31/2027                                                                  | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |    1678852 | PA      | $1391348.22    | 0.00%             | 2027-10-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                               | KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A                                                             | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5724443 | PA      | $5073287.61    | 0.01%             | 2026-11-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 10/27 #449061                                                                                | CUSIP: 36208EZ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        271 | PA      | $275.35        | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                           | BANK OF NOVA SCOTIA 3.375%/VAR 03/05/2033 REGS                                                          | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |   11300000 | PA      | $12735536.02   | 0.03%             | 2033-03-05      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 12/41 #552550                                                                                | CUSIP: 36213EZP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49171 | PA      | $47078.39      | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VASA TR 2021-VASA                                                                 | VASA TR 2021-VASA TSFR1M+136.448 07/15/2039 144A                                                        | CUSIP: 92230AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1019000 | PA      | $955238.01     | 0.00%             | 2039-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 12/40 #AE2683                                                                                | CUSIP: 31419C6V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10410 | PA      | $9952.02       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 1.5% 02/01/2051#SD8127                                                                        | CUSIP: 3132DWA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32836112 | PA      | $24287338.59   | 0.06%             | 2051-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                        | DAVITA INC 4.625% 06/01/2030 144A                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    7070000 | PA      | $6606497.16    | 0.02%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 05/01/2047#AS9602                                                                        | CUSIP: 3138WKU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100823 | PA      | $96816.12      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 4/26 #303856                                                                                 | CUSIP: 31373UQH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        316 | PA      | $316.45        | 0.00%             | 2026-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                            | HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A                                                             | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1268871.11    | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2021-MC                                                            | BX COML MTG TR 2021-MC G TSFR1M+320.126 68 04/15/2034 144A                                              | CUSIP: 05608GAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     709000 | PA      | $650496.01     | 0.00%             | 2034-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 10/01/2051#CB1801                                                                          | CUSIP: 3140QMAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16509122 | PA      | $13036977.86   | 0.03%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                                    | TULLOW OIL PLC 10.25% 05/15/2026 144A                                                                   | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    7748000 | PA      | $6702794.80    | 0.02%             | 2026-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 6% 07/01/2053#RA9382                                                                          | CUSIP: 3133KRM76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4984145 | PA      | $5088181.05    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 05/20/2046#AS4758                                                                          | CUSIP: 36193PJB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      55779 | PA      | $50234.83      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 11/01/2051#QD1230                                                                          | CUSIP: 3133AXLK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29859 | PA      | $25693.80      | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 10/26 #323811                                                                                | CUSIP: 31374TVC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          3 | PA      | $3.13          | 0.00%             | 2026-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                | UKRAINE GOVERNMENT STEP 02/01/2035 144A                                                                 | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1408878 | PA      | $676261.44     | 0.00%             | 2035-02-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048                                                   | CUSIP: 3136BLRV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3270307 | PA      | $2970461.94    | 0.01%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                      | AT and T INC 3.65% 09/15/2059                                                                           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6496000 | PA      | $4268393.95    | 0.01%             | 2059-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 9/41 #G06719                                                                                 | CUSIP: 3128M8YQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     182138 | PA      | $179188.79     | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.00% 7/29 #C29204                                                                                 | CUSIP: 31293TGM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        156 | PA      | $157.93        | 0.00%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 04/01/2032#J36729                                                                          | CUSIP: 31307TPN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39857 | PA      | $38675.24      | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                  | ALTRIA GROUP INC 5.95% 02/14/2049                                                                       | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   14275000 | PA      | $13886947.54   | 0.04%             | 2049-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     800000 | NC      | $136399.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 01/01/2047#BE1526                                                                        | CUSIP: 3140FLVU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     107334 | PA      | $97217.14      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 3/26 #339493                                                                                 | CUSIP: 31375NC66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         41 | PA      | $41.06         | 0.00%             | 2026-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 04/15/2043#AA6286                                                                        | CUSIP: 36178D6X4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      37461 | PA      | $33664.60      | 0.00%             | 2043-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 08/01/2042#Q10217                                                                          | CUSIP: 3132HLG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20046 | PA      | $18137.77      | 0.00%             | 2042-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                   | RAND PARENT LLC 8.5% 02/15/2030 144A                                                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8867000 | PA      | $8737409.33    | 0.02%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 12/01/2051#RA6506                                                                          | CUSIP: 3133KNGP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     368340 | PA      | $288569.76     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/32 #582105                                                                                 | CUSIP: 36201FU62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1148 | PA      | $1182.32       | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                              | TEVA PHARMACEUTICAL FIN NETH III B V 7.875% 09/15/2029                                                  | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    1535000 | PA      | $1656148.34    | 0.00%             | 2029-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                  | CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A                                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7195000 | PA      | $6589948.63    | 0.02%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPERATING LLC                                                        | CHARTER COMMUNICATIONS TERM B5 1LN 12/15/2031                                                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   16375790 | PA      | $16361543.18   | 0.04%             | 2031-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.0% 11/20/2044#MA2372                                                                          | CUSIP: 36179QT50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     380785 | PA      | $361258.57     | 0.00%             | 2044-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 2/40 #711174                                                                                 | CUSIP: 36297GCK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28217 | PA      | $27773.39      | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 7.00% 11/26 #C91010                                                                           | CUSIP: 3128P7DP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        357 | PA      | $360.76        | 0.00%             | 2026-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 04/01/2052#RA7142                                                                          | CUSIP: 3133KN5B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3691346 | PA      | $2914994.28    | 0.01%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                             | VENTURE GLOBAL PLAQUE 7.75% 05/01/2035 144A                                                             | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2490453.79    | 0.01%             | 2035-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 8/27 #446830                                                                                 | CUSIP: 36208CLK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        370 | PA      | $375.93        | 0.00%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                                 | REWORLD HLDG CORP 4.875% 12/01/2029 144A                                                                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    3383000 | PA      | $3203138.41    | 0.01%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 09/01/2043#Q21835                                                                        | CUSIP: 3132JPBC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97652 | PA      | $92578.76      | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 01/01/2033#682553                                                                        | CUSIP: 31400BH66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1383 | PA      | $1396.39       | 0.00%             | 2033-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | US 10YR NOTE FUT (CBT)SEP25 TYU5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      10934 | NC      | $15103134.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 10/01/2050#CA7323                                                                          | CUSIP: 3140QFD55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4943948 | PA      | $3930418.04    | 0.01%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 03/01/2029#                                                                                | CUSIP: 31293L6C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        201 | PA      | $205.24        | 0.00%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2013-C10                                        | JP MORGAN CHASE COML MTG SECS TR 2013-C10 D CSTR 06/05/2039 144A                                        | CUSIP: 46651EAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     876000 | PA      | $785183.68     | 0.00%             | 2039-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 2% 06/01/2055 #TBA                                                                            | CUSIP: 01F020661<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -496525000 | PA      | $-385951166.52 | -0.99%            | 2055-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                          | ENEL SPA 3.375%/VAR PERP REGS                                                                           | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |    2091000 | PA      | $2374103.82    | 0.01%             | 2199-12-31      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                      | CAIXABANK SA 5.673%/VAR 03/15/2030 144A                                                                 | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    2450000 | PA      | $2516264.24    | 0.01%             | 2030-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 05/01/2052#SL0225                                                                        | CUSIP: 31427MHB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22464251 | PA      | $18578483.76   | 0.05%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 06/15/2043#AD5663                                                                        | CUSIP: 36180HJG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10094 | PA      | $9629.22       | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 8/31 #253895                                                                                 | CUSIP: 31371J7G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         79 | PA      | $82.83         | 0.00%             | 2031-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSUNION LLC                                                                    | TRANS UNION TERM B8 1LN 6/24/2031                                                                       | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    2817798 | PA      | $2816051.15    | 0.01%             | 2031-06-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 10/27 #451506                                                                                | CUSIP: 36208HR32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         49 | PA      | $49.18         | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 07/01/2040#C03486                                                                        | CUSIP: 31292K2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27538 | PA      | $27115.69      | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | CAPITAL ONE FINANCIAL CORP 5.817%/VAR 02/01/2034                                                        | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    6428000 | PA      | $6511979.89    | 0.02%             | 2034-02-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                     | NORDSTROM INC 4.375% 04/01/2030                                                                         | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1069153.69    | 0.00%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 10/01/2048#FS9071                                                                        | CUSIP: 3140XRCH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   64123462 | PA      | $58399885.39   | 0.15%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                      | BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A                                                             | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   38068938 | PA      | $38116524.16   | 0.10%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 10/01/2043#Q22677                                                                        | CUSIP: 3132JP6N7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64450 | PA      | $60869.15      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 07/01/2043#AU1335                                                                        | CUSIP: 3138X0PV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66442 | PA      | $61065.10      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OLAPLEX INC                                                                       | OLAPLEX TERM B 1LN 02/23/2029                                                                           | CUSIP: 67936UAB7<br>LEI: 254900QYCAW2BUUZ1O97 | Long             | LON              | CORP              | US        |     544146 | PA      | $519354.65     | 0.00%             | 2029-02-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 12/41 #552554                                                                                | CUSIP: 36213EZT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     149871 | PA      | $143720.68     | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                          | COREBRIDGE FINANCIAL INC 4.4% 04/05/2052                                                                | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    7930000 | PA      | $6154204.01    | 0.02%             | 2052-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 11/01/2036#CB2246                                                                        | CUSIP: 3140QMP81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4697419 | PA      | $4342901.75    | 0.01%             | 2036-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                               | ACRISURE LLC / ACRISURE FINANCE INC 4.25% 02/15/2029 144A                                               | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     760000 | PA      | $728393.50     | 0.00%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MFA 2022-RPL1 TR                                                                  | MFA 2022-RPL1 TR 3.3% 08/25/2061 144A                                                                   | CUSIP: 55285TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6304274 | PA      | $5851948.48    | 0.02%             | 2061-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#734091                                                                        | CUSIP: 31402NRL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23507 | PA      | $23277.39      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                | UKRAINE GOVERNMENT STEP 02/01/2034 144A                                                                 | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1588395 | PA      | $591677.14     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNR 2011-H14 FC TSFR1M+61.448 5/61                                                                      | CUSIP: 38375BMB5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     124257 | PA      | $124732.20     | 0.00%             | 2061-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                                          | VIRGIN MEDIA TERM Y 1LN 03/31/2031                                                                      | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |    5971000 | PA      | $5873314.44    | 0.02%             | 2031-03-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 09/01/2054#SD6419                                                                          | CUSIP: 3132DUDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10805096 | PA      | $11077906.01   | 0.03%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                       | CHEMOURS CO 8% 01/15/2033 144A                                                                          | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2131662.25    | 0.01%             | 2033-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DBJPM 2020-C9                                                                     | DBJPM 2020-C9 2.25% 09/15/2053 144A                                                                     | CUSIP: 233063BS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     377000 | PA      | $265748.28     | 0.00%             | 2053-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/01/2040#AE8185                                                                          | CUSIP: 31419KCX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36718 | PA      | $34890.47      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 03/01/2052#RA6926                                                                          | CUSIP: 3133KNVT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1622696 | PA      | $1390482.94    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 8/35 #735744                                                                                 | CUSIP: 31402RLZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2889 | PA      | $3011.61       | 0.00%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 8.5% 12/01/2027#                                                                              | CUSIP: 31283G6V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         17 | PA      | $17.67         | 0.00%             | 2027-12-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                          | MARS INC 5% 03/01/2032 144A                                                                             | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   17414000 | PA      | $17472560.32   | 0.04%             | 2032-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WFRBS COML MTG TR 2013-C16                                                        | WFRBS COML MTG TR 2013-C16 CSTR 09/15/2046                                                              | CUSIP: 92938EBR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      84080 | PA      | $79908.76      | 0.00%             | 2046-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMM 2013-LC6 MTG TR                                                              | COMM 2013-LC6 D MTG TR CSTR 01/10/2046 144A                                                             | CUSIP: 20048EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     156712 | PA      | $150443.86     | 0.00%             | 2046-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 9/28 #443819                                                                                 | CUSIP: 31380MAU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        456 | PA      | $475.28        | 0.00%             | 2028-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES HOLDINGS II LLC                                            | GENESYS TERM B 1LN 01/30/2032                                                                           | CUSIP: 39479UAY9<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    1810462 | PA      | $1803999.15    | 0.00%             | 2032-01-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                       | ASURION TERM B4 2LN 01/20/2029                                                                          | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    8894000 | PA      | $8410433.22    | 0.02%             | 2029-01-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 04/01/2041#MA4312                                                                        | CUSIP: 31418DYJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2160431 | PA      | $1899589.77    | 0.00%             | 2041-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                              | OLYMPUS WATER US HOLDING CORPORATION 6.25% 10/01/2029 144A                                              | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    3959000 | PA      | $3675019.58    | 0.01%             | 2029-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| HOME PARTNERS AMER 2019-1 TR                                                      | HOME PARTNERS AMER 2019-1 TR 4.101% 09/17/2039 144A                                                     | CUSIP: 43731QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      88413 | PA      | $82390.46      | 0.00%             | 2039-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                          | AVENTIV TERM FLSO 1LN 07/31/2025                                                                        | CUSIP: 05358AAQ7<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |     174974 | PA      | $167100.50     | 0.00%             | 2025-07-31      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                          | AVENTIV TERM DEC FLSO 12/24/2025                                                                        | CUSIP: N/A<br>LEI: 549300EBCNNXVCJ2FW66       | Long             | LON              | CORP              | US        |     302290 | PA      | $311358.60     | 0.00%             | 2025-12-24      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ENERGY TRANSFER LP 4.95% 06/15/2028                                                                     | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   12566000 | PA      | $12651507.23   | 0.03%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2011-GC5                                                           | GSMS 2011-GC5 D 5.47 8/44                                                                               | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     623936 | PA      | $466596.12     | 0.00%             | 2044-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 1/41 #AB2079                                                                                 | CUSIP: 31416XJZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     813052 | PA      | $775771.51     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 7/32 #545762                                                                                 | CUSIP: 31385JJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8156 | PA      | $8470.56       | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                    | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.625%/VAR 03/01/2055 144A                               | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     349000 | PA      | $352266.99     | 0.00%             | 2055-03-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BBCMS 2016-ETC MTG TR                                                             | BBCMS 2016-ETC E CSTR 08/14/36                                                                          | CUSIP: 05491LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     637000 | PA      | $567984.43     | 0.00%             | 2036-08-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/33 #726938                                                                                 | CUSIP: 31402ES33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54247 | PA      | $53704.48      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MTG TR                                                              | LIFE 2021-BMR MTG TR TSFR1M+151.448 03/15/2026 144A                                                     | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4112500 | PA      | $4076515.63    | 0.01%             | 2038-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                    | GREENSAIF PIPELINES BIDCO SARL 6.51% 02/23/2042 144A                                                    | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     850000 | PA      | $863281.25     | 0.00%             | 2042-02-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 02/01/2051#RA4527                                                                        | CUSIP: 3133KLA49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40294 | PA      | $33185.42      | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 03/01/2042#MA4570                                                                          | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11869969 | PA      | $9981786.02    | 0.03%             | 2042-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                    | URUGUAY REPUBLICA ORIENTAL DL 5.1% 06/18/2050                                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2260000 | PA      | $2030158.00    | 0.01%             | 2050-06-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING VIII LTD                                                       | ALPHA STAR HOLDING VIII LTD 8.375% 04/12/2027 REGS                                                      | CUSIP: N/A<br>LEI: 254900TMRVHA9YMIFC14       | Long             | DBT              | CORP              | AE        |     900000 | PA      | $929547.00     | 0.00%             | 2027-04-12      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 02/01/2043#Q15893                                                                        | CUSIP: 3132J67F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      53624 | PA      | $50815.77      | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2023-C21                                                     | BBCMS MORTGAGE TRUST 2023-C21 AS VAR 09/15/2056                                                         | CUSIP: 05553WAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1105000 | PA      | $1157297.66    | 0.00%             | 2056-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 6% 06/01/2055 #TBA                                                                              | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -322800000 | PA      | $-325935291.84 | -0.84%            | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 6/35 #829377                                                                                 | CUSIP: 31407FM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4490 | PA      | $4693.13       | 0.00%             | 2035-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                | WELLS FARGO and CO NEW 5.605%/VAR 04/23/2036                                                            | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   29243000 | PA      | $29584600.93   | 0.08%             | 2036-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 11/01/2051#BT9193                                                                          | CUSIP: 3140LYGB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74705 | PA      | $58269.81      | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 02/01/2052#QD6536                                                                          | CUSIP: 3133B4HM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1133695 | PA      | $972345.38     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 7/27 #451321                                                                                 | CUSIP: 36208HLA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         44 | PA      | $44.55         | 0.00%             | 2027-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNR 2012-H01 FA TSFR1M+81.448 11/61                                                                     | CUSIP: 38375BNX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     175178 | PA      | $176227.27     | 0.00%             | 2061-11-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 7/39 #698387                                                                                 | CUSIP: 36296Q2U2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1960 | PA      | $1969.29       | 0.00%             | 2039-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIE MAE 2.5% 02/25/2052                                                                              | CUSIP: 3136BMM70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    7551044 | PA      | $7088904.95    | 0.02%             | 2052-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A                                                                     | DLLAA 2023-1A 5.93% 07/20/2026 144A                                                                     | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     881103 | PA      | $882475.55     | 0.00%             | 2026-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/33 #737369                                                                                 | CUSIP: 31402TFJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31564 | PA      | $31247.36      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                     | PARKLAND CORP 6.625% 08/15/2032 144A                                                                    | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    1735000 | PA      | $1738849.97    | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC                                   | MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A                          | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16653000 | PA      | $16597795.31   | 0.04%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BFLD COML MTG TR 2024-UNIV                                                        | BFLD COML MTG TR 2024-UNIV TSFR1M+363.953 11/15/2029 144A                                               | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2385000 | PA      | $2379513.07    | 0.01%             | 2041-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 12/01/2045#G61829                                                                          | CUSIP: 31335CA61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     470878 | PA      | $447040.85     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 10/40 #AE4645                                                                                | CUSIP: 31419FET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47782 | PA      | $45767.22      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2011-GC5                                                           | GS MTG SECS TR 2011-GC5 4.5% 08/10/2044 144A                                                            | CUSIP: 36191YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1339218 | PA      | $4017.65       | 0.00%             | 2044-08-10      | Fixed         | 0.04%                 | No            |                  3 | On Loan: No      |
| EG AMERICA LLC                                                                    | EG GROUP TERM B2 1LN 02/07/2028                                                                         | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |    6940081 | PA      | $6955279.44    | 0.02%             | 2028-02-07      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                | PANAMA REPUBLIC OF 3.298% 01/19/2033                                                                    | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1135000 | PA      | $894521.88     | 0.00%             | 2033-01-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                           | MKS INC CONV 1.25% 06/01/2030                                                                           | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    2571000 | PA      | $2350132.33    | 0.01%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.50% 12/40 #004881                                                                             | CUSIP: 36202FM60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1372810 | PA      | $1276190.63    | 0.00%             | 2040-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 9/39 #A90185                                                                                 | CUSIP: 312938F24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        709 | PA      | $699.62        | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                               | NIGERIA REPUBLIC 6.5% 11/28/2027 144A                                                                   | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     600000 | PA      | $581064.00     | 0.00%             | 2027-11-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 07/01/2050#SI2038                                                                          | CUSIP: 3133USHP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     112558 | PA      | $88392.87      | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                             | TENET HEALTHCARE CORP 6.25% 02/01/2027                                                                  | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     528000 | PA      | $528375.41     | 0.00%             | 2027-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 9/27 #353838                                                                                 | CUSIP: 36203NBF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         72 | PA      | $73.22         | 0.00%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | LEVEL 3 FINANCING INC 11% 11/15/2029 144A                                                               | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2119796 | PA      | $2404729.74    | 0.01%             | 2029-11-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 02/15/2043#AD1736                                                                        | CUSIP: 36180C4V8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     753705 | PA      | $700220.54     | 0.00%             | 2043-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                               | MSCS SWAP CZ030008 12/17/57 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |    1900000 | NC      | $145227.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4% 04/30/2032                                                                                 | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  122845000 | PA      | $121635744.53  | 0.31%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS GROUP AG 4.125%/VAR 06/09/2033 REGS                                                                 | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    3230000 | PA      | $3807052.01    | 0.01%             | 2033-06-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 03/01/2047#BM3114                                                                          | CUSIP: 3140J7N84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     478272 | PA      | $421636.84     | 0.00%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 09/01/2047#CA0257                                                                        | CUSIP: 3140Q7JB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2071771 | PA      | $1885552.53    | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 1/32 #625027                                                                                 | CUSIP: 31389GLG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        207 | PA      | $217.94        | 0.00%             | 2032-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 08/01/2032#J37406                                                                          | CUSIP: 31307UGP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      88056 | PA      | $85268.46      | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BWAY TRUST 2025-1535                                                              | BWAY TRUST 2025-1535 B VAR 05/05/2030 144A                                                              | CUSIP: 12430BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1882000 | PA      | $1945973.51    | 0.01%             | 2042-05-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C2                                    | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C2 C CSTR 11/15/2057                                        | CUSIP: 95003UAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     728000 | PA      | $733284.99     | 0.00%             | 2057-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2% 02/20/2051#MA7192                                                                            | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   46083673 | PA      | $37040890.75   | 0.10%             | 2051-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ACCENTRO 2 WOHNEIGENTUM GMBH                                                      | ACCENTRO 2 WOHNEIGENTUM GMBH 20% 06/30/2025                                                             | CUSIP: N/A<br>LEI: 89450029G1XWU8H02364       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $340635.00     | 0.00%             | 2025-06-30      | Fixed         | 0.20%                 | No            |                  3 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 02/15/2043#AD2180                                                                        | CUSIP: 36180DM53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      30906 | PA      | $28653.07      | 0.00%             | 2043-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                     | LONG GILT FUTURE SEP25 G U5                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        -31 | NC      | $-52039.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                    | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3700                                                                  | CUSIP: 3142GUDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1088574 | PA      | $1141581.84    | 0.00%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                             | INDONESIA REPUBLIC OF 5.95% 01/08/2046 144A                                                             | CUSIP: 455780BW5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     985000 | PA      | $1007605.75    | 0.00%             | 2046-01-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII 15YR 3% 04/20/2031#MA3572                                                                          | CUSIP: 36179R6H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     927850 | PA      | $900262.15     | 0.00%             | 2031-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP                                                             | FILTRATION GROUP TERM B 1LN 10/21/2028                                                                  | CUSIP: 31732FAV8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    3603258 | PA      | $3612770.51    | 0.01%             | 2028-10-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN AB                                                                     | HEIMSTADEN AB 4.375% 03/06/2027 REGS                                                                    | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |    4100000 | PA      | $4472520.29    | 0.01%             | 2027-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 4/36 #A79236                                                                                 | CUSIP: 3128LDHM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     123971 | PA      | $124862.25     | 0.00%             | 2036-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/40 #747153                                                                                 | CUSIP: 3620C3BW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5232 | PA      | $5255.74       | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                          | AVENTIV TERM FLSO 03/25/2026                                                                            | CUSIP: 05358AAV6<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |    2912292 | PA      | $2999660.50    | 0.01%             | 2026-03-25      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                        | DAVITA TERM B1 1LN 05/09/2031                                                                           | CUSIP: 23918VBB9<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |    3552150 | PA      | $3551475.09    | 0.01%             | 2031-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COML MTG SECS TR 2012-CIBX                                        | JPMCC 2012-CBX G 4.0% 6/45 144A                                                                         | CUSIP: 46637WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1233000 | PA      | $686975.44     | 0.00%             | 2045-06-15      | Fixed         | 0.04%                 | No            |                  3 | On Loan: No      |
| BAYER US FINANCE II LLC                                                           | BAYER US FIN II LLC 4.25% 12/15/2025 144A                                                               | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   13965000 | PA      | $13913073.38   | 0.04%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 02/01/2042#Q06232                                                                        | CUSIP: 3132GRHH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3379173 | PA      | $3214083.15    | 0.01%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                                                        | HANGER TERM DD 1LN 10/23/2031                                                                           | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     223004 | PA      | $222223.29     | 0.00%             | 2031-10-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 10/01/2042#Q12215                                                                        | CUSIP: 3132HNN88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8616 | PA      | $8161.89       | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 8/27 #446822                                                                                 | CUSIP: 36208CLB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         47 | PA      | $47.78         | 0.00%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BPR TR 2023-BRK2                                                                  | BPR TR 2023-BRK2 C VAR 10/05/2038 144A                                                                  | CUSIP: 05610WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1624000 | PA      | $1701636.94    | 0.00%             | 2038-10-05      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                  | CALIBER COLLISION TERM B 1LN 01/30/2031                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    3391894 | PA      | $3357602.33    | 0.01%             | 2031-01-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                          | SAFEHOLD GL HOLDINGS LLC 6.1% 04/01/2034                                                                | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    4551000 | PA      | $4637353.36    | 0.01%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 05/20/2046#AS9183                                                                          | CUSIP: 36193VFY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      26281 | PA      | $23668.59      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 5.21% 3/36 #1G1851                                                                             | CUSIP: 3128QSBU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30014 | PA      | $30536.53      | 0.00%             | 2036-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEON MAPLE US DEBT MERGERSUB INC                                                  | NUVEI TERM B1 1LN 11/17/2031                                                                            | CUSIP: 69425BAB3<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    6780000 | PA      | $6766372.20    | 0.02%             | 2031-11-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RED PLANET BORROWER LLC                                                           | LIFTOFF TERM B 1LN 10/2/2028                                                                            | CUSIP: 57165KAB2<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |    5069538 | PA      | $5023354.06    | 0.01%             | 2028-10-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.50% 10/36 #654552                                                                                | CUSIP: 36294NEZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3748 | PA      | $3886.64       | 0.00%             | 2036-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 9/40 #AE3014                                                                                 | CUSIP: 31419DK42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14502 | PA      | $14283.81      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                  | VB-S1 ISSUER LLC 6.644% 05/15/2054 144A                                                                 | CUSIP: 91823ABE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1980000 | PA      | $2017845.13    | 0.01%             | 2054-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 02/01/2044#Q25157                                                                        | CUSIP: 3132M5ME9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     108992 | PA      | $106023.39     | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                          | BUILDERS FIRSTSOURCE INC 4.25% 02/01/2032 144A                                                          | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    3090000 | PA      | $2803571.21    | 0.01%             | 2032-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL LLC 2.75% 11/18/2030                                                                      | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    7730000 | PA      | $6727420.62    | 0.02%             | 2030-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 12/01/2041#AJ1879                                                                        | CUSIP: 3138ATCR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16206 | PA      | $15117.46      | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+100 10/25/2054                                                   | CUSIP: 3137HFYT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    5295855 | PA      | $5265486.40    | 0.01%             | 2054-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                              | CITGO PETROLEUM CORP 8.375% 01/15/2029 144A                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1148459.68    | 0.00%             | 2029-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/28 #456205                                                                                 | CUSIP: 36208NYA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         85 | PA      | $85.63         | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FANNIEMAE 30YR 3% 02/01/2052#BV3742                                                                     | CUSIP: 3140MHEQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2039091 | PA      | $1747289.98    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/32 #569880                                                                                 | CUSIP: 36200RCR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        118 | PA      | $120.43        | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GNR 2004-73 AL TSFR1M+708.552 8/34                                                                      | CUSIP: 38374H2N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      38981 | PA      | $3387.44       | 0.00%             | 2034-08-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 10/40 #AE4113                                                                                | CUSIP: 31419ESB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     212759 | PA      | $203310.01     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                              | CLEVELAND-CLIFFS INC 6.875% 11/01/2029 144A                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1152913.93    | 0.00%             | 2029-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                           | INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A                                                          | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1767852.23    | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2% 02/01/2028#FS3865                                                                          | CUSIP: 3140XKJK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3899315 | PA      | $3797612.32    | 0.01%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/40 #AB1379                                                                                 | CUSIP: 31416WQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6829 | PA      | $6725.94       | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL   | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053        | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17163000 | PA      | $14147658.27   | 0.04%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2020-C55                                                  | WELLS FARGO COML MTG TR 2020-C55 2.651% 02/15/2053                                                      | CUSIP: 95002EAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | MUN               | US        |    3768175 | PA      | $3613659.86    | 0.01%             | 2053-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REXFORD INDL RLTY INC                                                             | REXFORD INDL RLTY INC SER B 5.875% PERP PFD                                                             | CUSIP: 76169C308<br>LEI: 549300MSLO0DF0EMX355 | Long             | EP               | CORP              | US        |      30100 | NS      | $692300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 8/39 #678637                                                                                 | CUSIP: 36295R4W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14778 | PA      | $14199.70      | 0.00%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 7/35 #255816                                                                                 | CUSIP: 31371MDV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        549 | PA      | $578.53        | 0.00%             | 2035-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                                          | CT TRUST 5.125% 02/03/2032 144A                                                                         | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    2520000 | PA      | $2305800.00    | 0.01%             | 2032-02-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 8/32 #579718                                                                                 | CUSIP: 36201DAT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        187 | PA      | $192.77        | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 6/41 #Q01393                                                                                 | CUSIP: 3132GERN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58031 | PA      | $57180.20      | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                  | ISRAEL STATE OF 5.75% 03/12/2054                                                                        | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     955000 | PA      | $846817.60     | 0.00%             | 2054-03-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2023-SFR1 TRUST                                                | TRICON RESIDENTIAL 2023-SFR1 TRUST 8.25% 07/17/2040 144A                                                | CUSIP: 89616WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     476000 | PA      | $488693.35     | 0.00%             | 2040-07-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MORGAN STANLEY 5.831%/VAR 04/19/2035                                                                    | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   32000000 | PA      | $32994594.56   | 0.08%             | 2035-04-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 11/39 #722700                                                                                | CUSIP: 3620A83H4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21922 | PA      | $21545.03      | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                            | BX COMMERCIAL MORTGAGE TRUST 2021 VINO G TSFR1M+406.681 82 05/15/2038 144A                              | CUSIP: 05608KAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2471700 | PA      | $2445911.27    | 0.01%             | 2038-05-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                             | POSCO 5.75% 01/17/2028 144A                                                                             | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    1535000 | PA      | $1569961.73    | 0.00%             | 2028-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 01/01/2043#AR1150                                                                        | CUSIP: 3138NXH42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22317 | PA      | $20078.47      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                           | PHILIPPINES REPUBLIC OF 5.609% 04/13/2033                                                               | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     825000 | PA      | $856747.65     | 0.00%             | 2033-04-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 4/42 #AK9701                                                                                 | CUSIP: 3138EEX79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56091 | PA      | $53269.22      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.625% 03/31/2030                                                                             | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2688000 | PA      | $2647364.99    | 0.01%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 6/41 #Q01181                                                                                 | CUSIP: 3132GEJ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4298 | PA      | $4224.62       | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                          | AES CORP 3.95% 07/15/2030 144A                                                                          | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   28974000 | PA      | $27040059.96   | 0.07%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 11/01/2051#BU5834                                                                          | CUSIP: 3140M7PU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1834559 | PA      | $1437254.63    | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ZAMBIA REPUBLIC                                                                   | ZAMBIA REPUBLIC STEP 06/30/2033 144A                                                                    | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     174080 | PA      | $156193.58     | 0.00%             | 2033-06-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 12/01/2052#CB5221                                                                          | CUSIP: 3140QQYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8678564 | PA      | $8438881.77    | 0.02%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 12/01/2031#AS8511                                                                        | CUSIP: 3138WJN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2973503 | PA      | $2844205.41    | 0.01%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 11/01/2034#805555                                                                        | CUSIP: 31406B5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4866 | PA      | $4811.75       | 0.00%             | 2034-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                                                               | 1-800 CONTACTS TERM B 1LN 11/08/2032                                                                    | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    4348842 | PA      | $4341709.96    | 0.01%             | 2032-11-08      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.00% 10/42 #MA0461                                                                             | CUSIP: 36179MQN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3064 | PA      | $2774.43       | 0.00%             | 2042-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 10/41 #AJ4047                                                                                | CUSIP: 3138AVP90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1053573 | PA      | $1003311.72    | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.0% 07/01/2041#Q02189                                                                        | CUSIP: 3132GFNE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2890 | PA      | $2907.30       | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL5                                                           | BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A                                                | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   59264573 | PA      | $59301613.65   | 0.15%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                    | BOMBARDIER INC 6.75% 06/15/2033 144A                                                                    | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    2115000 | PA      | $2144633.27    | 0.01%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN WTR SERVICES FIN LTD                                                     | SOUTHERN WTR SERVICES FIN LTD 2.375% 05/28/2028 REGS                                                    | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |     930000 | PA      | $1090798.06    | 0.00%             | 2028-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                                                                 | DARKTRACE TERM 1LN 10/09/2031                                                                           | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5725000 | PA      | $5720420.00    | 0.01%             | 2031-10-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 12/01/2051#CB2320                                                                        | CUSIP: 3140QMSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8530941 | PA      | $7055296.16    | 0.02%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2.5% 06/01/2041#BR1090                                                                        | CUSIP: 3140KYF82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     837454 | PA      | $736857.83     | 0.00%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 09/01/2035#                                                                                | CUSIP: 31297TTR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1788 | PA      | $1800.47       | 0.00%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.00% 11/37 #678760                                                                                | CUSIP: 36295SB54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1424 | PA      | $1473.18       | 0.00%             | 2037-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                   | BANK 2023-BNK45 5.203% 02/15/2056                                                                       | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4700000 | PA      | $4698233.74    | 0.01%             | 2056-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TERWIN MORTGAGE TRUST                                                             | TMTS 2003-4HE A TSFR1M+97.448 9/34                                                                      | CUSIP: 881561BU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      12034 | PA      | $12354.71      | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2933 ZM 5.75% 02/15/2035                                                                            | CUSIP: 31395MT74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     736239 | PA      | $728829.01     | 0.00%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNR 2011-H14 FB TSFR1M+61.448 5/61                                                                      | CUSIP: 38375BLZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     122781 | PA      | $123316.53     | 0.00%             | 2061-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 1/41 #AE4585                                                                                 | CUSIP: 31419FCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25365 | PA      | $24190.89      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 10/01/2033#                                                                                | CUSIP: 31292HZM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        392 | PA      | $394.97        | 0.00%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 11/01/2045#Q37100                                                                        | CUSIP: 3132QT3J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     205749 | PA      | $192846.85     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 8/41 #430360                                                                                 | CUSIP: 36207FB59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9244 | PA      | $9088.09       | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 9/27 #397084                                                                                 | CUSIP: 31378FCV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          6 | PA      | $6.42          | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 7/40 #941592                                                                                 | CUSIP: 31413CRM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7861 | PA      | $7713.47       | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/28 #455124                                                                                 | CUSIP: 36208MSM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         20 | PA      | $20.12         | 0.00%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 11/39 #710988                                                                                | CUSIP: 36297F2V3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2529 | PA      | $2540.76       | 0.00%             | 2039-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 5.5% 06/01/2055 #TBA                                                                            | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  354775000 | PA      | $352341811.14  | 0.91%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO ESPIRITO SANTO SA                                                           | BANCO ESPIRITO SANTO SA 4% 12/31/2049 REGS                                                              | CUSIP: N/A<br>LEI: UBGVXZLX4SCS302CM391       | Long             | DBT              | CORP              | PT        |    1300000 | PA      | $309977.85     | 0.00%             | 2049-12-31      | Fixed         | 0.04%                 | No            |                  3 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 7.69% 01/23/2050                                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   57080000 | PA      | $42033712.00   | 0.11%             | 2050-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | BARCLAYS PLC 5.829%/VAR 05/09/2027                                                                      | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   27350000 | PA      | $27599611.14   | 0.07%             | 2027-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                         | ROGERS COMMUNICATIONS INC 7.125%/VAR 04/15/2055                                                         | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    1162000 | PA      | $1163685.26    | 0.00%             | 2055-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OHA CR FDG 6 LTD / OHA CR FDG 6 LLC                                               | OHA CR FDG 6 LTD / OHA CR FDG 6 LLC AR2 TSFR3M+133 10/20/2037 144A                                      | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22652000 | PA      | $22639428.14   | 0.06%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEEDLE HOLDINGS LLC                                                               | JOANN TERM EXIT 1LN 04/28/2028                                                                          | CUSIP: 63988HAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1162211 | PA      | $278930.54     | 0.00%             | 2028-04-28      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 6.875% 08/04/2026                                                                   | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1895000 | PA      | $1877755.50    | 0.00%             | 2026-08-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 06/15/2042#794505                                                                        | CUSIP: 36177PAF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      29451 | PA      | $26617.77      | 0.00%             | 2042-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 7/27 #353726                                                                                 | CUSIP: 36203M4K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        669 | PA      | $679.37        | 0.00%             | 2027-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/29 #486804                                                                                 | CUSIP: 36210AX93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        255 | PA      | $258.70        | 0.00%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 02/01/2041#                                                                              | CUSIP: 3132GE5T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      38149 | PA      | $37476.38      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2021-96 AH 2.5% 03/25/2049                                               | CUSIP: 3136BKXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   26060347 | PA      | $22401367.75   | 0.06%             | 2049-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2015-GC33                                                   | CGCMT 2015-GC33 XA CSTR 09/58                                                                           | CUSIP: 29425AAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33925570 | PA      | $17013.67      | 0.00%             | 2058-09-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 5.5% 06/01/2055 #TBA                                                                          | CUSIP: 01F052664<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -85600000 | PA      | $-84770809.92  | -0.22%            | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER (OSPREY) FINANCING PLC                                              | ANGLIAN WATER (OSPREY) FINANCING PLC 2% 07/31/2028 REGS                                                 | CUSIP: N/A<br>LEI: 21380072JDZ74GW9ZY87       | Long             | DBT              | CORP              | GB        |    1450000 | PA      | $1707887.38    | 0.00%             | 2028-07-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 08/01/2039#                                                                              | CUSIP: 3129342K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1065 | PA      | $1048.80       | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                | REALTY INCOME CORP 2.2% 06/15/2028                                                                      | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    3122000 | PA      | $2922945.99    | 0.01%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                                | BAYTEX ENERGY CORP 7.375% 03/15/2032 144A                                                               | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    2370000 | PA      | $2151385.75    | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 10/35 #830817                                                                                | CUSIP: 31407HAS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        629 | PA      | $657.55        | 0.00%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                                                          | LD CELULOSE INTERNATIONA 7.95% 01/26/2032 144A                                                          | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    1185000 | PA      | $1221586.88    | 0.00%             | 2032-01-26      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                         | OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036                                                              | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   16266000 | PA      | $15984788.51   | 0.04%             | 2036-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                          | ENGIE SA 4.25% 09/06/2034 REGS                                                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2382292.71    | 0.01%             | 2034-09-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2023-C19                                                             | BBCMS MTG TR 2023-C19 A5 5.451% 04/15/2056                                                              | CUSIP: 05553RAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1796000 | PA      | $1826140.29    | 0.00%             | 2056-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                          | ORLEN SA 6% 01/30/2035 144A                                                                             | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    1740000 | PA      | $1758511.86    | 0.00%             | 2035-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WFRBS COML MTG TR 2011-C4                                                         | WFRBS 2011-C4 G 5% 06/15/44                                                                             | CUSIP: 92936CBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     372000 | PA      | $118406.26     | 0.00%             | 2044-06-15      | Variable      | 0.05%                 | No            |                  3 | On Loan: No      |
| INVESCO US CLO 2024-3 LTD                                                         | INVESCO US CLO 2024-3 LTD A TSFR3M+151 07/20/2037 144A                                                  | CUSIP: 46148HAB4<br>LEI: 254900GU4U8LUX3GA959 | Long             | ABS-CBDO         | CORP              | JE        |   19593000 | PA      | $19563061.90   | 0.05%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 07/01/2046#BD8012                                                                        | CUSIP: 3140FF3W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89356 | PA      | $81100.60      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL SA CAYMAN ISLANDS BRANCH                                          | BANCO DO BRASIL CAYMAN ISLAND BRH 6.25%/VAR PERP 144A                                                   | CUSIP: 05958AAK4<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EP               | CORP              | KY        |    3005000 | PA      | $3020025.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                                                              | SIGNIA AEROSPACE TERM B 1LN 12/11/2031                                                                  | CUSIP: 82670NAB2<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    3438462 | PA      | $3425567.31    | 0.01%             | 2031-12-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 04/01/2052#FA0903                                                                        | CUSIP: 3140W1AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24720287 | PA      | $20606507.07   | 0.05%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 10/01/2041#G06800                                                                        | CUSIP: 3128M83H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      88193 | PA      | $84147.51      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.00% 10/30 #515513                                                                                | CUSIP: 36211KVE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6855 | PA      | $6986.26       | 0.00%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 8/31 #556227                                                                                 | CUSIP: 36213J4L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1251 | PA      | $1288.74       | 0.00%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | BOAM SWAP PAY 4.025 04/23/30                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   29310000 | NC      | $1211280.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2% 02/01/2041#RB5100                                                                          | CUSIP: 3133KYUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2556387 | PA      | $2170575.54    | 0.01%             | 2041-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                             | ARGENTINA REPUBLIC OF 1% 07/09/2029                                                                     | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1754099 | PA      | $1443623.56    | 0.00%             | 2029-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2013-134 SA SOFR30A+593.552 01/25/2044                                   | CUSIP: 3136AHTW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     199021 | PA      | $21581.26      | 0.00%             | 2044-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 06/01/2043#AT3659                                                                        | CUSIP: 3138WRB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10901 | PA      | $9774.48       | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 10/35 #848099                                                                                | CUSIP: 31408DGG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        992 | PA      | $1031.44       | 0.00%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                     | LIFE TIME FITNESS TERM B 1LN 11/5/2031                                                                  | CUSIP: 50218KAM0<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    3955088 | PA      | $3949313.07    | 0.01%             | 2031-11-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 10/41 #Q04113                                                                                | CUSIP: 3132GKGW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      94832 | PA      | $90439.01      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 9/29 #357040                                                                                 | CUSIP: 31376JS59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        766 | PA      | $796.84        | 0.00%             | 2029-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 12/40 #AH0851                                                                                | CUSIP: 3138A15M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14586 | PA      | $13880.37      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 8/39 #AC4495                                                                                 | CUSIP: 31417N7H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7697 | PA      | $7376.78       | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAKELITE US HOLDCO INC                                                            | BAKELITE TERM B 1LN 12/23/2031                                                                          | CUSIP: 05710LAD5<br>LEI: 549300UCYL2XSFT5Y041 | Long             | LON              | CORP              | US        |    3880275 | PA      | $3805114.07    | 0.01%             | 2031-12-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 10/26 #250736                                                                                | CUSIP: 31371FPV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          9 | PA      | $8.92          | 0.00%             | 2026-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 06/15/2042#779398                                                                        | CUSIP: 36176XUX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5557 | PA      | $5147.87       | 0.00%             | 2042-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCIS GOLF LLC                                                                    | ARCIS GOLF TERM 1LN 11/24/2028                                                                          | CUSIP: 03958MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3095652 | PA      | $3085993.57    | 0.01%             | 2028-11-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 02/48#CA1199                                                                               | CUSIP: 3140Q8KM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12824 | PA      | $11988.66      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                   | KRONOS ACQUISITION HOLDINGS INC 8.25% 06/30/2031 144A                                                   | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1023363.32    | 0.00%             | 2031-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                       | BANK GOSPODARSTWA KRAJOWEGO 6.25% 07/09/2054 144A                                                       | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    1805000 | PA      | $1742384.55    | 0.00%             | 2054-07-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2016-BNK2                                                 | MORGAN STANLEY CAP I TR 2016-BNK2 3% 11/15/2049 144A                                                    | CUSIP: 61690YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1456000 | PA      | $932163.09     | 0.00%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                             | WILLIAMS SCOTSMAN INC 6.625% 06/15/2029 144A                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2299563.31    | 0.01%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 07/01/2029#                                                                                | CUSIP: 31293S6T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        356 | PA      | $362.49        | 0.00%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 07/01/2052#QE5493                                                                          | CUSIP: 3133BFC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     207847 | PA      | $193992.54     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/40 #711533                                                                                 | CUSIP: 36297GPS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7849 | PA      | $7882.25       | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 06/01/2051#SD8150                                                                          | CUSIP: 3132DWBT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      89914 | PA      | $70329.27      | 0.00%             | 2051-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SG COML MTG SECS TR 2019-PRES                                                     | SG COML MTG SECS TR 2019-PREZ F CSTR 09/15/2039 144A                                                    | CUSIP: 78430EAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1360000 | PA      | $1096815.66    | 0.00%             | 2039-09-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2019-GC42                                                          | GS MTG SECS TR 2019-GC42 2.8% 09/10/2052 144A                                                           | CUSIP: 36257UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     408000 | PA      | $286343.82     | 0.00%             | 2052-09-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/33 #726956                                                                                 | CUSIP: 31402ETM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20982 | PA      | $20770.38      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2022-DKLX                                                  | BAMLL COML MTG SECS TR 2022-DKLX C VAR 01/15/2039 144A                                                  | CUSIP: 05530SAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2059584 | PA      | $2039631.45    | 0.01%             | 2039-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 5.280% 3/35 #843014                                                                            | CUSIP: 31407WSB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2366 | PA      | $2406.22       | 0.00%             | 2035-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 8/39 #711450                                                                                 | CUSIP: 36297GL73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9744 | PA      | $9356.17       | 0.00%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/31 #529408                                                                                 | CUSIP: 36212CDM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1081 | PA      | $1110.75       | 0.00%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 11/01/2041#Q04636                                                                        | CUSIP: 3132GKY91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3628 | PA      | $3460.13       | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                          | AZULE ENERGY FINANCE PLC 8.125% 01/23/2030 144A                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     235000 | PA      | $228813.39     | 0.00%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                                           | CAN 10YR BOND FUT SEP25 CNU5                                                                            | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |        308 | NC      | $235628.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 06/01/2050#SD8080                                                                          | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  122487610 | PA      | $96190537.01   | 0.25%             | 2050-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                | BX TRUST 2025-ROIC TSFR1M+294.129 03/15/2030 144A                                                       | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4768000 | PA      | $4648947.81    | 0.01%             | 2030-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                     | LGI HOMES INC 7% 11/15/2032 144A                                                                        | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    4060000 | PA      | $3770278.40    | 0.01%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                             | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                             | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1124180.68    | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                               | HUNGARY REPUBLIC OF 5.25% 06/16/2029 144A                                                               | CUSIP: 445545AP1<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    1305000 | PA      | $1309893.75    | 0.00%             | 2029-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                    | BRAZIL FEDERATIVE REPUBLIC OF 6% 10/20/2033                                                             | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1900000 | PA      | $1864375.00    | 0.00%             | 2033-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC                                                      | US FERTILITY ENTERPRISES TERM B 1LN 10/11/2031                                                          | CUSIP: 90356EAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1579086 | PA      | $1579085.87    | 0.00%             | 2031-10-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BX TR 2022-LBA6                                                                   | BX TR 2022-LBA6 E TSFR1M+270 01/15/2039 144A                                                            | CUSIP: 12433EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2075000 | PA      | $2062031.25    | 0.01%             | 2039-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 03/15/2036#652750                                                                        | CUSIP: 36292MEX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15308 | PA      | $15355.61      | 0.00%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 5.81% 1/36 #1J1262                                                                             | CUSIP: 3128NHMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7302 | PA      | $7414.15       | 0.00%             | 2036-01-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                           | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                           | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4996000 | PA      | $5077879.44    | 0.01%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                          | ALTICE FRANCE HOLDING SA 6% 02/15/2028 144A                                                             | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    4500000 | PA      | $1638791.10    | 0.00%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CEDAR FDG XVII CLO LTD                                                            | CEDAR FDG XVII CLO LTD A TSFR3M+185 07/20/2036 144A                                                     | CUSIP: 15033PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17958000 | PA      | $17994221.29   | 0.05%             | 2036-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MTN MAURITIUS INVESTMENTS LTD                                                     | MTN MAURITIUS INVSTMENTS 6.5% 10/13/2026 144A                                                           | CUSIP: 55377XAB2<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |    1019000 | PA      | $1024095.00    | 0.00%             | 2026-10-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                      | MEXICO UNITED MEXICAN STATES 4.5% 04/22/2029                                                            | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     905000 | PA      | $885090.00     | 0.00%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/32 #590407                                                                                 | CUSIP: 36201Q3Q4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        518 | PA      | $532.62        | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD/CAYMAN ISLANDS                                                     | BABSON CLO LTD/CAYMAN ISLANDS A1R2 TSFR3M+126 01/15/2038 144A                                           | CUSIP: 06762LAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15712000 | PA      | $15718127.68   | 0.04%             | 2038-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/28 #461493                                                                                 | CUSIP: 36208UUS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         57 | PA      | $58.00         | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 6% 06/01/2053#RA9278                                                                          | CUSIP: 3133KRJX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5011640 | PA      | $5108418.30    | 0.01%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 5.16% 9/35 #850124                                                                             | CUSIP: 31408FPH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2650 | PA      | $2724.92       | 0.00%             | 2035-09-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 04/01/2031#                                                                                | CUSIP: 31292HJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2228 | PA      | $2295.06       | 0.00%             | 2031-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                         | SAUDI ARABIAN OIL COMPANY 4.25% 04/16/2039 144A                                                         | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    4395000 | PA      | $3724806.45    | 0.01%             | 2039-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 1.5% 10/01/2050#MA4157                                                                        | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1964855 | PA      | $1457609.44    | 0.00%             | 2050-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2021-IP                                                       | GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A                                                           | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18953000 | PA      | $18834543.75   | 0.05%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 05/01/2047#BH0937                                                                        | CUSIP: 3140GPBF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39850 | PA      | $38328.48      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.0% 08/01/2042#Q10538                                                                        | CUSIP: 3132HLS38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15350 | PA      | $13831.78      | 0.00%             | 2042-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                             | INDONESIA REPUBLIC OF 7.75% 01/17/2038 144A                                                             | CUSIP: 455780AZ9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    2648000 | PA      | $3172304.00    | 0.01%             | 2038-01-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/32 #589983                                                                                 | CUSIP: 36201QM83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        647 | PA      | $667.33        | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVE and BUSTERS INC                                                              | DAVE and BUSTER'S TERM B 1LN 06/29/2029                                                                 | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    2299925 | PA      | $2179431.90    | 0.01%             | 2029-06-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 22-25 AB 4% 09/25/2047                                                   | CUSIP: 3136BMUF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3966829 | PA      | $3868010.37    | 0.01%             | 2047-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 3% 06/25/2049                                                            | CUSIP: 3136BMER5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3109430 | PA      | $2848623.41    | 0.01%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 08/15/2042#AB1531                                                                        | CUSIP: 36178LVY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8850 | PA      | $8487.23       | 0.00%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK38                                                                   | BANK 2021-BNK38 3.21677%/VAR 12/15/2064                                                                 | CUSIP: 06540EBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     260000 | PA      | $210965.30     | 0.00%             | 2064-12-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                     | MODIVCARE TERM B 1LN 07/01/2031                                                                         | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    1975099 | PA      | $1325508.42    | 0.00%             | 2031-07-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                    | CONSOLIDATED ENERGY TERM B 1LN 11/15/2030                                                               | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |    4385700 | PA      | $4080893.85    | 0.01%             | 2030-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 12/01/2041#AJ9630                                                                        | CUSIP: 3138E2VY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     232525 | PA      | $221141.26     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 12/01/2042#AL2890                                                                        | CUSIP: 3138EKF83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8529 | PA      | $7679.14       | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 12/01/2040#A95324                                                                        | CUSIP: 3129434H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1939 | PA      | $1904.81       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 1/41 #734148                                                                                 | CUSIP: 3620AMTD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4757 | PA      | $4560.70       | 0.00%             | 2041-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 08/01/2041#FM8334                                                                          | CUSIP: 3140XCHL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6169833 | PA      | $5215080.48    | 0.01%             | 2041-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG SARL                                                          | SHURGARD LUXEMBOURG SARL 4% 05/27/2035 REGS                                                             | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |    4000000 | PA      | $4564013.85    | 0.01%             | 2035-05-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 04/01/2045#Q32808                                                                          | CUSIP: 3132QPDN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8190 | PA      | $7292.50       | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 07/01/2041#AI8485                                                                        | CUSIP: 3138ANNB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30892 | PA      | $31046.35      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 07/01/2033#720240                                                                        | CUSIP: 31401WEM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2374 | PA      | $2355.41       | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS SA                                                         | INTELSAT JACKSON HLDGS SA 6.5% 03/15/2030 144A                                                          | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    2503000 | PA      | $2461421.67    | 0.01%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 06/15/2043#AD5457                                                                        | CUSIP: 36180HB23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17611 | PA      | $16280.33      | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 9/33 #740221                                                                                 | CUSIP: 31402WLA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35931 | PA      | $35606.31      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                      | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A                         | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8992000 | PA      | $8616010.31    | 0.02%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                        | COPT DEFENSE PROPERTIES LP 2.75% 04/15/2031                                                             | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    6131000 | PA      | $5321326.96    | 0.01%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/32 #582151                                                                                 | CUSIP: 36201FWL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        401 | PA      | $410.79        | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                          | HAH GROUP HOLDING CO LLC 9.75% 10/01/2031 144A                                                          | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    2602000 | PA      | $2591427.29    | 0.01%             | 2031-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| BANK 2021-BNK33                                                                   | BANK 2021-BNK33 2.893% 05/15/2064                                                                       | CUSIP: 06541CBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1016000 | PA      | $856835.07     | 0.00%             | 2064-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/36 #782939                                                                                 | CUSIP: 36241LHQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9614 | PA      | $9659.28       | 0.00%             | 2036-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 11/41 #AJ5385                                                                                | CUSIP: 3138AW6X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     294713 | PA      | $280351.95     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 12/40 #AE8843                                                                                | CUSIP: 31419KZH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8698 | PA      | $8544.00       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.0% 05/01/2041#Q00557                                                                        | CUSIP: 3132GDTN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9060 | PA      | $9113.48       | 0.00%             | 2041-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                            | COSTA RICA REPUBLIC OF 5.625% 04/30/2043 144A                                                           | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     785000 | PA      | $697080.00     | 0.00%             | 2043-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                   | BANK 2023-BNK45 B VAR 02/15/2056                                                                        | CUSIP: 06541BBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1465000 | PA      | $1498794.03    | 0.00%             | 2056-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2006-12 BO 0% 10/35                                                                                 | CUSIP: 31394VS43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      67998 | PA      | $60522.73      | 0.00%             | 2035-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 07/01/2054#CB8850                                                                          | CUSIP: 3140QUZQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16459259 | PA      | $16843966.45   | 0.04%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 4% 08/15/2037                                                            | CUSIP: 3137BWYF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      16925 | PA      | $16892.94      | 0.00%             | 2037-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 5.61% 3/35 #1L0297                                                                             | CUSIP: 3128Q2KJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      71659 | PA      | $73060.95      | 0.00%             | 2035-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 5/27 #439558                                                                                 | CUSIP: 36207RJB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          5 | PA      | $5.52          | 0.00%             | 2027-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 4.293% 3/35 #815586                                                                            | CUSIP: 31406PCX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5294 | PA      | $5415.04       | 0.00%             | 2035-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 1/28 #409486                                                                                 | CUSIP: 31378U2T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        403 | PA      | $410.15        | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                                | SAAVI ENERGIA SARL 8.875% 02/10/2035 144A                                                               | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2735000 | PA      | $2784230.00    | 0.01%             | 2035-02-10      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 04/01/2034#773077                                                                        | CUSIP: 31404M2J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21055 | PA      | $20828.91      | 0.00%             | 2034-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4% 10/31/2029                                                                                 | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  280700000 | PA      | $281346926.48  | 0.72%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 8/27 #452939                                                                                 | CUSIP: 36208KEL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $35.94         | 0.00%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU                                  | FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU TSFR1M+570 12/15/2029 144A                             | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2997000 | PA      | $2994703.70    | 0.01%             | 2039-12-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 11/15/2033#781778                                                                        | CUSIP: 36225B6P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3820 | PA      | $3836.74       | 0.00%             | 2033-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                     | DISH DBS CORP 5.125% 06/01/2029                                                                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7735000 | PA      | $5085340.71    | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.50% 10/40 #004834                                                                             | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      32979 | PA      | $32442.28      | 0.00%             | 2040-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                                            | CULLIGAN TERM B 1LN 07/31/2028                                                                          | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    9283275 | PA      | $9224326.26    | 0.02%             | 2028-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 9/35 #832175                                                                                 | CUSIP: 31407JQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2061 | PA      | $2155.74       | 0.00%             | 2035-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 02/01/2045#Q31307                                                                        | CUSIP: 3132QMNZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3230 | PA      | $2979.99       | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033                                                       | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  202394000 | PA      | $201690525.01  | 0.52%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 6/40 #743801                                                                                 | CUSIP: 3620AYKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20303 | PA      | $20390.38      | 0.00%             | 2040-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60                                    | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60 2.342% 08/15/2054                                        | CUSIP: 95003DBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2113000 | PA      | $1818861.10    | 0.00%             | 2054-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 04/01/2051#MA4305                                                                          | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   87204106 | PA      | $68209595.44   | 0.18%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/39 #AC1446                                                                                 | CUSIP: 31417KTC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2718 | PA      | $2671.86       | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 09/01/2051#QC7086                                                                        | CUSIP: 3133AR2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3330951 | PA      | $2742286.90    | 0.01%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                  | SOUTHERN COMPANY EUSA5+NA 09/15/2081                                                                    | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7690959.01    | 0.02%             | 2081-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2% 07/01/2035#FM3159                                                                          | CUSIP: 3140X6QM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3295880 | PA      | $3005139.39    | 0.01%             | 2035-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 10/39 #723248                                                                                | CUSIP: 3620A9P96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5914 | PA      | $5941.70       | 0.00%             | 2039-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 2/32 #581664                                                                                 | CUSIP: 36201FFD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        314 | PA      | $318.24        | 0.00%             | 2032-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC / ION CORPORATE SOLUTIONS FINANCE SARL               | HELIOS SOFTWARE HOLDINGS INC / ION CORPORATE SOLUTIONS FINANCE SARL 8.75% 05/01/2029 144A               | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1681000 | PA      | $1706684.00    | 0.00%             | 2029-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                          | HELP AT HOME TERM 1LN 09/24/2031                                                                        | CUSIP: 40467AAN9<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |    7851588 | PA      | $7683485.01    | 0.02%             | 2031-09-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 04/15/2042#792254                                                                          | CUSIP: 36177LQG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28467 | PA      | $27218.23      | 0.00%             | 2042-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MORTAGE TR 2024-MGP                                              | WELLS FARGO COML MORTAGE TR 2024-MGP A12 TSFR1M+179.1 08/15/2041 144A                                   | CUSIP: 95003TAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12400000 | PA      | $12337962.80   | 0.03%             | 2041-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP                                  | OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 7.375% 02/15/2031 144A                                 | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3030000 | PA      | $3199840.59    | 0.01%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN LTD                                                           | GENM CAPITAL LABUAN LTD 3.882% 04/19/2031 144A                                                          | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |    1985000 | PA      | $1746800.00    | 0.00%             | 2031-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                  | GGAM FINANCE LTD 8% 06/15/2028 144A                                                                     | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    5914000 | PA      | $6212757.54    | 0.02%             | 2028-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6.5% 09/01/2054#SD6617                                                                        | CUSIP: 3132DUK63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   52408200 | PA      | $54673575.73   | 0.14%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 05/15/2043#AD0747                                                                        | CUSIP: 36180BZL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      29223 | PA      | $26458.57      | 0.00%             | 2043-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 08/01/2051#RA5746                                                                        | CUSIP: 3133KML37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4342318 | PA      | $3900449.79    | 0.01%             | 2051-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 01/01/2051#FM7031                                                                          | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10685738 | PA      | $9922527.20    | 0.03%             | 2051-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 08/01/2051#QC5125                                                                          | CUSIP: 3133APVS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39738 | PA      | $31032.95      | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 02/01/2052#CB2886                                                                          | CUSIP: 3140QNF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7442412 | PA      | $6392494.84    | 0.02%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                           | HCA INC 5.875% 02/01/2029                                                                               | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   15195000 | PA      | $15683547.06   | 0.04%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 1/41 #AE9338                                                                                 | CUSIP: 31419LLU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24968 | PA      | $23843.15      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-TAIL                                                                   | BX TR 2025-TAIL E TSFR1M+330 06/15/2035 144A                                                            | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1734000 | PA      | $1734000.00    | 0.00%             | 2035-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 05/43 #MA1012                                                                              | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3277880 | PA      | $3009129.57    | 0.01%             | 2043-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 04/15/2043#666342                                                                        | CUSIP: 36295CHT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40710 | PA      | $36398.33      | 0.00%             | 2043-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 12/01/2051#MA4494                                                                          | CUSIP: 31418D7G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     446860 | PA      | $383401.65     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.125% 02/29/2032                                                                             | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3900000 | PA      | $3893296.88    | 0.01%             | 2032-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                              | DSG TopCo                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      10054 | NS      | $142847.23     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 10/01/2046#AL9371                                                                          | CUSIP: 3138ERMV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1048210 | PA      | $924084.89     | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LCPR LOAN FINANCING LLC                                                           | LIBERTY LATIN AMERICA TERM 1LN 10/16/2028                                                               | CUSIP: 50183CAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1930000 | PA      | $1411312.50    | 0.00%             | 2028-10-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 7.00% 12/33 #G03583                                                                                | CUSIP: 3128M5J43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12618 | PA      | $13343.17      | 0.00%             | 2034-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                  | DT MIDSTREAM INC 4.375% 06/15/2031 144A                                                                 | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     950000 | PA      | $887189.33     | 0.00%             | 2031-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | BOEING CO 5.15% 05/01/2030                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   18842000 | PA      | $19007189.89   | 0.05%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 1/36 #839064                                                                                 | CUSIP: 31407SFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1009 | PA      | $1052.46       | 0.00%             | 2036-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 22-67 FA SOFR30A+80 10/25/2052                                           | CUSIP: 3136BPBP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   25443863 | PA      | $24683175.07   | 0.06%             | 2052-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2024 VLT4                                                                      | BX 2024 VLT4 F TSFR1M+393.788 07/15/2029 144A                                                           | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6050000 | PA      | $5980777.11    | 0.02%             | 2029-07-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-SPOT                                            | BX TRUST 2025-SPOT E TSFR1M+344.054 04/15/2040 144A                                                     | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5847000 | PA      | $5799561.53    | 0.01%             | 2040-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 8/31 #468593                                                                                 | CUSIP: 36209DRN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        218 | PA      | $223.88        | 0.00%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 3.47% 3/40 #AD0820                                                                             | CUSIP: 31418M4E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19154 | PA      | $19850.18      | 0.00%             | 2040-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR 2022-CP1                                                               | NYMT LN TR 2022-CP1 2.0424% 07/25/2061 144A                                                             | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2391895 | PA      | $2208356.88    | 0.01%             | 2061-07-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                 | SREIT TR 2021-MFP TSFR1M+144.348 9 11/15/2038 144A                                                      | CUSIP: 78472UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8889204 | PA      | $8855869.49    | 0.02%             | 2038-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 08/01/2051#FS2041                                                                          | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     835328 | PA      | $652335.76     | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/41 #479596                                                                                | CUSIP: 36209RXZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7024 | PA      | $6739.48       | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF4 LLC                                                                | PRPM 2024-RCF4 A1 LLC VAR 07/25/2054 144A                                                               | CUSIP: 74448JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2718179 | PA      | $2651441.26    | 0.01%             | 2054-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 03/01/2045#Q32328                                                                        | CUSIP: 3132QNSS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     266323 | PA      | $244545.31     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                 | GUATEMALA REP OF 4.875% 02/13/2028 144A                                                                 | CUSIP: 401494AF6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     305000 | PA      | $300196.25     | 0.00%             | 2028-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 12/01/2047#ZM5206                                                                        | CUSIP: 3131XYYB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     167351 | PA      | $152152.07     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/32 #565867                                                                                 | CUSIP: 36213VTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1409 | PA      | $1453.22       | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                      | US FOODS INC 6.875% 09/15/2028 144A                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1264725.36    | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 04/01/2034#773762                                                                        | CUSIP: 31404NTT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25731 | PA      | $25493.59      | 0.00%             | 2034-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                    | EXTENDED STAY AMER TR 2021-ESH D TSFR1M+236.448 07/15/2038 144A                                         | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10584360 | PA      | $10584360.30   | 0.03%             | 2038-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 09/01/2040#AE3951                                                                        | CUSIP: 31419EL98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50330 | PA      | $47933.42      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                      | NAVIENT CORP 5.5% 03/15/2029                                                                            | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1635452.70    | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| BX TRUST 2025-DIME                                                                | BX TRUST 2025-DIME A TSFR1M+115 02/15/2035 144A                                                         | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26766000 | PA      | $26665627.50   | 0.07%             | 2035-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2016-GS2                                                           | GS MTG SECS TR 2016-GS2 2.753% 05/10/2049                                                               | CUSIP: 36252TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     703000 | PA      | $649100.01     | 0.00%             | 2049-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 09/15/2042#AB2330                                                                        | CUSIP: 36178MST9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16941 | PA      | $15674.09      | 0.00%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-C32                                                             | BBCMS MTG TR 2025-C32 4.5% 02/15/2062 144A                                                              | CUSIP: 07337AAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     713000 | PA      | $538617.03     | 0.00%             | 2062-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TRANSDIGM INC 6% 01/15/2033 144A                                                                        | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1246785.25    | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 11/01/2033#BM5112                                                                          | CUSIP: 3140J9VE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     231982 | PA      | $224065.27     | 0.00%             | 2033-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                    | COMMERZBANK AG 8.625%/VAR 02/28/2033 REGS                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     700000 | PA      | $1006556.41    | 0.00%             | 2033-02-28      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                         | INVITATION HOMES OPERATING PARTNERSHIP LP 5.5% 08/15/2033                                               | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    2192000 | PA      | $2185728.47    | 0.01%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 10/01/2042#AB6493                                                                        | CUSIP: 31417DGB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20076 | PA      | $18081.68      | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.50% 6/33 #003401                                                                              | CUSIP: 36202DX63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5674 | PA      | $5619.17       | 0.00%             | 2033-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AOT PACKAGING PRODUCTS ACQUISITIONCO LLC                                          | TRICORBRAUN TERM 1LN 03/03/2028                                                                         | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    5525101 | PA      | $5495154.80    | 0.01%             | 2028-03-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-2 LTD                                                      | PALMER SQUARE CLO 2021-2 LTD DR2 TSFR3M+414 02/15/2038 144A                                             | CUSIP: 69701XAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     243000 | PA      | $242476.58     | 0.00%             | 2038-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 1.125% 05/15/2040                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  207334000 | PA      | $125955405.00  | 0.32%             | 2040-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                               | NIGERIA REPUBLIC 7.875% 02/16/2032 144A                                                                 | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1840000 | PA      | $1664740.00    | 0.00%             | 2032-02-16      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SHR TR 2024-LXRY                                                                  | SHR TR 2024-LXRY D TSFR1M+350 10/15/2041 144A                                                           | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3314000 | PA      | $3311927.09    | 0.01%             | 2041-10-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC               | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                  | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3270094.75    | 0.01%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                           | MEITUAN 4.625% 10/02/2029 144A                                                                          | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    1020000 | PA      | $1014494.71    | 0.00%             | 2029-10-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 3% 05/25/2048                                                            | CUSIP: 3137H5ZJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    7194171 | PA      | $6533315.72    | 0.02%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 01/01/2043#AQ9328                                                                        | CUSIP: 3138MRLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     350013 | PA      | $323787.22     | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 06/15/2042#AA0565                                                                        | CUSIP: 36177WTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2048 | PA      | $1955.93       | 0.00%             | 2042-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                                | MVM ENERGETIKA ZRT 6.5% 03/13/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | CORP              | HU        |     520000 | PA      | $529831.22     | 0.00%             | 2031-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 2/38 #974066                                                                                 | CUSIP: 31414RTX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19317 | PA      | $20250.19      | 0.00%             | 2038-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 3.5% 02/43 #Q15871                                                                                 | CUSIP: 3132J66H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     126843 | PA      | $118531.50     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                                          | BX COML MTG TR 2024-MDHS E TSFR1M+368.83 05/15/2041 144A                                                | CUSIP: 12433BAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2736528 | PA      | $2727421.68    | 0.01%             | 2041-05-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                | FX Forward: USD/CAD settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17600.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 2/27 #356391                                                                                 | CUSIP: 31376H2Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        315 | PA      | $319.43        | 0.00%             | 2027-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 10/01/2049#SD8016                                                                          | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8579295 | PA      | $7410550.31    | 0.02%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 03/20/44#MA1760                                                                            | CUSIP: 36179N5V6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12750 | PA      | $11692.56      | 0.00%             | 2044-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 02/01/2043#ZS3684                                                                        | CUSIP: 3132A4CV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4313331 | PA      | $3994239.80    | 0.01%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                                             | RACKSPACE FINANCE LLC 3.5% 05/15/2028 144A                                                              | CUSIP: 75008WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3657300 | PA      | $1316628.00    | 0.00%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 02/15/2039#436717                                                                        | CUSIP: 36207NDW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      59697 | PA      | $59979.48      | 0.00%             | 2039-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 08/01/2052#QE8192                                                                          | CUSIP: 3133BJC59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     122142 | PA      | $113962.25     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAST and CREW PAYROLL LLC                                                         | CAST and CREW TERM B 1LN 12/29/2028                                                                     | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |   10491363 | PA      | $9691396.31    | 0.02%             | 2028-12-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 11/39 #728319                                                                                | CUSIP: 3620AFDY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11828 | PA      | $11882.53      | 0.00%             | 2039-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ENERGY TRANSFER LP 5% 05/15/2050                                                                        | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   36762000 | PA      | $29716960.46   | 0.08%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 1/36 #851463                                                                                 | CUSIP: 31408G5Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4791 | PA      | $4737.44       | 0.00%             | 2036-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 12/15/2046#AX5803                                                                          | CUSIP: 36196HNU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14910 | PA      | $13858.83      | 0.00%             | 2046-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 11/01/2046#Q44473                                                                        | CUSIP: 3132WH6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5219 | PA      | $4738.19       | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | BNP PARIBAS 3.945%/VAR 02/18/2037 REGS                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    8000000 | PA      | $9025010.77    | 0.02%             | 2037-02-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.50% 8/29 #781078                                                                                 | CUSIP: 36225BFT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        149 | PA      | $151.97        | 0.00%             | 2029-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 05/15/2043#AE2144                                                                        | CUSIP: 36180ULZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21840 | PA      | $20224.11      | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                     | HEALTHCARE REALTY HOLDINGS LP 3.1% 02/15/2030                                                           | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    4838000 | PA      | $4433958.74    | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 10/01/2053#CB7297                                                                        | CUSIP: 3140QTDB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8476016 | PA      | $8497035.21    | 0.02%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                | LUMEN TECHNOLOGIES TERM B2 1LN SUPER_PRIORITY 04/15/2030                                                | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   16591957 | PA      | $16409942.79   | 0.04%             | 2030-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 9/32 #647416                                                                                 | CUSIP: 31390JGZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2108 | PA      | $2229.62       | 0.00%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                           | SAUDI ARABIA KINGDOM OF 2.25% 02/02/2033 144A                                                           | CUSIP: 80413TAV1<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    2285000 | PA      | $1883034.23    | 0.00%             | 2033-02-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                                            | VTR COMUNICACIONES SPA 5.125% 01/15/2028 144A                                                           | CUSIP: 918367AA1<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |    1768000 | PA      | $1661920.00    | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY885802 12/15/56 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    2700000 | NC      | $351516.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 04/01/2043#AT2887                                                                        | CUSIP: 3138WQF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10109 | PA      | $9338.10       | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 04/48#BJ5454                                                                             | CUSIP: 3140H7BY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     124184 | PA      | $119093.11     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                             | BX COMMERCIAL MORTGAGE TRUST 2019-IMC A TSFR1M+111.448 04/15/2034 144A                                  | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10114868 | PA      | $10020040.69   | 0.03%             | 2034-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/40 #733919                                                                                 | CUSIP: 3620AMK84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17367 | PA      | $17446.14      | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2% 03/20/2052#                                                                                  | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2160962 | PA      | $1737601.93    | 0.00%             | 2052-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                       | IVORY COAST (COTE D'IVOIRE) 6.375% 03/03/2028 144A                                                      | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1772000 | PA      | $1759445.38    | 0.00%             | 2028-03-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 04/01/2042#AK9692                                                                          | CUSIP: 3138EEXW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13498 | PA      | $12803.06      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 06/01/2055 #TBA                                                                            | CUSIP: 21H032662<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  151950000 | PA      | $135249281.87  | 0.35%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 09/01/2036#MA4417                                                                        | CUSIP: 31418D4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     342371 | PA      | $300686.09     | 0.00%             | 2036-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 07/01/2050#FM3897                                                                          | CUSIP: 3140X7KK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2304316 | PA      | $1821840.04    | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 07/01/2050#FM4096                                                                          | CUSIP: 3140X7RS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     320774 | PA      | $273968.09     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                               | CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A                                               | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2888932.58    | 0.01%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 10/27 #452535                                                                                | CUSIP: 36208JV41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        632 | PA      | $643.25        | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 2/42 #757489                                                                                 | CUSIP: 36230SKA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     105181 | PA      | $97372.60      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 06/01/2054#CB8689                                                                        | CUSIP: 3140QUUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8307655 | PA      | $8247776.76    | 0.02%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 2.5% 12/20/2051#785791                                                                          | CUSIP: 3622ABKC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5900155 | PA      | $4902796.58    | 0.01%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                               | HUNGARY REPUBLIC OF 6.125% 05/22/2028 144A                                                              | CUSIP: 445545AR7<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     610000 | PA      | $626927.50     | 0.00%             | 2028-05-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 7/37 #940208                                                                                 | CUSIP: 31413BAH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2900 | PA      | $3106.59       | 0.00%             | 2037-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 07/01/2051#FS4654                                                                          | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3691100 | PA      | $2896344.37    | 0.01%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 06/01/2041#                                                                                | CUSIP: 3132GEVS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34025 | PA      | $32384.81      | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                | ALLY FINL INC 8% 11/01/2031                                                                             | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   42441000 | PA      | $47489385.39   | 0.12%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP LP                                                         | FLYNN RESTAURANT TERM B 1LN 12/01/2028                                                                  | CUSIP: 34410JAF8<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |    1472656 | PA      | $1471124.08    | 0.00%             | 2028-12-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                           | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                              | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    1985000 | PA      | $1863322.28    | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                              | EXCELERATE ENERGY LP 8% 05/15/2030 144A                                                                 | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2303389.84    | 0.01%             | 2030-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 04/01/2039#AB0050                                                                        | CUSIP: 31416VBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     136980 | PA      | $135654.77     | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PARTNERS LLC                                                 | GREYSTAR REAL ESTATE PARTNERS TERM 1LN 08/21/2030                                                       | CUSIP: 39806LAD9<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |    2390520 | PA      | $2384543.38    | 0.01%             | 2030-08-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 02/01/2051#RA4575                                                                        | CUSIP: 3133KLCL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12906226 | PA      | $10629399.06   | 0.03%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                 | SREIT TR 2021-MFP B TSFR1M+119.428 98 11/15/2038 144A                                                   | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14313152 | PA      | $14268423.69   | 0.04%             | 2038-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 9/31 #571901                                                                                 | CUSIP: 36200TKN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1233 | PA      | $1269.44       | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 2/42 #757488                                                                                 | CUSIP: 36230SJ96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     132914 | PA      | $123082.26     | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MHC COML MTG TR 2021-MHC                                                          | MHC COML MTG TR 2021-MHC TSFR1M+271.544 096 04/15/2038 144A                                             | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1937600 | PA      | $1936389.00    | 0.00%             | 2038-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                             | GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A                                                             | CUSIP: 36168QAQ7<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |     405000 | PA      | $420106.10     | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TR 2019-OC11                                                                   | BX TR 2019-OC11 4.075457% 12/09/2041 144A                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10841000 | PA      | $9824450.27    | 0.03%             | 2041-12-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EPIC CREATIONS INC                                                                | EPIC BYJU TERM DD DIP TL 07/31/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28533 | PA      | $28533.29      | 0.00%             | 2025-07-31      | Variable      | 0.14%                 | No            |                  3 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 07/01/2035#                                                                                | CUSIP: 31297RYP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        810 | PA      | $816.21        | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CZ030008 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    2400000 | NC      | $183444.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 05/01/2043#AT2721                                                                        | CUSIP: 3138WQAX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     866168 | PA      | $778738.49     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 1/42 #778796                                                                                 | CUSIP: 36176W7H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1670 | PA      | $1550.63       | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACCENTRO REAL ESTATE AG                                                           | ACCENTRO REAL ESTATE AG STEP 02/13/2026 REGS                                                            | CUSIP: N/A<br>LEI: 391200VKLY50XNAFCM46       | Long             | DBT              | CORP              | DE        |    4086000 | PA      | $1716596.02    | 0.00%             | 2026-02-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 9/33 #734922                                                                                 | CUSIP: 31402QPF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11786 | PA      | $11671.37      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                            | BX COMMERCIAL MORTGAGE TRUST 2021 SR1M+156.27 02/15/2039 144A                                           | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8991500 | PA      | $8952161.96    | 0.02%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 10/27 #460697                                                                                | CUSIP: 36208TX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        807 | PA      | $815.62        | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2% 11/20/2050#MA6994                                                                            | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24461472 | PA      | $19661512.54   | 0.05%             | 2050-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                  | CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A                                                             | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1111116.20    | 0.00%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| COLOMBIA TELECOMUNICACIONES S A ESP                                               | COLOMBIA TELECOMUNICACINES SA 4.95% 07/17/2030 144A                                                     | CUSIP: 19533PAC4<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |    2765000 | PA      | $2415918.75    | 0.01%             | 2030-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                  | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026                                                      | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   15162000 | PA      | $15076740.13   | 0.04%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                 | JORDAN KINGDOM OF 7.75% 01/15/2028 144A                                                                 | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     825000 | PA      | $846144.75     | 0.00%             | 2028-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MILOS CLO LTD                                                                     | MILOS CLO LTD AR TSFR3M+133.161 10/20/2030 144A                                                         | CUSIP: 60162PAE2<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    8852983 | PA      | $8859286.03    | 0.02%             | 2030-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 5.5% 06/01/2053#RA9161                                                                        | CUSIP: 3133KRFA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2718760 | PA      | $2716156.56    | 0.01%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.50% 9/40 #004801                                                                              | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     343228 | PA      | $337640.01     | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 11/39 #AC5442                                                                                | CUSIP: 31417SBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     726337 | PA      | $714808.91     | 0.00%             | 2039-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 01/01/2046#BC6383                                                                        | CUSIP: 3140F2CV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34732 | PA      | $31556.18      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 09/01/2047#ZM4241                                                                        | CUSIP: 3131XXWA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48352 | PA      | $44005.74      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 7/26 #256384                                                                                 | CUSIP: 31371MXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        113 | PA      | $112.94        | 0.00%             | 2026-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 8/39 #710771                                                                                 | CUSIP: 36297FT44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6480 | PA      | $6510.38       | 0.00%             | 2039-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MSJP 2015-HAUL                                                                    | MSJP 2015-HAUL E 5.012% 09/05/2047 144A                                                                 | CUSIP: 553697AN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     311000 | PA      | $263023.65     | 0.00%             | 2047-09-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN WTR SERVICES FIN LTD                                                     | SOUTHERN WTR SERVICES FIN LTD 1.625% 03/30/2027 REGS                                                    | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |    1765000 | PA      | $2097903.48    | 0.01%             | 2027-03-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | LEVEL 3 TERM B 1LN 3/27/2032                                                                            | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    7825000 | PA      | $7864125.00    | 0.02%             | 2032-03-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 3.0% 7/45#Q34956                                                                                   | CUSIP: 3132QRQJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12026 | PA      | $10630.47      | 0.00%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2023-1 LTD                                                               | VOYA CLO 2023-1 LTD A1 TSFR3M+180 01/20/2037 144A                                                       | CUSIP: 92920FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   23148000 | PA      | $23242605.88   | 0.06%             | 2037-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                         | CAESARS ENTERTAINMENT INC 6% 10/15/2032 144A                                                            | CUSIP: 12769GAD2<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    3570000 | PA      | $3424658.52    | 0.01%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMPIRE TODAY IP, LLC                                                              | EMPIRE TODAY TERM NEW $1ST OUT TLA 1LN 8/3/2029                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     329660 | PA      | $296694.14     | 0.00%             | 2029-08-03      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                   | QATAR PETROLEUM 3.3% 07/12/2051 144A                                                                    | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    5580000 | PA      | $3657690.00    | 0.01%             | 2051-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                  | T-MOBILE USA INC 3.875% 04/15/2030                                                                      | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   42000000 | PA      | $40499222.82   | 0.10%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                              | COLOMBIA REPUBLIC OF 8% 11/14/2035                                                                      | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    8500000 | PA      | $8508500.00    | 0.02%             | 2035-11-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6.5% 09/01/2053#CB7134                                                                        | CUSIP: 3140QS4U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7765021 | PA      | $8051530.49    | 0.02%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                          | DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A                                                         | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   16845000 | PA      | $14364589.92   | 0.04%             | 2032-01-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                                   | CEMEX SAB DE CV T5Y+NA PERP 144A                                                                        | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | EP               | CORP              | MX        |    4435000 | PA      | $4375127.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL REPUBLIC OF                                                               | SENEGAL REPUBLIC OF 6.75% 03/13/2048 144A                                                               | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     735000 | PA      | $459375.00     | 0.00%             | 2048-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2.5% 05/01/2033#G18687                                                                        | CUSIP: 3128MMXR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      94293 | PA      | $89711.85      | 0.00%             | 2033-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST 2025-A                                                    | BMW VEHICLE OWNER TRUST 2025-A 4.56% 09/25/2029                                                         | CUSIP: 096924AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2600000 | PA      | $2613463.58    | 0.01%             | 2029-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 12/39 #710513                                                                                | CUSIP: 36297FK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18378 | PA      | $17661.15      | 0.00%             | 2039-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 12/01/2051#CB2346                                                                          | CUSIP: 3140QMTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3323302 | PA      | $2632664.15    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 8/35 #824358                                                                                 | CUSIP: 31406YZX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2529 | PA      | $2639.71       | 0.00%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 03/01/2051#QB9896                                                                          | CUSIP: 3133AG7H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1537169 | PA      | $1202347.85    | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO LTD                                                                   | INVESCO CLO LTD A TSFR3M+139.161 10/22/2034 144A                                                        | CUSIP: 46146JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16712000 | PA      | $16723882.23   | 0.04%             | 2034-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-10 LTD                                                        | CARLYLE US CLO 2021-10 LTD A1R TSFR3M+131 01/20/2038 144A                                               | CUSIP: 14316YAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18307000 | PA      | $18312455.49   | 0.05%             | 2038-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.5% 02/15/2033                                                                               | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9000000 | PA      | $8570742.21    | 0.02%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028                                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   15819000 | PA      | $14932599.58   | 0.04%             | 2028-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 10/01/2051#FS6478                                                                        | CUSIP: 3140XNFU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1541974 | PA      | $1270913.36    | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWEETWATER BORROWER LLC                                                           | SWEETWATER BORROWER TERM B 1LN 8/7/2028                                                                 | CUSIP: 87168EAB0<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |    2877962 | PA      | $2841987.08    | 0.01%             | 2028-08-07      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 02/01/2052#QD6579                                                                          | CUSIP: 3133B4JY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4952679 | PA      | $4241612.07    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                           | MNGT SWAP CY873248 04/17/65 B                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |    1800000 | NC      | $306898.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                                                                  | EUC TERM 1LN 07/01/2031                                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    9576875 | PA      | $9277597.66    | 0.02%             | 2031-07-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                  | FINASTRA TERM 1LN 9/13/2029                                                                             | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |    3569731 | PA      | $3569730.51    | 0.01%             | 2029-09-13      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| OBRA CLO 1 LTD                                                                    | OBRA CLO 1 LTD E TSFR3M+675 01/20/2038 144A                                                             | CUSIP: 67443CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     150000 | PA      | $153870.30     | 0.00%             | 2038-01-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 6/39 #713471                                                                                 | CUSIP: 36297JT46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      44837 | PA      | $44095.81      | 0.00%             | 2039-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 09/01/2051#QC6815                                                                          | CUSIP: 3133ARSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27885 | PA      | $21705.81      | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 05/01/2045#Q33801                                                                        | CUSIP: 3132QQGK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11062 | PA      | $10063.73      | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 6/41 #738404                                                                                 | CUSIP: 3620ASKR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3851 | PA      | $3868.05       | 0.00%             | 2041-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 12/01/2035#                                                                                | CUSIP: 3128LXFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33512 | PA      | $33754.41      | 0.00%             | 2035-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                       | STAPLES TERM B 1LN 9/4/2029                                                                             | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |   11090981 | PA      | $9900696.95    | 0.03%             | 2029-09-04      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 8/40 #A93367                                                                                 | CUSIP: 312941W45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3094 | PA      | $3114.26       | 0.00%             | 2040-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 7/34 #781765                                                                                 | CUSIP: 36225B6A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3441 | PA      | $3457.52       | 0.00%             | 2034-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                            | GSCM SWAP CDS 06/20/30 UCGIM B                                                                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DCR              | CORP              | US        |    5600000 | NC      | $24131.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2012-149 GA 1.75% 06/25/2042                                             | CUSIP: 3136AA2T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1154315 | PA      | $1066803.14    | 0.00%             | 2042-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 10/28 #252084                                                                                | CUSIP: 31371G6V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         35 | PA      | $35.90         | 0.00%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 3.752% 10/33 #755148                                                                           | CUSIP: 31403Q5H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        267 | PA      | $270.43        | 0.00%             | 2033-10-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| US RADIOLOGY SPECIALISTS INC                                                      | US RADIOLOGY SPECIALISTS TERM 1LN 12/15/2027                                                            | CUSIP: 90372AAM0<br>LEI: 254900QCDFUYXJEFMY06 | Long             | LON              | CORP              | US        |    1149225 | PA      | $1150948.84    | 0.00%             | 2027-12-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                          | NAVOI MINING METALLURGIC 6.7% 10/17/2028 144A                                                           | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     520000 | PA      | $525118.78     | 0.00%             | 2028-10-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                      | NAVIENT CORP 4.875% 03/15/2028                                                                          | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     505000 | PA      | $492657.19     | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DBUBS 2011 LC3                                                                    | DBUBS 2011-LC3A D CSTR 8/44                                                                             | CUSIP: 23305YAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     668615 | PA      | $640199.25     | 0.00%             | 2044-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 05/01/2053#FS4631                                                                        | CUSIP: 3140XLED6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8691666 | PA      | $8680626.57    | 0.02%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2.25% 03/25/2052                                                         | CUSIP: 3136BMDD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2880124 | PA      | $2590211.29    | 0.01%             | 2052-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                   | CVS HEALTH CORP 5.25% 01/30/2031                                                                        | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4378000 | PA      | $4414583.49    | 0.01%             | 2031-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 2/41 #AH9771                                                                                 | CUSIP: 3138AB2D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17974 | PA      | $17103.94      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                   | ANGOLA REPUBLIC 8.25% 05/09/2028 144A                                                                   | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    2170000 | PA      | $1951372.50    | 0.01%             | 2028-05-09      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047                                                            | CUSIP: 38380HES7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    4379956 | PA      | $3850132.05    | 0.01%             | 2047-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2015-C31                                                  | WFCM 2015-C31 XA CSTR 11/48                                                                             | CUSIP: 94989WAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15646464 | PA      | $5432.45       | 0.00%             | 2048-11-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 10/01/2033#734307                                                                        | CUSIP: 31402NYC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53239 | PA      | $52730.40      | 0.00%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 10/37 #995073                                                                                | CUSIP: 31416BMW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101390 | PA      | $106088.68     | 0.00%             | 2037-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                                                   | NETWORK I2I LTD T5Y+NA PERP 144A                                                                        | CUSIP: 64132NAC0<br>LEI: 2549003L8M1FGHLHOX45 | Long             | EP               | CORP              | MU        |     645000 | PA      | $634518.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                        | JD.COM INC 3.375% 01/14/2030                                                                            | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    1190000 | PA      | $1126930.00    | 0.00%             | 2030-01-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                                                              | SIGNIA AEROSPACE TERM DD 1LN 12/11/2031                                                                 | CUSIP: 82670NAC0<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     286538 | PA      | $285463.94     | 0.00%             | 2031-12-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 02/01/2051#BR3500                                                                          | CUSIP: 3140L13J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13675 | PA      | $10726.10      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 7.00% 12/26 #C91019                                                                           | CUSIP: 3128P7DY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1401 | PA      | $1413.52       | 0.00%             | 2026-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                              | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                                 | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     927000 | PA      | $925108.46     | 0.00%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                                | HOWARD HUGHES CORP 4.125% 02/01/2029 144A                                                               | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1339627.68    | 0.00%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2802 OB 6% 5/34                                                                                     | CUSIP: 31394YPA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      28952 | PA      | $29509.60      | 0.00%             | 2034-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 10/35 #745000                                                                                | CUSIP: 31403CUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1103 | PA      | $1149.35       | 0.00%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                                | LEVIATHAN BOND LTD 6.75% 06/30/2030 144A REGS                                                           | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |     480000 | PA      | $471000.00     | 0.00%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 11/25 #409529                                                                                | CUSIP: 36206E4N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          6 | PA      | $6.33          | 0.00%             | 2025-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 3/42 #AK7441                                                                                 | CUSIP: 3138ECHT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27011 | PA      | $25653.10      | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                            | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 8.625% 03/15/2029 144A                           | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3060000 | PA      | $3169144.08    | 0.01%             | 2029-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 8/41 #748183                                                                                 | CUSIP: 3620C4FY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6043 | PA      | $5818.61       | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                    | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                                   | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3480000 | PA      | $3327170.93    | 0.01%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.50% 3/35 #637122                                                                                 | CUSIP: 36291SYT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        632 | PA      | $649.31        | 0.00%             | 2035-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                          | ENGIE SA 3.875% 03/06/2036 REGS                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    2600000 | PA      | $3004927.55    | 0.01%             | 2036-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 4/32 #631463                                                                                 | CUSIP: 31389PQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        365 | PA      | $385.64        | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAGNE 2020-27A AR                                                                 | MAGNE 2020-27A AR AR TSFR3M+140.161 10/20/2034 144A                                                     | CUSIP: 55955EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5653000 | PA      | $5656957.10    | 0.01%             | 2034-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                            | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2450570.59    | 0.01%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 08/01/2046#AS7822                                                                        | CUSIP: 3138WHVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1280450 | PA      | $1162156.97    | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2025-P1                                               | CARVANA AUTO RECEIVABLES TR 2025-P1 4.5% 06/12/2028                                                     | CUSIP: 14689MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22500000 | PA      | $22463934.75   | 0.06%             | 2028-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 03/01/2043#Q16131                                                                        | CUSIP: 3132J7HH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16767 | PA      | $15875.43      | 0.00%             | 2043-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/41 #772072                                                                                | CUSIP: 36176PQZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      66617 | PA      | $63745.01      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 10/01/2052#FS3047                                                                          | CUSIP: 3140XJL50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8639063 | PA      | $8462564.86    | 0.02%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 10/01/2051#MA4438                                                                        | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20174359 | PA      | $16514465.95   | 0.04%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 12/01/2051#CB2376                                                                        | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7571329 | PA      | $6256941.75    | 0.02%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE                                                         | SAPPHIRE AVIATION FINANCE 4.335% 03/15/2040 144A                                                        | CUSIP: 80307AAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1110150 | PA      | $1009513.65    | 0.00%             | 2040-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                 | POST HLDGS INC 6.25% 02/15/2032 144A                                                                    | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2521450.72    | 0.01%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2 4.74% 01/16/2029                                             | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17135000 | PA      | $17149549.33   | 0.04%             | 2029-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                                               | SHIFT4 PAYMENTS TERM B 1LN 05/10/2032                                                                   | CUSIP: N/A<br>LEI: 254900GTEMR7L40VPI74       | Long             | LON              | CORP              | US        |     685000 | PA      | $688993.55     | 0.00%             | 2032-05-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                | SEAGATE HDD CAYMAN 8.25% 12/15/2029                                                                     | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     850000 | PA      | $906045.60     | 0.00%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GABONESE REPUBLIC                                                                 | GABONESE REPUBLIC 6.625% 02/06/2031 144A                                                                | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    1880000 | PA      | $1402950.00    | 0.00%             | 2031-02-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                         | AMERICAN ROCK SALT TERM 1ST OUT TL B 1LN 6/9/2028                                                       | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |     277513 | PA      | $277512.73     | 0.00%             | 2028-06-09      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 03/01/2029#                                                                                | CUSIP: 31293LG40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         81 | PA      | $82.67         | 0.00%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 5/27 #447102                                                                                 | CUSIP: 36208CU39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        179 | PA      | $180.59        | 0.00%             | 2027-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 4/39 #930854                                                                                 | CUSIP: 31412PE31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7423 | PA      | $7308.12       | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                  | TKC HOLDINGS INC 6.875% 05/15/2028 144A                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3212612.91    | 0.01%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                               | HUNGARY REPUBLIC OF 3.125% 09/21/2051 144A                                                              | CUSIP: 445545AN6<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    1660000 | PA      | $964227.60     | 0.00%             | 2051-09-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CR CLO XIX                                                               | MIDOCEAN CR CLO XIX E TSFR3M+625 07/20/2036 144A                                                        | CUSIP: 59803JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     370000 | PA      | $370515.78     | 0.00%             | 2036-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-TY                                                                 | BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A                                                         | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45757000 | PA      | $45742700.94   | 0.12%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 6/27 #780580                                                                                 | CUSIP: 36225AUD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        606 | PA      | $613.01        | 0.00%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2007-66 SB SOFR30A+3891.312 7/37                                                                    | CUSIP: 31396WYZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       6464 | PA      | $7164.15       | 0.00%             | 2037-07-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 11/01/2041#BT9396                                                                        | CUSIP: 3140LYNN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     798310 | PA      | $700103.01     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 03/01/2052#                                                                              | CUSIP: 3133KNWJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4609985 | PA      | $4122150.87    | 0.01%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                                                  | API GROUP DE TERM B 1LN 01/03/2029                                                                      | CUSIP: 00186XAN3<br>LEI: 549300PF7K5YYDIK7Y13 | Long             | LON              | CORP              | US        |    4029370 | PA      | $4032432.69    | 0.01%             | 2029-01-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                        | DAVITA INC 6.875% 09/01/2032 144A                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    3605000 | PA      | $3662110.16    | 0.01%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2018-1                                                             | TOWD PT MTG TR 2018-1 A1 3% 01/28/2058 144A                                                             | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     383302 | PA      | $377713.33     | 0.00%             | 2058-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 09/01/2054#CB9216                                                                          | CUSIP: 3140QVG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21475432 | PA      | $21729073.68   | 0.06%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055                                                   | CUSIP: 3137HJYG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   17415158 | PA      | $17339817.03   | 0.04%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 05/15/2043#AC9627                                                                        | CUSIP: 36179KVU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28058 | PA      | $25923.37      | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                          | MARS INC 5.7% 05/01/2055 144A                                                                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   28070000 | PA      | $27230705.88   | 0.07%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 01/01/2052#CB2629                                                                        | CUSIP: 3140QM4P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14119068 | PA      | $11619454.98   | 0.03%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                                 | FOUNDATION BUILDING MATERIALS TERM 1LN 1/31/2028                                                        | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |    1208161 | PA      | $1168798.75    | 0.00%             | 2028-01-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                                | ANHEUSER BUSCH INBEV WORLD INC 5.45% 01/23/2039                                                         | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   18170000 | PA      | $18218006.41   | 0.05%             | 2039-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.50% 1/42 #005279                                                                              | CUSIP: 36202F2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9770 | PA      | $9050.03       | 0.00%             | 2042-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 5% 9/33 #003442                                                                                 | CUSIP: 36202DZF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     258640 | PA      | $260097.28     | 0.00%             | 2033-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 03/01/2052#FS9872                                                                          | CUSIP: 3140XR6J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2371036 | PA      | $1876813.03    | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2025-A                              | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2025-A 4.35% 12/15/2027                                   | CUSIP: 98164PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9295000 | PA      | $9280363.16    | 0.02%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 9/27 #455561                                                                                 | CUSIP: 36208NB69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         42 | PA      | $41.85         | 0.00%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 08/01/2050#MA4100                                                                          | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139181 | PA      | $109213.31     | 0.00%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 4% 03/25/2047                                                            | CUSIP: 3136BNBG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    8409962 | PA      | $8070793.65    | 0.02%             | 2047-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 03/01/2054#CB8112                                                                          | CUSIP: 3140QUAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5650275 | PA      | $5718774.65    | 0.01%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 1.5% 04/01/2051#QC0798                                                                        | CUSIP: 3133AJ3F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3519417 | PA      | $2600948.58    | 0.01%             | 2051-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANTICIMEX GLOBAL AB                                                               | ANTICIMEX TERM B1 1LN 11/16/2028                                                                        | CUSIP: N/A<br>LEI: 54930005SBU6WYFBEB41       | Long             | LON              | CORP              | SE        |    4111776 | PA      | $4098412.98    | 0.01%             | 2028-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                                                   | BAHRAIN KINGDOM 5.625% 05/18/2034 144A                                                                  | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     790000 | PA      | $717169.90     | 0.00%             | 2034-05-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 12/01/2040#CA8323                                                                          | CUSIP: 3140QGG92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23655168 | PA      | $20110107.62   | 0.05%             | 2040-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.5% 04/20/2055#MB0306                                                                          | CUSIP: 3618N5KU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25199999 | PA      | $23795544.81   | 0.06%             | 2055-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                    | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   16320000 | PA      | $15465484.80   | 0.04%             | 2030-10-08      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2024-OMNI                                       | J P MORGAN CHASE COML MTG SECS TR 2024-OMNI VAR 10/05/2039 144A                                         | CUSIP: 46593JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3083000 | PA      | $2982376.74    | 0.01%             | 2039-10-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 02/20/2040#004655                                                                          | CUSIP: 36202FE44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2811 | PA      | $2610.89       | 0.00%             | 2040-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 4.67% 08/15/2029                                          | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10029969.00   | 0.03%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                                                   | TRIPADVISOR TERM B 1LN 07/08/2031                                                                       | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |    1852159 | PA      | $1829006.84    | 0.00%             | 2031-07-08      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 07/01/2041#CB1071                                                                          | CUSIP: 3140QLFM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6236013 | PA      | $5274821.75    | 0.01%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                            | FAIR ISAAC CORPORATION 6% 05/15/2033 144A                                                               | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    4640000 | PA      | $4631240.24    | 0.01%             | 2033-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                            | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 08/25/2048                                  | CUSIP: 3137H3S94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    2324649 | PA      | $2012961.47    | 0.01%             | 2048-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 4/27 #780545                                                                                 | CUSIP: 36225ATA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        300 | PA      | $302.28        | 0.00%             | 2027-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 10/01/2046#BC4754                                                                          | CUSIP: 3140F0H80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     704299 | PA      | $661038.43     | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIDELIDADE CO DE SEGUROS SAPORTUGAL                                               | FIDELIDADE CO DE SEGUROS SAPORTUGAL 4.25%/VAR 09/04/2031 REGS                                           | CUSIP: N/A<br>LEI: 529900FNLE8ZOPUOT704       | Long             | DBT              | CORP              | PT        |    2400000 | PA      | $2733979.70    | 0.01%             | 2031-09-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.875% 08/15/2034                                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  385920000 | PA      | $371714786.50  | 0.96%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#763349                                                                        | CUSIP: 31404BBS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59095 | PA      | $58551.16      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 02/15/2042#778869                                                                        | CUSIP: 36176XCE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      47965 | PA      | $45923.74      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                            | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 7.125% 03/15/2029 144A                           | CUSIP: 91740PAG3<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2133003.60    | 0.01%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                               | CALPINE CORPORATION 5.125% 03/15/2028 144A                                                              | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1739745.36    | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STG DISTRIBUTION, LLC                                                             | STG DISTRIBUTION, LLC TERM 1L FLFO 10/03/2029                                                           | CUSIP: 78477PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     774090 | PA      | $764801.21     | 0.00%             | 2029-10-03      | Variable      | 0.13%                 | No            |                  3 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-NXS6                                                 | WELLS FARGO COML MTG TR 2016-NXS6 4.4523% 11/15/2049                                                    | CUSIP: 95000KBH7<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    1323000 | PA      | $1256858.60    | 0.00%             | 2049-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 11/01/2050#CA7616                                                                          | CUSIP: 3140QFPA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3076827 | PA      | $2422027.09    | 0.01%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 22 LTD / AIMCO CLO 22 LLC                                               | AIMCO CLO 22 LTD / AIMCO CLO 22 LLC A TSFR3M+150 04/19/2037 144A                                        | CUSIP: 00901UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   41979000 | PA      | $42102628.16   | 0.11%             | 2037-04-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                    | PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029                                                         | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4919000 | PA      | $4651873.36    | 0.01%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                                          | BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A                                                | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8403793 | PA      | $8403792.87    | 0.02%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/29 #495896                                                                                 | CUSIP: 36210L3D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        327 | PA      | $332.46        | 0.00%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 01/01/2035#CA5039                                                                          | CUSIP: 3140QCS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     255242 | PA      | $243547.58     | 0.00%             | 2035-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                   | BANK 2018-BNK10 VAR 02/15/2061                                                                          | CUSIP: 065404BE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2308000 | PA      | $2128790.26    | 0.01%             | 2061-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 12/32 #254613                                                                                | CUSIP: 31371KYJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        220 | PA      | $232.11        | 0.00%             | 2032-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                      | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                         | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5565000 | PA      | $5303615.85    | 0.01%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                         | SUNOCO LP 7.25% 05/01/2032 144A                                                                         | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1502445.98    | 0.00%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRAVIS PERKINS PLC                                                                | TRAVIS PERKINS PLC 3.75% 02/17/2026 REGS                                                                | CUSIP: N/A<br>LEI: 2138001I27OUBAF22K83       | Long             | DBT              | CORP              | GB        |    1425000 | PA      | $1881574.27    | 0.00%             | 2026-02-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 3/32 #254240                                                                                 | CUSIP: 31371KLV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7036 | PA      | $7391.03       | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                                    | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.83% 10/16/2028                                         | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3630000 | PA      | $3626898.89    | 0.01%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                | SERBIA REPUBLIC OF 6% 06/12/2034 144A                                                                   | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     750000 | PA      | $742972.50     | 0.00%             | 2034-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                       | PAYCHEX INC 5.35% 04/15/2032                                                                            | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    4153000 | PA      | $4214656.27    | 0.01%             | 2032-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 10/01/2032#                                                                                | CUSIP: 31283HTS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2292 | PA      | $2373.11       | 0.00%             | 2032-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LP                                                        | TRANSMONTAIGNE PARTNERS LP 8.5% 06/15/2030 144A                                                         | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1638457.83    | 0.00%             | 2030-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EMG UTICA MIDSTREAM HOLDINGS LLC                                                  | EMG CV TERM B 1LN 04/01/2030                                                                            | CUSIP: 26869HAB3<br>LEI: 254900H5HLPM7ZD1LU54 | Long             | LON              | CORP              | US        |    2015000 | PA      | $2015000.00    | 0.01%             | 2030-04-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 04/01/2054#SD7569                                                                          | CUSIP: 3132DVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26790429 | PA      | $27416609.83   | 0.07%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                    | EUROPEAN UNION 4% 04/04/2044 REGS                                                                       | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |    6405000 | PA      | $7665035.35    | 0.02%             | 2044-04-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                                         | ENPRO INC 6.125% 06/01/2033 144A                                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2699932.23    | 0.01%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 8/39 #AC2519                                                                                 | CUSIP: 31417LYR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39697 | PA      | $38122.58      | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                 | CHILE REPUBLIC OF 2.45% 01/31/2031                                                                      | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    4855000 | PA      | $4279682.50    | 0.01%             | 2031-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                          | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |     485000 | PA      | $464261.16     | 0.00%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 10/01/2051#CB1799                                                                          | CUSIP: 3140QL7M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12363396 | PA      | $9794076.20    | 0.03%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                               | EMERA US FINANCE LP 3.55% 06/15/2026                                                                    | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5152000 | PA      | $5083543.26    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                             | TENET HEALTHCARE CORP 6.125% 06/15/2030                                                                 | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3803850.83    | 0.01%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 02/01/2052#MA4548                                                                        | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     273845 | PA      | $223909.20     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 06/01/2044#AL5512                                                                        | CUSIP: 3138ENDS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83818 | PA      | $81430.15      | 0.00%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10                                    | BACM 2016-UBS10 CSTR 06/49                                                                              | CUSIP: 06054MAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     845000 | PA      | $808457.38     | 0.00%             | 2049-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                   | PERMIAN RESOURCES OPERATING LLC 7% 01/15/2032 144A                                                      | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     185000 | PA      | $189772.08     | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 8/32 #589476                                                                                 | CUSIP: 36201P2H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        252 | PA      | $260.91        | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 4% 10/15/2046                                                            | CUSIP: 3137BYNZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2031773 | PA      | $1972109.58    | 0.01%             | 2046-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVAE LLC                                                                         | NOVAE TERM 1LN 12/22/2028                                                                               | CUSIP: 66988QAB5<br>LEI: 549300IO3D43N4TFUV08 | Long             | LON              | CORP              | US        |    1947045 | PA      | $1776678.21    | 0.00%             | 2028-12-22      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC                                       | CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC D2R TSFR3M+375 01/17/2038 144A                              | CUSIP: 17181TAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     160000 | PA      | $159186.24     | 0.00%             | 2038-01-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                                | SASOL FING USA LLC 4.375% 09/18/2026                                                                    | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2769000.00    | 0.01%             | 2026-09-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                  | BAYER US FIN LLC 6.375% 11/21/2030 144A                                                                 | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    4640000 | PA      | $4883696.74    | 0.01%             | 2030-11-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 9/41 #AJ4287                                                                                 | CUSIP: 3138AVXR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17089 | PA      | $16231.38      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL LLC 2.7% 12/01/2031                                                                       | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    7899000 | PA      | $6608798.90    | 0.02%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 03/01/2033#AB0066                                                                          | CUSIP: 31416VCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     484422 | PA      | $486776.47     | 0.00%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 03/01/2051#MA4281                                                                          | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   76348670 | PA      | $59766372.34   | 0.15%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 6.5% 7/31 #003107                                                                               | CUSIP: 36202DNY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        228 | PA      | $234.22        | 0.00%             | 2031-07-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                                                       | ACADEMY SPORTS and OUTDOORS TERM B 1LN 11/5/2027                                                        | CUSIP: 00400YAK7<br>LEI: 549300BN53IR80C35Z14 | Long             | LON              | CORP              | US        |    1421882 | PA      | $1415952.75    | 0.00%             | 2027-11-05      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                                       | BX 2021-LBA TSFR1M+311.448 02/15/2036 144A                                                              | CUSIP: 05609BAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2779000 | PA      | $2723420.00    | 0.01%             | 2036-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                     | GOLDMAN SACHS GROUP INC (THE) 2.6% 02/07/2030                                                           | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9135797.60    | 0.02%             | 2030-02-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                      | INSULET CORP 6.5% 04/01/2033 144A                                                                       | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1028256.00    | 0.00%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                          | SOUTH AFRICA REPUBLIC OF 5.65% 09/27/2047                                                               | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     760000 | PA      | $551000.00     | 0.00%             | 2047-09-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 04/01/2051#CB0090                                                                          | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12798492 | PA      | $10010766.43   | 0.03%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                         | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 02/15/2030 144A                                         | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1874058.40    | 0.00%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 1.5% 02/01/2041#MA4266                                                                        | CUSIP: 31418DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1934947 | PA      | $1595041.71    | 0.00%             | 2041-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                | TURKEY REPUBLIC OF 6% 03/25/2027                                                                        | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     440000 | PA      | $441100.00     | 0.00%             | 2027-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 01/01/2052#FP0069                                                                        | CUSIP: 3140XTCF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5989567 | PA      | $4902980.68    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 5/27 #250912                                                                                 | CUSIP: 31371FVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         43 | PA      | $43.58         | 0.00%             | 2027-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.0% 07/01/2041#Q02020                                                                        | CUSIP: 3132GFG50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4685 | PA      | $4714.83       | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                         | OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031                                                               | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   21425000 | PA      | $23061398.65   | 0.06%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BROCK HOLDINGS III LLC                                                            | BROCK TERM B 1LN 05/02/2030                                                                             | CUSIP: 11163AAB3<br>LEI: 5493000L6QAVHKOAM302 | Long             | LON              | CORP              | US        |    1243750 | PA      | $1178453.13    | 0.00%             | 2030-05-02      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS BRANCH                                                     | BBVA BANCOMER SA TEXAS BRH 5.25% 09/10/2029 144A                                                        | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1609012.50    | 0.00%             | 2029-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                  | SFR TERM B14 1LN 08/15/2028                                                                             | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |   30382891 | PA      | $27909419.76   | 0.07%             | 2028-08-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 05/01/2051#MA4326                                                                        | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7717103 | PA      | $6324353.81    | 0.02%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/31 #560462                                                                                 | CUSIP: 36213PTT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        399 | PA      | $408.46        | 0.00%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| A-GAS FINCO INC                                                                   | A-GAS TERM B 1LN 12/14/2029                                                                             | CUSIP: N/A<br>LEI: 254900YJ1VCSP18B5452       | Long             | LON              | CORP              | US        |    3583775 | PA      | $3259730.17    | 0.01%             | 2029-12-14      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 11/31 #567305                                                                                | CUSIP: 36213XGN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        403 | PA      | $414.75        | 0.00%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 3002 NE 5% 7/35                                                                                     | CUSIP: 31395WMR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     124295 | PA      | $126621.04     | 0.00%             | 2035-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 05/01/2045#AS4972                                                                        | CUSIP: 3138WEQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89198 | PA      | $79143.02      | 0.00%             | 2045-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                 | CHILE REPUBLIC OF 4% 01/31/2052                                                                         | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     455000 | PA      | $340101.13     | 0.00%             | 2052-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 03/01/2047#AS9422                                                                        | CUSIP: 3138WKPG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26737 | PA      | $25674.27      | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+145 10/25/2053                                                   | CUSIP: 3137HAT48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    9430952 | PA      | $9488138.72    | 0.02%             | 2053-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 1/37 #G02667                                                                                 | CUSIP: 3128M4JL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8516 | PA      | $8577.36       | 0.00%             | 2037-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.75% 04/15/2028                                                                              | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23690000 | PA      | $23614118.09   | 0.06%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2022-DKLX                                                  | BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+115 01/15/2039 144A                                             | CUSIP: 05530SAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15270484 | PA      | $15213219.97   | 0.04%             | 2039-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 12/29 #524241                                                                                | CUSIP: 31384HLW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        189 | PA      | $196.65        | 0.00%             | 2029-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 14 LTD / AIMCO CLO 14 LLC                                               | AIMCO CLO 14 LTD / AIMCO CLO 14 LLC A TSFR3M+125.161 04/20/2034 144A                                    | CUSIP: 00144GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   39309000 | PA      | $39319692.05   | 0.10%             | 2034-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 08/01/2042#AI9122                                                                        | CUSIP: 3138APD47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6921 | PA      | $6179.47       | 0.00%             | 2042-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                                 | BLACKSTONE PROP PARTNERS EUR HOLD 1.75% 03/12/2029 REGS                                                 | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    4975000 | PA      | $5281975.70    | 0.01%             | 2029-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 01/33#MA3247                                                                               | CUSIP: 31418CTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93926 | PA      | $90610.66      | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 01/01/2037#FS2747                                                                        | CUSIP: 3140XJBR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9275859 | PA      | $8155176.53    | 0.02%             | 2037-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST.                                                            | CCG RECEIVABLES TRUST. 4.48% 10/14/2032 144A                                                            | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6455000 | PA      | $6454453.26    | 0.02%             | 2032-10-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2047#BH8383                                                                        | CUSIP: 3140GXJ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39299 | PA      | $37700.74      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 03/01/2052#CB3109                                                                        | CUSIP: 3140QNN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7891068 | PA      | $6521174.09    | 0.02%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 8/27 #313644                                                                                 | CUSIP: 31374GLZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        841 | PA      | $877.27        | 0.00%             | 2027-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/33 #727160                                                                                 | CUSIP: 31402EZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5044 | PA      | $4998.48       | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 06/01/2053#CB6539                                                                          | CUSIP: 3140QSHR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6568570 | PA      | $6697467.22    | 0.02%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 11/25 #404665                                                                                | CUSIP: 36205YQS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         64 | PA      | $64.43         | 0.00%             | 2025-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 02/01/2053#CB5600                                                                        | CUSIP: 3140QRGJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1971705 | PA      | $1965503.61    | 0.01%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNR 2011-H07 FA TSFR1M+61.448 3/61                                                                      | CUSIP: 38375BKP6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     123160 | PA      | $123667.49     | 0.00%             | 2061-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 12/32 #552938                                                                                | CUSIP: 36213FHP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        347 | PA      | $348.24        | 0.00%             | 2032-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 7.00% 9/35 #A47784                                                                                 | CUSIP: 3128K8UH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36407 | PA      | $38394.74      | 0.00%             | 2035-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 08/15/2035#595801                                                                        | CUSIP: 36200A3J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        912 | PA      | $916.08        | 0.00%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                         | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 9.5% 06/01/2028 144A                          | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    1969000 | PA      | $1939664.85    | 0.00%             | 2028-06-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 04/01/2048#BK4172                                                                        | CUSIP: 3140HHT62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     134880 | PA      | $129435.40     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 1/41 #AH3601                                                                                 | CUSIP: 3138A5AB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15441 | PA      | $14726.94      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                            | OCP SA 6.875% 04/25/2044 144A                                                                           | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    1515000 | PA      | $1415812.95    | 0.00%             | 2044-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 9/35 #840937                                                                                 | CUSIP: 31407UHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7181 | PA      | $7474.14       | 0.00%             | 2035-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                        | CARVANA CO PIK VAR 06/01/2030 144A                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1174080 | PA      | $1238106.49    | 0.00%             | 2030-06-01      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                  | CENTENE CORP 2.45% 07/15/2028                                                                           | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   29620000 | PA      | $27279756.38   | 0.07%             | 2028-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                              | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2910000 | PA      | $2676232.45    | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING CO INC                                                           | GRAHAM PACKAGING TERM B 1LN 08/04/2027                                                                  | CUSIP: 38469EAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3687720 | PA      | $3686724.55    | 0.01%             | 2027-08-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 12/01/2039#A90245                                                                        | CUSIP: 312938HW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        796 | PA      | $784.36        | 0.00%             | 2039-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+145 11/25/2053                                                   | CUSIP: 3136BQRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   20545107 | PA      | $20691121.35   | 0.05%             | 2053-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                        | FIRST QUANTUM MINERALS LTD 8% 03/01/2033 144A                                                           | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    2085000 | PA      | $2069038.39    | 0.01%             | 2033-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 6/40 #745088                                                                                 | CUSIP: 3620C0XR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      50203 | PA      | $49349.81      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2.5% 02/20/2052#MA7881                                                                          | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24613641 | PA      | $20649104.56   | 0.05%             | 2052-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                              | TALOS PRODUCTION INC 9% 02/01/2029 144A                                                                 | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     885000 | PA      | $878969.45     | 0.00%             | 2029-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                                                                  | ALIXPARTNERS TERM B 1LN 02/04/2028                                                                      | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    4455362 | PA      | $4459282.37    | 0.01%             | 2028-02-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 1/42 #757487                                                                                 | CUSIP: 36230SJ88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     152699 | PA      | $141280.99     | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg Sarl                                                       | LGC GROUP TERM B 1LN 1/21/2030                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    1435000 | PA      | $1431412.50    | 0.00%             | 2030-01-21      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                       | ENERGEAN ISRAEL FINANCE LTD 5.375% 03/30/2028 144A REGS                                                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    2565000 | PA      | $2434169.61    | 0.01%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/40 #737454                                                                                 | CUSIP: 3620ARH79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25927 | PA      | $26047.38      | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 03/01/2036#BR4700                                                                        | CUSIP: 3140L3GJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     299305 | PA      | $263986.03     | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/28 #444774                                                                                 | CUSIP: 36207XCK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        290 | PA      | $293.14        | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2024-BPR2                                                 | MORGAN STANLEY CAP I TR 2024-BPR2 X VAR 05/05/2029 144A                                                 | CUSIP: 61776EAC7<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   65612368 | PA      | $2030466.59    | 0.01%             | 2029-05-05      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                | PANAMA REPUBLIC OF 7.875% 03/01/2057                                                                    | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     865000 | PA      | $841645.00     | 0.00%             | 2057-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 2.691% 02/01/2042#AK2344                                                                       | CUSIP: 3138E6TA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23021 | PA      | $23982.49      | 0.00%             | 2042-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 07/01/2047#G61047                                                                        | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     841042 | PA      | $812612.14     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2025                                                       | JOHN DEERE OWNER TRUST 2025 4.23% 03/15/2028 REGS                                                       | CUSIP: 47800DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9500000 | PA      | $9479860.95    | 0.02%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                            | FEDERAL HOME LN MTG CORP 4.5% 11/15/2040                                                                | CUSIP: 3137BE3R3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    1374293 | PA      | $1337394.12    | 0.00%             | 2040-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 11/15/2035#782523                                                                        | CUSIP: 36241KYU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7736 | PA      | $7772.96       | 0.00%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 03/01/2029#                                                                                | CUSIP: 31293LSQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        552 | PA      | $563.08        | 0.00%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                        | ELASTIC NV 4.125% 07/15/2029 144A                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    1230000 | PA      | $1153333.41    | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 09/01/2051#QC7480                                                                          | CUSIP: 3133ASJZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     268944 | PA      | $251184.74     | 0.00%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 3.5% 05/01/2033#K90513                                                                        | CUSIP: 3132J2SA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      69065 | PA      | $67268.99      | 0.00%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                         | PROSUS NV 4.027% 08/03/2050 144A                                                                        | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    2355000 | PA      | $1511627.40    | 0.00%             | 2050-08-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 8/29 #488260                                                                                 | CUSIP: 36210CMH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         54 | PA      | $54.30         | 0.00%             | 2029-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2020-NNN                                        | J P MORGAN CHASE COML MTG SECS TR 2020-NNN 3.972% 01/16/2037 144A                                       | CUSIP: 46652BBL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     723000 | PA      | $216169.77     | 0.00%             | 2037-01-16      | Fixed         | 0.04%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 08/01/2043#AS0076                                                                        | CUSIP: 3138W9CN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87109 | PA      | $80538.02      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+153 07/25/2054                                                   | CUSIP: 3136BSMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4289325 | PA      | $4290135.56    | 0.01%             | 2054-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 03/45#AY2119                                                                             | CUSIP: 3138YFK94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23772 | PA      | $23708.22      | 0.00%             | 2045-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 10/29 #323961                                                                                | CUSIP: 31374TZ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        532 | PA      | $554.45        | 0.00%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 09/01/2051#MA4414                                                                        | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     370133 | PA      | $302986.28     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C10 MORTGAGE TRUST                                                      | BMO 2025-5C10 C MORTGAGE TRUST VAR 05/15/2058                                                           | CUSIP: 05615BAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     262000 | PA      | $264011.71     | 0.00%             | 2058-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 22-64 GF SOFR30A+80 10/25/2052                                           | CUSIP: 3136BPDD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    7244590 | PA      | $7099682.67    | 0.02%             | 2052-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 07/01/2053#CB6673                                                                        | CUSIP: 3140QSMX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12143809 | PA      | $12132180.03   | 0.03%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% #BM4385 08/48                                                                            | CUSIP: 3140J82T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1950924 | PA      | $1918145.26    | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 8/39 #713740                                                                                 | CUSIP: 36297J4Z4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      88448 | PA      | $86966.39      | 0.00%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020                                                | VLS COMMERCIAL MORTGAGE TRUST 2020 2.453% 10/10/2042 144A                                               | CUSIP: 92858TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1276785.12    | 0.00%             | 2042-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                               | MSCS SWAP PAY 4.075 04/24/30                                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |   38180000 | NC      | $1544159.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 3/41 #AI2509                                                                                 | CUSIP: 3138AFYF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15120 | PA      | $14438.64      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNR 2012-H06 FA TSFR1M+74.448 1/62                                                                      | CUSIP: 38375BPQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     186215 | PA      | $187308.28     | 0.00%             | 2062-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 MTG TR                                                               | BMO 2024-C10 C MTG TR VAR 11/15/2057                                                                    | CUSIP: 096920AK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1000000 | PA      | $978127.30     | 0.00%             | 2057-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                     | COHERENT TERM B 1LN 07/02/2029                                                                          | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    5135540 | PA      | $5141959.06    | 0.01%             | 2029-07-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY885799 12/15/56 S                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    6600000 | NC      | $-115548.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 09/01/2043#Q21258                                                                        | CUSIP: 3132JNMF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77807 | PA      | $73717.04      | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 1.5% 06/36#SB8106                                                                             | CUSIP: 3132D6AF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     322979 | PA      | $284462.69     | 0.00%             | 2036-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TRANSDIGM TERM L 1LN 1/19/2032                                                                          | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    3064600 | PA      | $3062546.72    | 0.01%             | 2032-01-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2014-DSTY                                       | JPMCC 2014-DSTY D CSTR 06/27                                                                            | CUSIP: 46642MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     945000 | PA      | $2376.86       | 0.00%             | 2027-06-10      | Variable      | 0.04%                 | No            |                  3 | On Loan: No      |
| CARNIVAL CORP                                                                     | CARNIVAL CORP 5.875% 06/15/2031 144A                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    4650000 | PA      | $4652790.00    | 0.01%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                              | CLEVELAND-CLIFFS INC 7% 03/15/2032 144A                                                                 | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2113241.38    | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2022                                                               | TOWD PT MTG TR 2022 3.75% 07/25/2062 144A                                                               | CUSIP: 89170VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6291255 | PA      | $5926117.86    | 0.02%             | 2062-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/32 #569780                                                                                 | CUSIP: 36200Q6R0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        243 | PA      | $250.57        | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                                | ESSEX PORTFOLIO LP 5.5% 04/01/2034                                                                      | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    1506000 | PA      | $1513086.96    | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                             | AMERICAN AIRLINES INC 7.25% 02/15/2028 144A                                                             | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     950000 | PA      | $959496.33     | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| WFRBS COML MTG TR 2011-C4                                                         | WFRBS 2011-C4 D VAR 06/44                                                                               | CUSIP: 92936CAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     336810 | PA      | $322496.03     | 0.00%             | 2044-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                     | CITIGROUP INC 4.412%/VAR 03/31/2031                                                                     | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   42031000 | PA      | $41096974.09   | 0.11%             | 2031-03-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 01/01/2041#                                                                              | CUSIP: 312944YF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30542 | PA      | $30080.25      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                      | TELEVISAUNIVISION TERM 1LN 06/24/2029                                                                   | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    2823723 | PA      | $2795485.98    | 0.01%             | 2029-06-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 6/39 #670609                                                                                 | CUSIP: 36295HAJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        783 | PA      | $794.35        | 0.00%             | 2039-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/40 #733989                                                                                | CUSIP: 3620AMNE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14902 | PA      | $14313.95      | 0.00%             | 2040-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 6/41 #754005                                                                                 | CUSIP: 36230NNW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16093 | PA      | $15512.92      | 0.00%             | 2041-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2023-PRM3                                                   | CITIGROUP COML MTG TR 2023-PRM3 6.35973% 07/10/2028 144A                                                | CUSIP: 17331LAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1195000 | PA      | $1196468.66    | 0.00%             | 2028-07-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6                                       | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 XA CSTR 12/10/2049                                          | CUSIP: 17291EBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35912276 | PA      | $215114.54     | 0.00%             | 2049-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 06/01/2053#CB6527                                                                        | CUSIP: 3140QSHD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17445597 | PA      | $17428891.11   | 0.04%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                             | TENET HEALTHCARE CORP 4.375% 01/15/2030                                                                 | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    4410000 | PA      | $4215016.26    | 0.01%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 5.95% 01/28/2031                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  123292000 | PA      | $106573604.80  | 0.27%             | 2031-01-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                              | COLOMBIA REPUBLIC OF 8.5% 04/25/2035                                                                    | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1050000 | PA      | $1083495.00    | 0.00%             | 2035-04-25      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 7/42 #AA8273                                                                                 | CUSIP: 36178GFN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      38937 | PA      | $36109.81      | 0.00%             | 2042-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                | CENOVUS ENERGY INC 3.75% 02/15/2052                                                                     | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    3670000 | PA      | $2393533.89    | 0.01%             | 2052-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                                            | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A                                  | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   57379211 | PA      | $57235762.96   | 0.15%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-NQM2                                         | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM2 A1 VAR 09/25/2065 144A                                        | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6200000 | PA      | $6206955.16    | 0.02%             | 2065-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 7.00% 2/27 #D97194                                                                            | CUSIP: 3128E37F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        146 | PA      | $146.59        | 0.00%             | 2027-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 8/28 #323297                                                                                 | CUSIP: 31374TDA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         24 | PA      | $25.05         | 0.00%             | 2028-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GNR 2011-94 SA TSFR1M+598.552 07/41                                                                     | CUSIP: 38377WN83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     193010 | PA      | $18359.53      | 0.00%             | 2041-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 8/25 #303450                                                                                 | CUSIP: 31373UBT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         16 | PA      | $16.40         | 0.00%             | 2025-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                             | QUIKRETE HOLDINGS INC 6.75% 03/01/2033 144A                                                             | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    3470000 | PA      | $3521168.62    | 0.01%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| PROGRESS RESIDENTIAL 2022-SFR5                                                    | PROGRESS RESIDENTIAL 2022-SFR5 6.863% 06/17/2039 144A                                                   | CUSIP: 74332YAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1544000 | PA      | $1546216.88    | 0.00%             | 2039-06-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                          | SOUTH AFRICA REPUBLIC OF 5.875% 04/20/2032                                                              | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1415000 | PA      | $1357161.88    | 0.00%             | 2032-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 07/01/2035#                                                                                | CUSIP: 3128MJCD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      43533 | PA      | $43845.64      | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP                          | WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP 8.25% 10/01/2031 144A                          | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6285000 | PA      | $6541088.61    | 0.02%             | 2031-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-PALM                                                                | SREIT TR 2021-PALM TSFR1M+373.058 61 10/15/2034 144A                                                    | CUSIP: 85237AAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2033000 | PA      | $2024528.69    | 0.01%             | 2034-10-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                       | ROYAL CARIBBEAN CRUISES LTD 6.25% 03/15/2032 144A                                                       | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1060000 | PA      | $1074310.00    | 0.00%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIEMAE 30YR 2.5% 01/01/2052#FA0375                                                                   | CUSIP: 3140W0MZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3841458 | PA      | $3154170.61    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                        | CARVANA CO 5.5% 04/15/2027 144A                                                                         | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1512000 | PA      | $1442994.42    | 0.00%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 10/35 #836456                                                                                | CUSIP: 31407PH92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        645 | PA      | $674.01        | 0.00%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 1.5% 11/01/2050#QB6612                                                                        | CUSIP: 3133ADKZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     316931 | PA      | $236993.88     | 0.00%             | 2050-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 01/01/2053#SD2186                                                                          | CUSIP: 3132DPNB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11608593 | PA      | $11342405.93   | 0.03%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 08/15/2033#619489                                                                        | CUSIP: 36290WF64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10444 | PA      | $10493.69      | 0.00%             | 2033-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 2.5% 06/01/2055 #TBA                                                                          | CUSIP: 01F022667<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  180825000 | PA      | $147365286.66  | 0.38%             | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/32 #581935                                                                                 | CUSIP: 36201FPU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        610 | PA      | $629.30        | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                 | POST HLDGS INC 6.375% 03/01/2033 144A                                                                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $2124359.38    | 0.01%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 06/01/2031#G18605                                                                          | CUSIP: 3128MMU76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4478 | PA      | $4345.94       | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/31 #564712                                                                                 | CUSIP: 36213UKZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         17 | PA      | $17.88         | 0.00%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 3.50% 4/42 #C03811                                                                                 | CUSIP: 31292LGU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2741645 | PA      | $2551986.41    | 0.01%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 1/31 #543785                                                                                 | CUSIP: 36212UCW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         65 | PA      | $67.23         | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/28 #468084                                                                                 | CUSIP: 36209C6V3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        120 | PA      | $120.64        | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                 | HSBC HOLDINGS PLC 8.201%/VAR 11/16/2034 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    3200000 | PA      | $4667955.89    | 0.01%             | 2034-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                                           | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  165277000 | PA      | $113544008.19  | 0.29%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 43 LTD                                                               | SYMPHONY CLO 43 LTD A1 TSFR3M+152 04/15/2037 144A                                                       | CUSIP: 87170BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19181000 | PA      | $19275197.89   | 0.05%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                               | MSCS SWAP CY873248 04/17/65 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |    1860000 | NC      | $317128.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                          | AMERICAN HOMES 4 RENT LP 5.5% 02/01/2034                                                                | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    4006000 | PA      | $3997843.18    | 0.01%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 10/01/2043#BM1167                                                                          | CUSIP: 3140J5JM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1084844 | PA      | $1032035.72    | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048                                                  | CUSIP: 3136BLMF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2307944 | PA      | $2095665.99    | 0.01%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 8/29 #479545                                                                                 | CUSIP: 31382DWE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        220 | PA      | $229.03        | 0.00%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.00% 11/39 #680498                                                                                | CUSIP: 36295T7K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6281 | PA      | $6519.14       | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2996 ZD 5.5% 06/35                                                                                  | CUSIP: 31395UZR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     469533 | PA      | $462698.31     | 0.00%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.625% 04/30/2029                                                                             | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14100000 | PA      | $14457457.00   | 0.04%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 10/01/2051#FM9068                                                                        | CUSIP: 3140XDCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2738039 | PA      | $2253301.66    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                                           | AROUNDTOWN FINANCE SARL 7.875%/VAR PERP                                                                 | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | EP               | CORP              | LU        |   13000000 | PA      | $12276213.82   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                             | KINDER MORGAN INC DEL 5.05% 02/15/2046                                                                  | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3092000 | PA      | $2640667.50    | 0.01%             | 2046-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 06/01/2052#RA7575                                                                          | CUSIP: 3133KPMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6553873 | PA      | $6442505.44    | 0.02%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDY US HOLDCO LLC                                                                | NIELSENIQ TERM B 1LN 03/06/2028                                                                         | CUSIP: 45674PAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2095000 | PA      | $2088882.60    | 0.01%             | 2028-03-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12                                    | WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052                                                            | CUSIP: 95001RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6748000 | PA      | $6650628.38    | 0.02%             | 2052-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 10/01/2050#MA4158                                                                          | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5228936 | PA      | $4096522.83    | 0.01%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 5.5% 04/01/2055#SL1111                                                                        | CUSIP: 31427NGV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11878844 | PA      | $11886029.25   | 0.03%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 8/40 #741372                                                                                 | CUSIP: 3620AVT51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23639 | PA      | $23230.24      | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 5/36 #745550                                                                                 | CUSIP: 31403DH36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2132 | PA      | $2225.94       | 0.00%             | 2036-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 05/51#SD7541                                                                               | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12803848 | PA      | $10146995.55   | 0.03%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                                                           | CHAMPIONS FINANCING INC 8.75% 02/15/2029 144A                                                           | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |    2488000 | PA      | $2317355.54    | 0.01%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MSWF COML MTG TR 2023-1                                                           | MSWF COML MTG TR 2023-1 5.752% 05/15/2056                                                               | CUSIP: 55376CAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1625000 | PA      | $1679342.44    | 0.00%             | 2056-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2018-C8                                                    | JPMDB COML MTG SECS TR 2018-C8 CSTR 06/15/2051 144A                                                     | CUSIP: 46591AAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     406000 | PA      | $309023.61     | 0.00%             | 2051-06-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 09/01/2047#ZM4140                                                                        | CUSIP: 3131XXS51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      59030 | PA      | $53724.08      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 4/28 #251615                                                                                 | CUSIP: 31371GN89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        247 | PA      | $252.69        | 0.00%             | 2028-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG LII LTD / MADISON PK FDG LII LLC                                   | MADISON PK FDG LII LTD / MADISON PK FDG LII LLC A TSFR3M+136.161 01/22/2035 144A                        | CUSIP: 55822BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22799000 | PA      | $22815232.89   | 0.06%             | 2035-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.0% 01/01/2041#A96537                                                                        | CUSIP: 312945HN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2236 | PA      | $2249.89       | 0.00%             | 2041-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 07/01/2033#697224                                                                        | CUSIP: 31400TSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15179 | PA      | $15024.32      | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 09/20/2040#004799                                                                          | CUSIP: 36202FKL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     136689 | PA      | $126932.63     | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 1                                                                  | PIKES PEAK CLO 1 D2R TSFR3M+380 04/20/2038 144A                                                         | CUSIP: 72133LAX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     107000 | PA      | $107008.88     | 0.00%             | 2038-04-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C16 COML MTG TR                                                        | CSAIL 2019-C16 COML MTG TR C CSTR 06/15/2052                                                            | CUSIP: 12596WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1113000 | PA      | $1041806.62    | 0.00%             | 2052-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B7 MTG TR                                                          | BENCHMARK 2018-B7 MTG TR VAR 05/15/2053 144A                                                            | CUSIP: 08162TAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     614000 | PA      | $476148.65     | 0.00%             | 2053-05-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 12/25/2054                                                   | CUSIP: 3136BTXR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   23730140 | PA      | $23662262.76   | 0.06%             | 2054-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                      | ROCKIES EXPRESS PIPELINE LLC 6.875% 04/15/2040 144A                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     990000 | PA      | $947981.23     | 0.00%             | 2040-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 04/47#BH0885                                                                             | CUSIP: 3140GN6X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26099 | PA      | $25061.77      | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 12/40 #737790                                                                                | CUSIP: 3620ARUP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4619 | PA      | $4434.19       | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 3.50% 9/42 #AP4091                                                                                 | CUSIP: 3138M7RM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25020 | PA      | $23153.24      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                              | NEXTERA ENERGY OPERATING PARTNERS LP 8.625% 03/15/2033 144A                                             | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2958165.90    | 0.01%             | 2033-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/33 #730490                                                                                 | CUSIP: 31402JRK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34043 | PA      | $33716.22      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 5.78% 10/35 #1N0063                                                                            | CUSIP: 3128QGB84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        825 | PA      | $859.70        | 0.00%             | 2035-10-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 MTG TR                                                                | BMO 2023-C5 MTG TR 5.7653% 06/15/2056                                                                   | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1355000 | PA      | $1397079.53    | 0.00%             | 2056-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                   | PERMIAN RESOURCES OPERATING LLC 6.25% 02/01/2033 144A                                                   | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     755000 | PA      | $744918.64     | 0.00%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 12/39 #711476                                                                                | CUSIP: 36297GMZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      80572 | PA      | $77417.16      | 0.00%             | 2039-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 12/01/2048#ZA6139                                                                        | CUSIP: 31329PZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7821 | PA      | $7483.54       | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                 | MACQUARIE AIRFINANCE HOLDINGS LTD 8.125% 03/30/2029 144A                                                | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    3335000 | PA      | $3489984.12    | 0.01%             | 2029-03-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 6/26 #349356                                                                                 | CUSIP: 31376ABZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        284 | PA      | $285.85        | 0.00%             | 2026-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RR 31 LTD                                                                         | RR 31 LTD D TSFR3M+600 10/15/2039 144A                                                                  | CUSIP: 74988BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $152467.05     | 0.00%             | 2039-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 3.5% 12/01/2033#C91737                                                                        | CUSIP: 3128P74W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     210195 | PA      | $204384.30     | 0.00%             | 2033-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 3% 01/01/2037#MA2866                                                                          | CUSIP: 31418CFG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1717258 | PA      | $1607283.25    | 0.00%             | 2037-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                 | POST HLDGS INC 4.625% 04/15/2030 144A                                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2418004.48    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 02/01/2051#BQ4516                                                                          | CUSIP: 3140KQAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     191416 | PA      | $149841.94     | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 11/41 #AL1193                                                                                | CUSIP: 3138EHKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     342792 | PA      | $326446.67     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 3/42 #Q06886                                                                                 | CUSIP: 3132GR6X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      67549 | PA      | $64452.14      | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                           | SRI LANKA GOVT DEMOC SOCIA REP STEP 01/15/2030 144A                                                     | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     822214 | PA      | $713541.98     | 0.00%             | 2030-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA GTD MTG 2013-51 GI 3% 10/25/2032                                                                   | CUSIP: 3136AECM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     528930 | PA      | $21042.32      | 0.00%             | 2032-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 2/41 #A96731                                                                                 | CUSIP: 312945PQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     147862 | PA      | $145598.23     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 10/01/2050#SD8098                                                                          | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3010532 | PA      | $2358551.35    | 0.01%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 12/01/2044#AW9502                                                                        | CUSIP: 3138XZRY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99168 | PA      | $93447.01      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 4/27 #372412                                                                                 | CUSIP: 36204KVD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         21 | PA      | $21.40         | 0.00%             | 2027-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 05/01/2043#Q18564                                                                        | CUSIP: 3132J96A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19453 | PA      | $18394.31      | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNMA 2017-H06 FA T1Y+35 08/66                                                                           | CUSIP: 38376RV60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     545479 | PA      | $542777.61     | 0.00%             | 2066-08-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 10/01/2043#AU6178                                                                        | CUSIP: 3138X52L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26058 | PA      | $26128.21      | 0.00%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STWD TR 2021-LIH                                                                  | STWD TR 2021-LIH TSFR1M+295 11/15/2036 144A                                                             | CUSIP: 78486EAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2268000 | PA      | $2240813.71    | 0.01%             | 2036-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                        | WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027                                                            | CUSIP: 94767KAP6<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    1218539 | PA      | $1211434.85    | 0.00%             | 2027-10-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                          | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3390090.36    | 0.01%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                      | NAVIENT CORP 5.625% 08/01/2033                                                                          | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     735000 | PA      | $646538.49     | 0.00%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                | VICI PROPERTIES LP 5.75% 04/01/2034                                                                     | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      74000 | PA      | $74252.49      | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/01/2040#AE8603                                                                          | CUSIP: 31419KRZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50796 | PA      | $48466.39      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                 | GUATEMALA REP OF 6.125% 06/01/2050 144A                                                                 | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1335000 | PA      | $1185480.00    | 0.00%             | 2050-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 10/01/2050#CA7531                                                                          | CUSIP: 3140QFLM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64710 | PA      | $56137.11      | 0.00%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                           | XPO INC 6.25% 06/01/2028 144A                                                                           | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90899.19      | 0.00%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIEMAE 20YR 3.5% 12/01/2036#BM3680                                                                   | CUSIP: 3140J8CS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2990313 | PA      | $2853293.18    | 0.01%             | 2036-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                          | CUSIP: 3137H5UF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1823635 | PA      | $1562980.51    | 0.00%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 7/35 #787578                                                                                 | CUSIP: 31405E6P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8051 | PA      | $8390.71       | 0.00%             | 2035-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | FX Forward: USD/GBP settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-797937.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSC                                                                | BAPCO ENERGIES BSC 8.375% 11/07/2028 144A                                                               | CUSIP: 67778M2D1<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     485000 | PA      | $512038.75     | 0.00%             | 2028-11-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                       | CHEMOURS CO 5.375% 05/15/2027                                                                           | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    7018000 | PA      | $6869986.17    | 0.02%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                           | PHILIPPINES REPUBLIC OF 5% 07/17/2033                                                                   | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     920000 | PA      | $920460.00     | 0.00%             | 2033-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2019-OC11                                                                   | BX TR 2019-OC11 4.075457% 12/09/2041 144A                                                               | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     168000 | PA      | $155325.86     | 0.00%             | 2041-12-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/32 #585381                                                                                 | CUSIP: 36201KJ23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        125 | PA      | $128.63        | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                    | HALLIBURTON CO 3.8% 11/15/2025                                                                          | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     152000 | PA      | $151195.67     | 0.00%             | 2025-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 01/01/2043#AB7644                                                                        | CUSIP: 31417EP62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50844 | PA      | $48145.70      | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 06/01/2041#MA4364                                                                          | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7165963 | PA      | $6069372.09    | 0.02%             | 2041-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                             | REYNOLDS AMERICAN INC 4.45% 06/12/2025                                                                  | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    5827000 | PA      | $5826562.86    | 0.01%             | 2025-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GNR 2007-35 SC TSFR1M+3951.312 6/37                                                                     | CUSIP: 38375KVH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       2080 | PA      | $2379.19       | 0.00%             | 2037-06-16      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC                              | PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC 6.25% 04/01/2029 144A                              | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2343173.04    | 0.01%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                   | ANGOLA REPUBLIC 9.375% 05/08/2048 144A                                                                  | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1610000 | PA      | $1180935.00    | 0.00%             | 2048-05-08      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  756200000 | PA      | $705865437.50  | 1.81%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                      | WP CAREY INC 3.85% 07/15/2029                                                                           | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    4522000 | PA      | $4349483.57    | 0.01%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 2/28 #331338                                                                                 | CUSIP: 31375DBF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        519 | PA      | $540.91        | 0.00%             | 2028-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                      | SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030                                                            | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $30542651.42   | 0.08%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                               | SUZANO AUSTRIA GMBH 3.75% 01/15/2031                                                                    | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     930000 | PA      | $841254.75     | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/32 #533932                                                                                 | CUSIP: 36212HED8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        103 | PA      | $104.04        | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                   | MADISON IAQ TERM B 1LN 06/21/2028                                                                       | CUSIP: N/A<br>LEI: 549300IXDNBXNHUPBU73       | Long             | LON              | CORP              | US        |    5041895 | PA      | $5035088.50    | 0.01%             | 2028-06-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                     | CORECIVIC INC 8.25% 04/15/2029                                                                          | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    5085000 | PA      | $5374508.63    | 0.01%             | 2029-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                | TURKEY REPUBLIC OF 4.75% 01/26/2026                                                                     | CUSIP: 900123DB3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2780000 | PA      | $2771799.00    | 0.01%             | 2026-01-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RR 7 LTD                                                                          | RR 7 LTD A1AB TSFR3M+134 01/15/2037 144A                                                                | CUSIP: 74980EAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   31230000 | PA      | $31260324.33   | 0.08%             | 2037-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/28 #433882                                                                                 | CUSIP: 36207J6T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         89 | PA      | $90.41         | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS AMER 2021-2 TR                                                      | HOME PARTNERS AMER 2021-2 TR 4.505% 12/17/2026 144A                                                     | CUSIP: 43732VAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3986531 | PA      | $3840626.93    | 0.01%             | 2026-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 11/01/2052#SD1863                                                                          | CUSIP: 3132DPB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12594746 | PA      | $12333497.06   | 0.03%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 02/01/2044#Q24973                                                                        | CUSIP: 3132M5FN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26327 | PA      | $24836.43      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 12/27 #450304                                                                                | CUSIP: 36208GGM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         79 | PA      | $80.79         | 0.00%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 11/01/2032#BJ0958                                                                        | CUSIP: 3140H2B49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11814 | PA      | $11241.06      | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/40#AE7364                                                                               | CUSIP: 31419JFE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39539 | PA      | $37656.32      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 TR                                                                   | AASET 2021-1 TR 2.95% 11/16/2041 144A                                                                   | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11673405 | PA      | $10982748.80   | 0.03%             | 2041-11-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UPGRADE RECEIVABLES TRUST 2024-1A                                                 | UPGRADE RECEIVABLES TRUST 2024-1A 5.37% 02/18/2031 144A                                                 | CUSIP: 91533NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2162453 | PA      | $2163591.95    | 0.01%             | 2031-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.0% 03/01/2043#Q16470                                                                        | CUSIP: 3132J7T44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     108886 | PA      | $98314.27      | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 10/27 #353919                                                                                | CUSIP: 36203NDY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         61 | PA      | $62.13         | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD 2022                                                            | CEDAR FUNDING LTD 2022 A TSFR3M+132 04/20/2035 144A                                                     | CUSIP: 15032QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28708000 | PA      | $28707712.92   | 0.07%             | 2035-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                             | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.125% 02/01/2028                                 | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   11235000 | PA      | $11347821.87   | 0.03%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 5.00% 11/29 #MA0243                                                                                | CUSIP: 31417YHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14135 | PA      | $14210.05      | 0.00%             | 2029-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                       | EXELON CORP 4.05% 04/15/2030                                                                            | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    6798000 | PA      | $6624502.53    | 0.02%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2016-11 LTD                                                               | OCP CLO 2016-11 LTD ER2 TSFR3M+682 04/26/2036 144A                                                      | CUSIP: 67092HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     428000 | PA      | $428578.23     | 0.00%             | 2036-04-26      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 08/15/2040#721759                                                                        | CUSIP: 3620A7ZY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6934 | PA      | $6662.52       | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                                                              | ICON TERM B 1LN 07/03/2028                                                                              | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | LON              | CORP              | LU        |    1787695 | PA      | $1792611.22    | 0.00%             | 2028-07-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                 | CHILE REPUBLIC OF 3.1% 01/22/2061                                                                       | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    3325000 | PA      | $1945125.00    | 0.00%             | 2061-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 02/25/2055                                                   | CUSIP: 3137HJZC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    5118876 | PA      | $5074942.50    | 0.01%             | 2055-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2025-R1                                                                 | CIM TRUST 2025-R1 5% 02/25/2099 144A                                                                    | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20330807 | PA      | $19955159.14   | 0.05%             | 2099-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                             | ZF NORTH AMER CAP INC 6.75% 04/23/2030 144A                                                             | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2754214.10    | 0.01%             | 2030-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                            | PLANET FITNESS MASTER ISSUER LLC 18-1A 4.008% 12/05/2051 144A                                           | CUSIP: 72703PAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16253320 | PA      | $14811140.16   | 0.04%             | 2051-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 6% 07/01/2039#SB1215                                                                          | CUSIP: 3132CXK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21710037 | PA      | $22240884.31   | 0.06%             | 2039-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                           | SRI LANKA GOVT DEMOC SOCIA REP STEP 06/15/2035 144A                                                     | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     310852 | PA      | $210194.24     | 0.00%             | 2035-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL SERVICES INC/ON                                                 | GFL ENVIRONMENTAL SERVICES TERM B 1LN 03/03/2032                                                        | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | CA        |    5460000 | PA      | $5431007.40    | 0.01%             | 2032-03-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 0.0% 01/01/2042#AJ8357                                                                         | CUSIP: 3138E1JB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68676 | PA      | $71483.17      | 0.00%             | 2042-01-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC                                           | ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC A1R TSFR3M+118 04/20/2038 144A                                  | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | XX        |   18066000 | PA      | $18015631.99   | 0.05%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 06/01/2031#                                                                                | CUSIP: 31292HJ70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        749 | PA      | $772.50        | 0.00%             | 2031-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                              | EDISON INTERNATIONAL 7.875%/VAR 06/15/2054                                                              | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1890571.50    | 0.00%             | 2054-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                             | HIGHTOWER HOLDING LLC 9.125% 01/31/2030 144A                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $4501904.09    | 0.01%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 5/27 #432499                                                                                 | CUSIP: 36207HNQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         78 | PA      | $79.21         | 0.00%             | 2027-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                         | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 6.375% 02/01/2030 144A                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    6465000 | PA      | $5804957.12    | 0.01%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 05/01/2054#                                                                                | CUSIP: 3140QUNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21619858 | PA      | $21881962.51   | 0.06%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                | ALLY FINL INC 6.646%/VAR 01/17/2040                                                                     | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    4596000 | PA      | $4413670.06    | 0.01%             | 2040-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 07/01/2043#Q19764                                                                        | CUSIP: 3132JBJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42136 | PA      | $39845.67      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                   | BANK 2019-BN21 A5 2.851% 10/17/2052                                                                     | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2606000 | PA      | $2377551.00    | 0.01%             | 2052-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 10/28 #485009                                                                                | CUSIP: 36209XYE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        243 | PA      | $245.96        | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 2/28 #251569                                                                                 | CUSIP: 31371GMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         30 | PA      | $31.47         | 0.00%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 11/01/2035#MA4178                                                                        | CUSIP: 31418DUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     107719 | PA      | $95007.85      | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                      | INTERNET BRANDS TERM B 2LN 02/23/2029                                                                   | CUSIP: 55303BAD5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    2065000 | PA      | $1861948.55    | 0.00%             | 2029-02-23      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2% 04/51#MA7311                                                                                 | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1605211 | PA      | $1290227.89    | 0.00%             | 2051-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 08/01/2032#MA3090                                                                          | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2311935 | PA      | $2232927.66    | 0.01%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                 | KOSMOS ENERGY LTD 7.75% 05/01/2027 144A                                                                 | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     568000 | PA      | $493353.44     | 0.00%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 17 LTD / AIMCO CLO 17 LLC                                               | AIMCO CLO 17 LTD / AIMCO CLO 17 LLC A1R TSFR3M+135 07/20/2037 144A                                      | CUSIP: 00889JAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26319958 | PA      | $26322221.52   | 0.07%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 02/01/2051#CA8955                                                                        | CUSIP: 3140QG5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92628 | PA      | $76287.39      | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 8.00% 8/30 #C41636                                                                                 | CUSIP: 31297YY97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         49 | PA      | $51.20         | 0.00%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2006-37 OW 0% 5/36                                                                                  | CUSIP: 31395DMG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      11842 | PA      | $9646.73       | 0.00%             | 2036-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.5% 03/01/2053#SD7559                                                                        | CUSIP: 3132DVMG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19184650 | PA      | $19238220.76   | 0.05%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                       | ASURION TERM LOAN B11 1LN 08/19/2028                                                                    | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    6065955 | PA      | $6043207.26    | 0.02%             | 2028-08-19      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.00% 12/27 #436032                                                                                | CUSIP: 36207MLM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        163 | PA      | $165.17        | 0.00%             | 2027-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                      | CHARLES RIVER LABS INTL INC 4% 03/15/2031 144A                                                          | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1537915.45    | 0.00%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2.25% 04/25/2037                                                         | CUSIP: 3137H6X26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    5768297 | PA      | $5396719.14    | 0.01%             | 2037-04-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                             | TIME WARNER CABLE LLC 5.875% 11/15/2040                                                                 | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   10540000 | PA      | $9856925.89    | 0.03%             | 2040-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 1.125% 08/15/2040                                                           | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $3005078.10    | 0.01%             | 2040-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 5/34 #777002                                                                                 | CUSIP: 31404SGK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16609 | PA      | $16440.22      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                       | GEOPARK LTD 8.75% 01/31/2030 144A                                                                       | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    1590000 | PA      | $1266037.50    | 0.00%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 8/40 #741227                                                                                 | CUSIP: 3620AVPL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3302 | PA      | $3246.38       | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                   | MURPHY OIL CORP 6% 10/01/2032                                                                           | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     800000 | PA      | $745886.08     | 0.00%             | 2032-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY885799 12/15/56 S                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |   20200000 | NC      | $-353647.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 6.25% 05/15/2030                                                            | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26000000 | PA      | $28634531.12   | 0.07%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARIS WATER HOLDINGS LLC                                                           | ARIS WATER HOLDINGS LLC 7.25% 04/01/2030 144A                                                           | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    3485000 | PA      | $3503846.88    | 0.01%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                        | MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2335246.43    | 0.01%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 10/01/2051#SD3302                                                                          | CUSIP: 3132DQU38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     118785 | PA      | $92763.07      | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 4.5% 10/25/2044                                                          | CUSIP: 3137H9AA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    6052883 | PA      | $5979272.51    | 0.02%             | 2044-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 07/01/2043#Q19597                                                                        | CUSIP: 3132JBDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     148169 | PA      | $140275.51     | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 12/39 #711059                                                                                | CUSIP: 36297F5U2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11668 | PA      | $11720.59      | 0.00%             | 2039-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 11/31 #572392                                                                                | CUSIP: 36200T2Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1442 | PA      | $1472.31       | 0.00%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B4 MTG TR                                                          | BENCHMARK MTG TR 2018-B4 A5 4.121% 07/15/2051                                                           | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2953000 | PA      | $2886666.17    | 0.01%             | 2051-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                     | ABU DHABI NATL ENERGY CO PJSC 4.75% 03/09/2037 144A                                                     | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    1720000 | PA      | $1622716.80    | 0.00%             | 2037-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                           | SAUDI ARABIA KINGDOM OF 4.5% 10/26/2046 144A                                                            | CUSIP: 80413TAC3<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    2465000 | PA      | $1974465.00    | 0.01%             | 2046-10-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 3.50% 10/42 #AQ1181                                                                                | CUSIP: 3138MGJ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99338 | PA      | $91904.26      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                     | PG and E CORP CONV 4.25% 12/01/2027                                                                     | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    2159000 | PA      | $2239962.50    | 0.01%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 07/01/2051#CB1109                                                                          | CUSIP: 3140QLGT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67616 | PA      | $52972.85      | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6.5% 06/01/2054#SD7571                                                                        | CUSIP: 3132DVMU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   45304051 | PA      | $47088917.02   | 0.12%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 9/31 #560801                                                                                 | CUSIP: 36213QAA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        223 | PA      | $228.13        | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 04/03/2026                                     | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10546000 | PA      | $10512364.90   | 0.03%             | 2026-04-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 3/36 #602552                                                                                 | CUSIP: 36200JL99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6522 | PA      | $6553.58       | 0.00%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                     | CITIGROUP INC 4.6% 03/09/2026                                                                           | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8567000 | PA      | $8558854.50    | 0.02%             | 2026-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CZ030008 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     800000 | NC      | $61148.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 04/01/2051#CB0290                                                                          | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26152658 | PA      | $20472517.71   | 0.05%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                                                          | ZELIS TERM B 1LN 09/28/2029                                                                             | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    4024350 | PA      | $3989136.94    | 0.01%             | 2029-09-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 08/01/2043#AS0205                                                                        | CUSIP: 3138W9GP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     202216 | PA      | $181387.25     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TECPETROL SA                                                                      | TECPETROL SA 7.625% 01/22/2033 144A                                                                     | CUSIP: 87876TAG9<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |     945000 | PA      | $940275.00     | 0.00%             | 2033-01-22      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 9/27 #396994                                                                                 | CUSIP: 31378E7F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         64 | PA      | $65.38         | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.00% 5/33 #003400                                                                              | CUSIP: 36202DX55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3016 | PA      | $2943.08       | 0.00%             | 2033-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 12/40 #AH1983                                                                                | CUSIP: 3138A3FZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2603 | PA      | $2491.19       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CZ030008 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    1700000 | NC      | $129940.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 01/01/2029#                                                                                | CUSIP: 31293JH93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         89 | PA      | $90.71         | 0.00%             | 2029-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                     | COHERENT CORP 5% 12/15/2029 144A                                                                        | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    3545000 | PA      | $3434975.96    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 3.0% 8/45#Q35375                                                                                   | CUSIP: 3132QR6M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29542 | PA      | $26114.34      | 0.00%             | 2045-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 12/01/2044#AX6333                                                                        | CUSIP: 3138Y8BB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16054 | PA      | $15541.11      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/32 #569328                                                                                 | CUSIP: 36200QPM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        284 | PA      | $292.97        | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                                       | MASSACHUSETTS MUTUAL LIFE INS 3.729% 10/15/2070 144A                                                    | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   21378000 | PA      | $13675711.19   | 0.04%             | 2070-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 6.5% 4/31 #003068                                                                               | CUSIP: 36202DMR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        206 | PA      | $211.21        | 0.00%             | 2031-04-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 03/01/2041#AH6486                                                                        | CUSIP: 3138A8F43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88579 | PA      | $84370.20      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 1/34 #609542                                                                                 | CUSIP: 36202UEP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        354 | PA      | $359.80        | 0.00%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                    | BRAZIL FEDERATIVE REPUBLIC OF 8.25% 01/20/2034                                                          | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2809000 | PA      | $3154507.00    | 0.01%             | 2034-01-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                | AUTONATION INC DEL 4.75% 06/01/2030                                                                     | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2958000 | PA      | $2903749.63    | 0.01%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6.5% 10/01/2053#RJ0002                                                                        | CUSIP: 3142GQAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3948951 | PA      | $4092189.44    | 0.01%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 01/15/2043#AC3938                                                                        | CUSIP: 36179DLT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5549 | PA      | $5147.67       | 0.00%             | 2043-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/31 #424092                                                                                 | CUSIP: 36206XC50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        352 | PA      | $361.85        | 0.00%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                        | USALCO TERM B 1LN 09/30/2031                                                                            | CUSIP: 91732NAL7<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |    1813175 | PA      | $1818270.50    | 0.00%             | 2031-09-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD                                       | AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A                                      | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15423759 | PA      | $15530048.48   | 0.04%             | 2049-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2018-GS9                                                           | GS MTG SECS TR 2018-GS9 3% 03/10/2051 144A                                                              | CUSIP: 36255NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     835000 | PA      | $662328.18     | 0.00%             | 2051-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.50% 9/41 #005181                                                                              | CUSIP: 36202FXJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7018 | PA      | $6507.22       | 0.00%             | 2041-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                  | CENTENE CORP 3.375% 02/15/2030                                                                          | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   24530000 | PA      | $22356634.64   | 0.06%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                              | CONSTANT CONTACT INC TERM B 2LN 02/12/2029                                                              | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |     290000 | PA      | $233812.50     | 0.00%             | 2029-02-12      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY885799 12/15/56 S                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    9200000 | NC      | $-161067.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOSCH (ROBERT) GMBH                                                               | BOSCH (ROBERT) GMBH 4.375% 06/02/2043 REGS                                                              | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |    1500000 | PA      | $1737149.93    | 0.00%             | 2043-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2010-C1                                                            | GSMS 2010-C1 X CSTR 8/43                                                                                | CUSIP: 36249KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     377933 | PA      | $22.71         | 0.00%             | 2043-08-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                   | KIK CONSUMER TERM B 1LN 7/8/2031                                                                        | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1557175 | PA      | $1324704.34    | 0.00%             | 2031-07-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                 | MDGH GMTN RSC LTD 5.084% 05/22/2053 144A                                                                | CUSIP: 55285GAC8<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    2140000 | PA      | $1921998.20    | 0.00%             | 2053-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 2/40 #678654                                                                                 | CUSIP: 36295R5P9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      74088 | PA      | $71117.99      | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                      | US FOODS INC 4.75% 02/15/2029 144A                                                                      | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $3217305.48    | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                          | ELANCO ANIMAL HEALTH INC VAR 08/28/2028                                                                 | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    4279000 | PA      | $4396890.73    | 0.01%             | 2028-08-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 11/01/2051#RA6347                                                                          | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4728108 | PA      | $4062580.58    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BYJU'S ALPHA INC                                                                  | BYJU'S ALPHA INC TERM DIP TERM 1LN 04/09/2026                                                           | CUSIP: N/A<br>LEI: 254900EAJ040Y8AVVN71       | Long             | LON              | CORP              | US        |      59552 | PA      | $58956.45      | 0.00%             | 2026-04-09      | Variable      | 0.06%                 | No            |                  3 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 5.5% 06/01/2055 #TBA                                                                            | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -354775000 | PA      | $-352341811.14 | -0.91%            | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                                               | VIRGIN MONEY UK PLC 7.625%/VAR 08/23/2029 REGS                                                          | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $7222432.93    | 0.02%             | 2029-08-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                      | ING GROEP NV 3%/VAR 08/17/2031 REGS                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |   14400000 | PA      | $16158721.56   | 0.04%             | 2031-08-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.0% 08/20/2043#MA1225                                                                          | CUSIP: 36179NLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     230851 | PA      | $219655.89     | 0.00%             | 2043-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                      | UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A                                                       | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    4251000 | PA      | $4081649.09    | 0.01%             | 2031-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 04/01/2052#SD7554                                                                        | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     500070 | PA      | $414664.28     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | BNPI SWAP CDS 06/20/30 DB B                                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    4650000 | NC      | $97758.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 05/01/2055#CC0404                                                                          | CUSIP: 3140Y6NW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12514379 | PA      | $12792215.68   | 0.03%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 5/29 #494945                                                                                 | CUSIP: 31382WZJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4384 | PA      | $4573.21       | 0.00%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 4.87% 05/15/2031                                          | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3800000 | PA      | $3825433.78    | 0.01%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLAT 2025-30A                                                                     | FLAT 2025-30A A1 TSFR3M+116 04/15/2038 144A                                                             | CUSIP: 33882MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   23472000 | PA      | $23474089.01   | 0.06%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2024-C24                                                             | BBCMS MTG TR 2024-C24 B 5.718% 02/15/2057                                                               | CUSIP: 07336VAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     790000 | PA      | $781673.24     | 0.00%             | 2057-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 4% 11/15/2042                                                               | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5140000 | PA      | $4602508.61    | 0.01%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 12/38 #970918                                                                                | CUSIP: 31414NDX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39704 | PA      | $41638.45      | 0.00%             | 2038-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                 | NATWEST GROUP PLC 3.073%/VAR 05/22/2028                                                                 | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   17464000 | PA      | $16937068.33   | 0.04%             | 2028-05-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AP CORE HOLDINGS II LLC                                                           | YAHOO MEDIA TERM B2 1LN 09/01/2027                                                                      | CUSIP: 00187GAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4085000 | PA      | $3676500.00    | 0.01%             | 2027-09-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| RR 34 LTD                                                                         | RR 34 LTD A1R TSFR3M+135 10/15/2039 144A                                                                | CUSIP: 74988WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11991000 | PA      | $12043388.68   | 0.03%             | 2039-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                 | NEWELL BRANDS INC 8.5% 06/01/2028 144A                                                                  | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3501947.82    | 0.01%             | 2028-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALDAR PROPERTIES PJSC                                                             | ALDAR PROPERTIES PJSC T5Y+NA 04/15/2055 REGS                                                            | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | DBT              | CORP              | AE        |    1310000 | PA      | $1314380.25    | 0.00%             | 2055-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                                | LEVIATHAN BOND LTD 6.5% 06/30/2027 144A REGS                                                            | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |     510000 | PA      | $503616.33     | 0.00%             | 2027-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 09/01/2050#SD8090                                                                          | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   67538356 | PA      | $52996220.27   | 0.14%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 12M+1.75 9/1/41 #1B8787                                                                        | CUSIP: 3128UHEK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      69550 | PA      | $72046.18      | 0.00%             | 2041-09-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                              | HEIMSTADEN BOSTAD AB 3.625%/VAR PERP REGS                                                               | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | EP               | CORP              | SE        |     600000 | PA      | $658638.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 11/40 #667594                                                                                | CUSIP: 36295DUT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5825 | PA      | $5600.51       | 0.00%             | 2040-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 03/01/2052#CB3038                                                                          | CUSIP: 3140QNLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2173862 | PA      | $1707151.75    | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 7/29 #505740                                                                                 | CUSIP: 31383KZD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        909 | PA      | $947.66        | 0.00%             | 2029-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 11/01/2050#QB5146                                                                          | CUSIP: 3133ABWF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18775 | PA      | $14732.29      | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 11/41 #AJ7139                                                                                | CUSIP: 3138AY4Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14149 | PA      | $13412.70      | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2% 04/01/2041#                                                                                | CUSIP: 3133KYU98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17105 | PA      | $14504.08      | 0.00%             | 2041-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                                            | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  375900000 | PA      | $336136828.13  | 0.86%             | 2054-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.50% 7/30 #781205                                                                                 | CUSIP: 36225BKS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        232 | PA      | $239.02        | 0.00%             | 2030-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                             | SUBWAY FDG LLC ISSUER 5.246% 07/30/2054 144A                                                            | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31304690 | PA      | $30742510.99   | 0.08%             | 2054-07-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.50% 3/41 #004978                                                                              | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     438858 | PA      | $431596.37     | 0.00%             | 2041-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                               | JAPAN GOVERNMENT OF 0.9% 09/20/2034                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  555000000 | PA      | $3676048.16    | 0.01%             | 2034-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 05/01/2043#Q18363                                                                        | CUSIP: 3132J9WZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23312 | PA      | $22046.79      | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIEMAE 30YR 2% 11/01/2051#FA0376                                                                     | CUSIP: 3140W0M28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20185971 | PA      | $15814361.96   | 0.04%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PLC                                                                 | SEPLAT ENERGY PLC 9.125% 03/21/2030 144A                                                                | CUSIP: 81733MAA3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |    1030000 | PA      | $976697.50     | 0.00%             | 2030-03-21      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 6.49% 8/37 #1A1800                                                                             | CUSIP: 3128NF7M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9199 | PA      | $9232.35       | 0.00%             | 2037-08-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 10/01/2032#MA3154                                                                        | CUSIP: 31418CQG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28901 | PA      | $27546.31      | 0.00%             | 2032-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 6/38 #A78487                                                                                 | CUSIP: 3128LCNC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3389 | PA      | $3411.13       | 0.00%             | 2038-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTP COML MTG TR 2023-STE2                                                         | DTP COML MTG TR 2023-STE2 E CSTR 01/15/2041 144A                                                        | CUSIP: 23346GAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     810000 | PA      | $771989.70     | 0.00%             | 2041-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 9/40 #748811                                                                                 | CUSIP: 3620C43U2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12575 | PA      | $12362.59      | 0.00%             | 2040-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 09/42#G07184                                                                               | CUSIP: 3128M9J52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1874018 | PA      | $1782599.00    | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                         | CAESARS ENTERTAINMENT INC 7% 02/15/2030 144A                                                            | CUSIP: 12769GAB6<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    2606000 | PA      | $2674094.78    | 0.01%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OAK HILL CREDIT PARTNERS                                                          | OAK HILL CREDIT PARTNERS A2 TSFR3M+165 04/20/2037 144A                                                  | CUSIP: 67706JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1651000 | PA      | $1654577.72    | 0.00%             | 2037-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.50% 10/32 #G01766                                                                                | CUSIP: 31283H6B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16412 | PA      | $17117.37      | 0.00%             | 2032-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6.5% 05/01/2053#FS4662                                                                        | CUSIP: 3140XLFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10051599 | PA      | $10438968.27   | 0.03%             | 2053-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2018-1                                                             | TOWD PT MTG TR 2018-1 3.25% 01/25/2058 144A                                                             | CUSIP: 89176EAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7000000 | PA      | $6715478.00    | 0.02%             | 2058-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 21 LTD                                                  | GOLDENTREE LN MGMT US CLO 21 LTD E TSFR3M+570 07/20/2037 144A                                           | CUSIP: 38139DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     588000 | PA      | $590844.74     | 0.00%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2% 11/01/2041#RB5135                                                                          | CUSIP: 3133KYV48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4047163 | PA      | $3413283.29    | 0.01%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GRUPO KUO SAB DE CV                                                               | GRUPO KUO SAB DE CV 5.75% 07/07/2027 144A                                                               | CUSIP: 40052CAC0<br>LEI: 549300WIYIAVCFZI6Z04 | Long             | DBT              | CORP              | MX        |    2130000 | PA      | $2083140.00    | 0.01%             | 2027-07-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 01/01/2033#ZS8682                                                                          | CUSIP: 3132A9UF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     471097 | PA      | $454333.50     | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 06/01/2039#AA8725                                                                        | CUSIP: 31416SVT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1742 | PA      | $1751.06       | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B37 MTG TR                                                         | BENCHMARK 2022-B37 MTG TR 5.9431% 11/15/2055                                                            | CUSIP: 08161QAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1456000 | PA      | $1389394.84    | 0.00%             | 2055-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C10 MORTGAGE TRUST                                                      | BMO 2025-5C10 MORTGAGE TRUST 5.5784% 05/15/2058                                                         | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7770000 | PA      | $8005503.26    | 0.02%             | 2058-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 2/28 #452761                                                                                 | CUSIP: 36208J5W8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        109 | PA      | $109.29        | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 6.35% 02/12/2048                                                                    | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   43373000 | PA      | $28235823.00   | 0.07%             | 2048-02-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 1.5% 01/01/2051#MA4236                                                                        | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32613500 | PA      | $24122683.03   | 0.06%             | 2051-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 12/40 #AH0573                                                                                | CUSIP: 3138A1T76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5419 | PA      | $5177.73       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                    | TRANSOCEAN INC 8% 02/01/2027 144A                                                                       | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    5483000 | PA      | $5360309.10    | 0.01%             | 2027-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 11/47#Q52377                                                                               | CUSIP: 3132XUUB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1943134 | PA      | $1815212.36    | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 3/28 #465985                                                                                 | CUSIP: 36209AUJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        234 | PA      | $239.01        | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.0% 09/20/2043#MA1284                                                                          | CUSIP: 36179NM96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22453 | PA      | $20249.06      | 0.00%             | 2043-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                                | RITHM CAPITAL CORP 6.25% 10/15/2025 144A                                                                | CUSIP: 64828TAA0<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     455000 | PA      | $455323.96     | 0.00%             | 2025-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO XI-C LTD                                                               | CARVAL CLO XI-C LTD E TSFR3M+635 10/20/2037 144A                                                        | CUSIP: 14688TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $152937.45     | 0.00%             | 2037-10-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIE MAE 3% 05/25/2048                                                                                | CUSIP: 3136BMAC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3393546 | PA      | $3081781.05    | 0.01%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 11/01/2042#AB6903                                                                        | CUSIP: 31417DU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     482113 | PA      | $434863.54     | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 7.00% 11/34 #A45143                                                                                | CUSIP: 3128K5WC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14073 | PA      | $14809.15      | 0.00%             | 2034-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 03/01/2051#CA9381                                                                          | CUSIP: 3140QHM77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1895974 | PA      | $1482999.43    | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 12/01/2040#AE9804                                                                          | CUSIP: 31419L3N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     199098 | PA      | $189735.65     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                  | WHEELS FLEET LEASE FUNDING 1 LLC 2023-1A A 5.8% 04/18/2038 144A                                         | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    5691295 | PA      | $5725140.92    | 0.01%             | 2038-04-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                                         | DHL GROUP 3.125% 06/05/2032 REGS                                                                        | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |    4825000 | PA      | $5479203.67    | 0.01%             | 2032-06-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.5% 06/01/2055#RQ0013                                                                        | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      52526 | PA      | $52048.93      | 0.00%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                       | IVORY COAST (COTE D'IVOIRE) 8.075% 04/01/2036 144A                                                      | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1060000 | PA      | $999108.30     | 0.00%             | 2036-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 04/01/2041#AH4043                                                                        | CUSIP: 3138A5P55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20131 | PA      | $19737.18      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2218 ZB 6% 3/30                                                                                     | CUSIP: 3133TNM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      13856 | PA      | $14127.10      | 0.00%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GOVERNMENT NAT MTG ASSN HECM TSFR1M+71.448 01/20/2064                                                   | CUSIP: 38375UEJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      78148 | PA      | $78575.05      | 0.00%             | 2064-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                               | COINBASE GLOBAL INC 3.625% 10/01/2031 144A                                                              | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1174933.49    | 0.00%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                           | EL SALVADOR REPUBLIC OF 0.25% 04/17/2030 144A                                                           | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    1055000 | PA      | $18990.00      | 0.00%             | 2030-04-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                               | MSCS SWAP CY873248 04/17/65 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |    1460000 | NC      | $248928.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                 | PERU REPUBLIC OF 2.783% 01/23/2031                                                                      | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2035000 | PA      | $1795887.50    | 0.00%             | 2031-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                            | PATRICK INDUSTRIES INC 6.375% 11/01/2032 144A                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1172926.24    | 0.00%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                            | CACI INTERNATIONAL INC 6.375% 06/15/2033 144A                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    4135000 | PA      | $4215384.40    | 0.01%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 09/01/2052#BW7430                                                                          | CUSIP: 3140N0HG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     388234 | PA      | $383456.97     | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 07/01/2046#BC6149                                                                        | CUSIP: 3140F1ZP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95040 | PA      | $86259.98      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 12/01/2046#BM5096                                                                        | CUSIP: 3140J9UW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3314637 | PA      | $3060815.08    | 0.01%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL   | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045       | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22400000 | PA      | $21555946.05   | 0.06%             | 2045-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                           | HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A                                                            | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    9105000 | PA      | $9255505.65    | 0.02%             | 2029-06-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 1.5% 08/01/2036#SB8114                                                                        | CUSIP: 3132D6AP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     197028 | PA      | $173224.04     | 0.00%             | 2036-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                  | ALTICE USA TERM B6 1LN 01/18/2028                                                                       | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    1192117 | PA      | $1175725.74    | 0.00%             | 2028-01-18      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                          | CUSIP: 3137H5VK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3788328 | PA      | $3246385.36    | 0.01%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                              | ADNOC MURBAN RSC LTD 5.125% 09/11/2054 144A                                                             | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    1370000 | PA      | $1215532.50    | 0.00%             | 2054-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREAT PORTLAND ESTATES PLC                                                        | GREAT PORTLAND ESTATES PLC 5.375% 09/25/2031 REGS                                                       | CUSIP: N/A<br>LEI: 213800JMEDD2Q4N1MC42       | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $2121869.36    | 0.01%             | 2031-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 9/39 #710869                                                                                 | CUSIP: 36297FW65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      91656 | PA      | $93497.76      | 0.00%             | 2039-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TESLA 2024-A A3                                                                   | TESLA 2024-A A3 5.37% 06/22/2026 144A                                                                   | CUSIP: 88166VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1151754 | PA      | $1152652.99    | 0.00%             | 2026-06-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                                | CROWN AMERICAS LLC 5.875% 06/01/2033 144A                                                               | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $3347057.34    | 0.01%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                 | DELL INTL/EMC CORP 6.2% 07/15/2030                                                                      | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    8040000 | PA      | $8515859.94    | 0.02%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                       | MOODYS CORP 3.25% 01/15/2028                                                                            | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    7339000 | PA      | $7157216.49    | 0.02%             | 2028-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BPR COML MTG TR 2024-PK                                                           | BPR COML MTG TR 2024-PARK D VAR 11/05/2039 144A                                                         | CUSIP: 05593UAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2332000 | PA      | $2365825.89    | 0.01%             | 2039-11-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OPTIV PARENT INC                                                                  | OPTIV TERM B 1LN 07/31/2026                                                                             | CUSIP: 68405PAB8<br>LEI: 549300EMRBO1UNORKL53 | Long             | LON              | CORP              | US        |    3493483 | PA      | $2847188.78    | 0.01%             | 2026-07-31      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 02/01/2055#CB9989                                                                          | CUSIP: 3140QWC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15981703 | PA      | $16321536.76   | 0.04%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2.5% 06/01/2040#QK0306                                                                        | CUSIP: 3133D3KT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     577365 | PA      | $512590.86     | 0.00%             | 2040-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-FNX                                                                 | BX TRUST 2024-FNX TSFR1M+294.018 11/15/2026 144A                                                        | CUSIP: 05593TAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     961684 | PA      | $962284.56     | 0.00%             | 2041-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 9/28 #660494                                                                                 | CUSIP: 31390YXX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        347 | PA      | $361.75        | 0.00%             | 2028-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                              | TTM TECHNOLOGIES TERM B 1LN 05/30/2030                                                                  | CUSIP: 87305VAN0<br>LEI: 549300SC4BDOIS008048 | Long             | LON              | CORP              | US        |    1808547 | PA      | $1804025.18    | 0.00%             | 2030-05-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040                                                            | CUSIP: 3137FXBN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1503746 | PA      | $1340034.37    | 0.00%             | 2040-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 09/01/2051#SD8167                                                                        | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      80928 | PA      | $66246.88      | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 9/41 #Q03529                                                                                 | CUSIP: 3132GJSS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24399 | PA      | $24020.35      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO INC                                                        | STANDARDAERO TERM B2 1LN 10/31/2031                                                                     | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    1151691 | PA      | $1150804.54    | 0.00%             | 2031-10-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 08/01/2039#AA9350                                                                        | CUSIP: 31416TL80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4448 | PA      | $4471.03       | 0.00%             | 2039-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                 | KENYA REPUBLIC OF 9.75% 02/16/2031 144A                                                                 | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    1485000 | PA      | $1481747.85    | 0.00%             | 2031-02-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 12/01/2050#MA4211                                                                          | CUSIP: 31418DVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19891451 | PA      | $17119507.32   | 0.04%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/32 #583573                                                                                 | CUSIP: 36201HJS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        304 | PA      | $312.32        | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032                                      | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   26922000 | PA      | $23905607.43   | 0.06%             | 2032-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 11/36 #995606                                                                                  | CUSIP: 31416CAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4004 | PA      | $4113.08       | 0.00%             | 2036-11-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050                                                  | CUSIP: 3137H5MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3240309 | PA      | $2732280.96    | 0.01%             | 2050-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2020-NNN                                        | JPMCC 2020-NNN FFX 4.6254% 01/16/2037 144A                                                              | CUSIP: 46652BBN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1145000 | PA      | $217996.55     | 0.00%             | 2037-01-16      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| ACNR HOLDINGS INC                                                                 | Debt Price 2L Term Loans - Initial Loans                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     564772 | PA      | $562682.13     | 0.00%             | 2029-12-11      | Variable      | 0.13%                 | No            |                  3 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                         | ENDO TERM B 1LN 04/23/2031                                                                              | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4751125 | PA      | $4635340.08    | 0.01%             | 2031-04-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 07/01/2050#MA4077                                                                          | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48072194 | PA      | $37721447.58   | 0.10%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG2012-9 SH SOFR30A+643.552 06/25/2041                                                     | CUSIP: 3136A3M81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       3332 | PA      | $7.06          | 0.00%             | 2041-06-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6.5% 12/01/2053#FS6525                                                                        | CUSIP: 3140XNHB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91901 | PA      | $95484.77      | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.00% 8/25 #418746                                                                                 | CUSIP: 36206RET9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          4 | PA      | $3.62          | 0.00%             | 2025-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GTC AURORA LUXEMBOURG SA                                                          | GTC AURORA LUXEMBOURG SA 2.25% 06/23/2026 REGS                                                          | CUSIP: N/A<br>LEI: 549300UAWIR6P1PVC062       | Long             | DBT              | CORP              | LU        |    4150000 | PA      | $4279215.26    | 0.01%             | 2026-06-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 6/33 #614479                                                                                 | CUSIP: 36290QUC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        366 | PA      | $367.45        | 0.00%             | 2033-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CORE and MAIN LP                                                                  | CORE and MAIN TERM E 1LN 2/9/2031                                                                       | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    1189983 | PA      | $1188994.99    | 0.00%             | 2031-02-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 4/40 #727855                                                                                 | CUSIP: 3620AETL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6782 | PA      | $6644.06       | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/32 #587924                                                                                 | CUSIP: 36201ND56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        745 | PA      | $764.80        | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | BARCLAYS PLC 5.2% 05/12/2026                                                                            | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   12530000 | PA      | $12561705.79   | 0.03%             | 2026-05-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                | DOMINICAN REPUBLIC 6.6% 06/01/2036 144A                                                                 | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     816000 | PA      | $811920.00     | 0.00%             | 2036-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | LEVEL 3 FINANCING INC 3.625% 01/15/2029 144A                                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1573000 | PA      | $1305589.97    | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 7.00% 12/26 #256589                                                                           | CUSIP: 31371M7A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        432 | PA      | $435.07        | 0.00%             | 2026-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 5/42 #Q08167                                                                                 | CUSIP: 3132GTMQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     116287 | PA      | $110984.47     | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/28 #456947                                                                                 | CUSIP: 36208PTC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         38 | PA      | $38.06         | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                 | ICAHN ENTERPRISES LP/FIN CORP 9% 06/15/2030                                                             | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2519946.85    | 0.01%             | 2030-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 7/39 #931638                                                                                 | CUSIP: 31412QBF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2494 | PA      | $2454.60       | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4% 06/01/2055 #TBA                                                                              | CUSIP: 21H040665<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   46300000 | PA      | $42433329.58   | 0.11%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 8/40 #G05969                                                                                 | CUSIP: 3128M76E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      59729 | PA      | $60122.16      | 0.00%             | 2040-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 10/39 #723234                                                                                | CUSIP: 3620A9PT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2857 | PA      | $2808.45       | 0.00%             | 2039-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 06/01/2029#                                                                                | CUSIP: 31293RTS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         91 | PA      | $93.14         | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 11/01/2052#FS3248                                                                          | CUSIP: 3140XJTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2440565 | PA      | $2390703.56    | 0.01%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2023-RPL1                                                | BRAVO RESIDENTIAL FDG TR 2023-RPL1 A1 5% 05/25/2063 144A                                                | CUSIP: 10569GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11475434 | PA      | $11335970.29   | 0.03%             | 2063-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC         | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 6.625% 01/15/2032 144A        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4085000 | PA      | $4079811.15    | 0.01%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 3.753% 10/33 #746320                                                                           | CUSIP: 31403EDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7927 | PA      | $8092.50       | 0.00%             | 2033-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2024-B                                               | FORD CREDIT AUTO LEASE TRUST 2024-B A3 4.99% 12/15/2027                                                 | CUSIP: 345279AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21500000 | PA      | $21616697.70   | 0.06%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 05/15/2043#AD5634                                                                        | CUSIP: 36180HHK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     400990 | PA      | $358823.57     | 0.00%             | 2043-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-VLT6                                                                   | BX TR 2025-VLT6 F TSFR1M+393.966 03/15/2030 144A                                                        | CUSIP: 12433KAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3043000 | PA      | $2977915.40    | 0.01%             | 2042-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 12/28 #780931                                                                                | CUSIP: 36225BA81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        214 | PA      | $216.94        | 0.00%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 11/01/2045#Q37467                                                                        | CUSIP: 3132QUJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3063481 | PA      | $2792744.55    | 0.01%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                      | UNIVISION COMMUNICATIONS INC 8% 08/15/2028 144A                                                         | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    2718000 | PA      | $2719739.52    | 0.01%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                          | QATAR ST 5.103% 04/23/2048 144A                                                                         | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    3255000 | PA      | $3023895.00    | 0.01%             | 2048-04-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                   | WHP TERM B 1LN 02/20/2032                                                                               | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |   16135000 | PA      | $15978651.85   | 0.04%             | 2032-02-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                           | DRYDEN SENIOR LOAN FUND A1A TSFR3M+139.161 02/20/2035 144A                                              | CUSIP: 262484AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12306000 | PA      | $12313432.82   | 0.03%             | 2035-02-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                      | SUN CMNTYS OPER LTD PRTNRSHP 4.2% 04/15/2032                                                            | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     473000 | PA      | $442287.17     | 0.00%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.75% 02/15/2045                                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34090000 | PA      | $33275035.94   | 0.09%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHR 2095 PE 6% 11/28                                                                                    | CUSIP: 3133TGWC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      25885 | PA      | $26352.52      | 0.00%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                          | FORD MTR CR CO LLC 4.445% 02/14/2030                                                                    | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2523134.88    | 0.01%             | 2030-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                           | SAUDI ARABIA KINGDOM OF 4.5% 04/22/2060 144A                                                            | CUSIP: 80413TAU3<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    7675000 | PA      | $5799460.25    | 0.01%             | 2060-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 05/15/2039#783724                                                                        | CUSIP: 3622A2D58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      44683 | PA      | $44895.64      | 0.00%             | 2039-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 4/26 #345614                                                                                 | CUSIP: 36203C3X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          1 | PA      | $1.01          | 0.00%             | 2026-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 4/1/43 #AB9016                                                                             | CUSIP: 31417GAS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11398 | PA      | $10258.12      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 2/28 #460758                                                                                 | CUSIP: 36208TZX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         14 | PA      | $13.93         | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                     | UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A                                                    | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    4170000 | PA      | $4226749.53    | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 6/40 #745083                                                                                 | CUSIP: 3620C0XL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     100619 | PA      | $98864.21      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROTON PK CLO LTD                                                                 | CROTON PK CLO LTD E TSFR3M+555 10/15/2036 144A                                                          | CUSIP: 22779DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     285000 | PA      | $287125.53     | 0.00%             | 2036-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                     | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.75% 12/01/2030                                          | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    2930000 | PA      | $2959146.47    | 0.01%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 10/26 #313182                                                                                | CUSIP: 31374F2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         27 | PA      | $27.10         | 0.00%             | 2026-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 4.89% 3/33 #725130                                                                             | CUSIP: 31402CST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5402 | PA      | $5544.18       | 0.00%             | 2033-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                                 | VERTIV TERM B2 1LN 03/02/2027                                                                           | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    5339309 | PA      | $5332474.91    | 0.01%             | 2027-03-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                    | BRAZIL FEDERATIVE REPUBLIC OF 7.125% 01/20/2037                                                         | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2250000 | PA      | $2323687.50    | 0.01%             | 2037-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARCHKEY HOLDINGS INC                                                              | ARCHKEY HOLDINGS TERM B-DD 1LN 11/01/2031                                                               | CUSIP: 48205CAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     311379 | PA      | $311637.75     | 0.00%             | 2031-11-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                    | BANK 2017-BNK6 ASB 3.289% 07/60                                                                         | CUSIP: 060352AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     902933 | PA      | $893581.07     | 0.00%             | 2060-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     900000 | NC      | $153449.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                   | ANTOFAGASTA PLC 5.625% 05/13/2032 144A                                                                  | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     665000 | PA      | $667493.75     | 0.00%             | 2032-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 12/01/2035#MA4205                                                                        | CUSIP: 31418DU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8304636 | PA      | $7324651.10    | 0.02%             | 2035-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 12/20/2049#BR8985                                                                          | CUSIP: 3617M76W3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     113898 | PA      | $101581.14     | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                             | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+141.278 21 10/15/2036 144A                                 | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6286000 | PA      | $6230997.50    | 0.02%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 07/01/2044#Q27069                                                                        | CUSIP: 3132M7QW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6307 | PA      | $6123.12       | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | BROADCOM INC 2.45% 02/15/2031 144A                                                                      | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   63710000 | PA      | $56328137.64   | 0.14%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 9/41 #Q03295                                                                                 | CUSIP: 3132GJKG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      35686 | PA      | $34031.77      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                     | ABU DHABI NATL ENERGY CO PJSC 4.875% 04/23/2030 144A                                                    | CUSIP: 00388WAG6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     520000 | PA      | $525007.60     | 0.00%             | 2030-04-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                                                 | AT HOME TERM B 1LN 07/24/2028                                                                           | CUSIP: 04651BAB5<br>LEI: 549300LGPR0P05O30I24 | Long             | LON              | CORP              | US        |    1737000 | PA      | $347400.00     | 0.00%             | 2028-07-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                      | NAVIENT CORP 5% 03/15/2027                                                                              | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1385766.34    | 0.00%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 02/52#RA6820                                                                               | CUSIP: 3133KNSH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30011647 | PA      | $23568395.36   | 0.06%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 3% 02/01/2037#C91917                                                                          | CUSIP: 3128P8DW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     605592 | PA      | $565607.25     | 0.00%             | 2037-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | US LONG BOND(CBT) FUT SEP25 USU5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -107 | NC      | $-289441.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                         | EGYPT (ARAB) REPUBLIC OF 8.5% 01/31/2047 144A                                                           | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1586000 | PA      | $1212925.22    | 0.00%             | 2047-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                                                                 | SOLMAX TERM B 1LN 5/29/2028                                                                             | CUSIP: N/A<br>LEI: 549300UUEKZ3HF9FNI46       | Long             | LON              | CORP              | CA        |    2193866 | PA      | $1850613.59    | 0.00%             | 2028-05-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                    | TRANSOCEAN INC 8.25% 05/15/2029 144A                                                                    | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    1985000 | PA      | $1790006.78    | 0.00%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HILTON USA TR 2016-HHV                                                            | HILT 2016-HHV F CSTR 11/38 144A                                                                         | CUSIP: 43300LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3760000 | PA      | $3604900.75    | 0.01%             | 2038-11-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 7/35 #830899                                                                                 | CUSIP: 31407HDC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        609 | PA      | $634.22        | 0.00%             | 2035-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                              | LXP INDUSTRIAL TRUST 2.7% 09/15/2030                                                                    | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    7113000 | PA      | $6258708.78    | 0.02%             | 2030-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                              | TEVA PHARMACEUTICAL FIN NETH III B V 4.75% 05/09/2027                                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    1320000 | PA      | $1307709.61    | 0.00%             | 2027-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3% 03/20/2050#MA6541                                                                            | CUSIP: 36179VHS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7265044 | PA      | $6346538.24    | 0.02%             | 2050-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                             | INDONESIA REPUBLIC OF 3.5% 02/14/2050                                                                   | CUSIP: 455780CR5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1165000 | PA      | $821325.00     | 0.00%             | 2050-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                           | CORPORACION NACIONAL DEL COBRE DE CHILE 6.3% 09/08/2053 144A                                            | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     865000 | PA      | $828047.20     | 0.00%             | 2053-09-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 4.358% 10/33 #754672                                                                           | CUSIP: 31403QMV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1309 | PA      | $1328.59       | 0.00%             | 2033-10-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 10/31 #570662                                                                                | CUSIP: 36200R5X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        593 | PA      | $601.77        | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 10/01/2041#Q04011                                                                          | CUSIP: 3132GKDQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47448 | PA      | $45285.02      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 12/40 #AH0493                                                                                | CUSIP: 3138A1RP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9037 | PA      | $8667.35       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 10/01/2048#Q58998                                                                        | CUSIP: 3132Y27L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     282046 | PA      | $270220.97     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                        | PACIFICORP 7.375%/VAR 09/15/2055                                                                        | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    3434000 | PA      | $3493852.66    | 0.01%             | 2055-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                                                            | GOLDEN STATE FOODS TERM B 1LN 12/04/2031                                                                | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1980100 | PA      | $1989386.17    | 0.01%             | 2031-12-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 9/27 #372445                                                                                 | CUSIP: 36204KWE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         40 | PA      | $40.48         | 0.00%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP 5.5% 02/15/2049                                                                                 | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   11018000 | PA      | $9679197.20    | 0.02%             | 2049-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 23-2                                               | MSWF COMMERCIAL MORTGAGE TRUST 23-2 C VAR 12/15/2056                                                    | CUSIP: 55361AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     878000 | PA      | $890927.06     | 0.00%             | 2056-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                            | OCP SA 6.1% 04/30/2030 144A                                                                             | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    1045000 | PA      | $1044791.00    | 0.00%             | 2030-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C18                                                     | BBCMS MORTGAGE TRUST 2022-C18 A5 5.71% 12/15/2055                                                       | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2816000 | PA      | $2902271.26    | 0.01%             | 2055-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | CAPITAL ONE FINANCIAL CORP 4.5% 01/30/2026                                                              | CUSIP: 254709AP3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   15184000 | PA      | $15162925.37   | 0.04%             | 2026-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 11/39 #AC6608                                                                                | CUSIP: 31417TKW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41728 | PA      | $41054.84      | 0.00%             | 2039-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 01/15/2047#AX5815                                                                          | CUSIP: 36196HN89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      57978 | PA      | $53710.48      | 0.00%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/39 #692780                                                                                 | CUSIP: 36296JUD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9541 | PA      | $9584.50       | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                   | NORTONLIFELOCK TERM B 1LN 09/12/2029                                                                    | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    7674537 | PA      | $7663025.38    | 0.02%             | 2029-09-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 12/15/2040#737704                                                                        | CUSIP: 3620ARRZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6432 | PA      | $6160.87       | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 02/01/2045#AL7147                                                                        | CUSIP: 3138EP5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4401472 | PA      | $4276070.02    | 0.01%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLUBCORP HLDGS INC                                                                | CLUBCORP HLDGS INC 8.5% 09/15/2025 144A                                                                 | CUSIP: 210374AA2<br>LEI: 549300XWSO7KBICXNW37 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1243125.00    | 0.00%             | 2025-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 04/15/2046#784232                                                                          | CUSIP: 3622A2VZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2248856 | PA      | $2137081.54    | 0.01%             | 2046-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 01/01/2044#G60271                                                                        | CUSIP: 31335AJQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3517298 | PA      | $3257339.02    | 0.01%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 11/35 #863262                                                                                | CUSIP: 31408XB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1343 | PA      | $1404.98       | 0.00%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2025-NQM5                                                | BRAVO RESIDENTIAL FDG TR 2025-NQM5 STEP 02/25/2065 144A                                                 | CUSIP: 10569RAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6700000 | PA      | $6703378.14    | 0.02%             | 2065-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                             | NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A                                                              | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    3415000 | PA      | $2852900.90    | 0.01%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC                                            | POST ROAD EQUIPMENT FINANCE 2025-1 LLC 4.9% 05/15/2031 144A                                             | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7120000 | PA      | $7141552.95    | 0.02%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                       | CHEMOURS CO 5.75% 11/15/2028 144A                                                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $3715934.07    | 0.01%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 01/01/2043#AQ9868                                                                        | CUSIP: 3138MR6E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22109 | PA      | $20090.63      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 02/01/2052#FS0631                                                                          | CUSIP: 3140XFVZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4964047 | PA      | $4263757.69    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 4/32 #641860                                                                                 | CUSIP: 31390CB54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         57 | PA      | $60.12         | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/31 #558746                                                                                 | CUSIP: 36213MWF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        982 | PA      | $1008.35       | 0.00%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 05/51#QC1514                                                                               | CUSIP: 3133AKVF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1520282 | PA      | $1201016.55    | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 12/01/2040#AE7856                                                                        | CUSIP: 31419JWS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25597 | PA      | $24409.57      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 4/27 #424845                                                                                 | CUSIP: 36206X5E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        123 | PA      | $124.37        | 0.00%             | 2027-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS PTY LTD                                                  | AUSNET SERVICES HOLDINGS PTY LTD 6.134% 05/31/2033                                                      | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |    3530000 | PA      | $2399176.32    | 0.01%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                               | KINETIK HOLDINGS LP 6.625% 12/15/2028 144A                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    4545000 | PA      | $4635230.39    | 0.01%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                                                   | BX TR 2021-ACNT TSFR1M+340.948 3 11/15/2026 144A                                                        | CUSIP: 05609QAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1388768 | PA      | $1372276.19    | 0.00%             | 2038-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                       | MERCHANTS FLEET FUNDING LLC 5.82% 04/20/2037 144A                                                       | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13119742 | PA      | $13199859.85   | 0.03%             | 2037-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                               | NOVOLEX TERM B-DD 1LN 4/1/2032                                                                          | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     140979 | PA      | $139812.07     | 0.00%             | 2032-04-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                                           | DPL INC 4.35% 04/15/2029                                                                                | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     315000 | PA      | $303172.49     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 09/01/2054#SD7574                                                                          | CUSIP: 3132DVMX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3473058 | PA      | $3541210.91    | 0.01%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                                                                | COSAN OVERSEAS LTD 8.25% PERP REGS                                                                      | CUSIP: N/A<br>LEI: 222100V5GTJGKUH55655       | Long             | EP               | CORP              | KY        |    2363000 | PA      | $2357092.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | BARCLAYS PLC 5.088%/VAR 06/20/2030                                                                      | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   26155000 | PA      | $26054159.66   | 0.07%             | 2030-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                        | METHANEX US OPERATIONS INC 6.25% 03/15/2032 144A                                                        | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3420000 | PA      | $3309605.14    | 0.01%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                                              | ENDEAVOUR MINING PLC 7% 05/28/2030 144A                                                                 | CUSIP: 29261HAB1<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    1680000 | PA      | $1670793.60    | 0.00%             | 2030-05-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 01/01/2051#FM5510                                                                          | CUSIP: 3140X9DQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110456 | PA      | $86465.54      | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2020-C7                                                              | BBCMS MTG TR 2020-C7 B 3.152% 04/15/2053                                                                | CUSIP: 05492VAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     851000 | PA      | $739229.66     | 0.00%             | 2053-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 9/29 #499386                                                                                 | CUSIP: 31383CXP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        395 | PA      | $410.17        | 0.00%             | 2029-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | CAPITAL ONE FINANCIAL CORP 4.985%/VAR 07/24/2026                                                        | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   22984000 | PA      | $22983820.04   | 0.06%             | 2026-07-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                        | ALCOA NEDERLAND HOLDING BV 7.125% 03/15/2031 144A                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    8535000 | PA      | $8860644.39    | 0.02%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MFRA TRST                                                                         | MFRA TRUST VAR 02/25/2066 144A                                                                          | CUSIP: 55287AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4135120 | PA      | $3827503.03    | 0.01%             | 2066-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                        | HESS MIDSTREAM PARTNERS LP 5.875% 03/01/2028 144A                                                       | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2320000 | PA      | $2342838.08    | 0.01%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 08/01/2051#MA4399                                                                        | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1265362 | PA      | $1035808.98    | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THORNBURG MTG SECS TR                                                             | TMST 2003-4 A1 TSFR1M+75.448 9/43                                                                       | CUSIP: 885220DW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     861534 | PA      | $830661.56     | 0.00%             | 2043-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 08/01/2041#CB1342                                                                        | CUSIP: 3140QLP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6841091 | PA      | $6015831.80    | 0.02%             | 2041-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                              | PARAGUAY REPUBLIC OF 6.65% 03/04/2055 144A                                                              | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     650000 | PA      | $633425.00     | 0.00%             | 2055-03-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 04/15/2045#777595                                                                        | CUSIP: 36176VUU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     257348 | PA      | $229431.66     | 0.00%             | 2045-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 09/01/2054#CB9209                                                                        | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21837511 | PA      | $21673290.28   | 0.06%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 3.01% 07/25/2025                                                         | CUSIP: 3137BLMZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1044522 | PA      | $1041332.71    | 0.00%             | 2025-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                        | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A                         | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8361000 | PA      | $7883076.04    | 0.02%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 12/31 #556294                                                                                | CUSIP: 36213J7F6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2319 | PA      | $2386.37       | 0.00%             | 2031-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 5/29 #484858                                                                                 | CUSIP: 31382KTP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        101 | PA      | $105.77        | 0.00%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 10/25 #387165                                                                                | CUSIP: 36205DCA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          4 | PA      | $3.54          | 0.00%             | 2025-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                    | ASHTON WOODS USA LLC/FIN CO 4.625% 08/01/2029 144A                                                      | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1267837.47    | 0.00%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 2/40 #711491                                                                                 | CUSIP: 36297GNG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     119579 | PA      | $114822.01     | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/32 #589934                                                                                 | CUSIP: 36201QLP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1150 | PA      | $1188.09       | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNR 2013-H07 BA TSFR1M+36 03/63                                                                         | CUSIP: 38375BQ54<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     149548 | PA      | $149817.90     | 0.00%             | 2063-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 2/32 #555696                                                                                 | CUSIP: 36213JKH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        240 | PA      | $246.57        | 0.00%             | 2032-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS BRANCH                                                     | BBVA BANCOMER SA TEXAS BRH 5.125%/VAR 01/18/2033 144A                                                   | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | EP               | CORP              | US        |    1500000 | PA      | $1423125.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 5/42 #766750                                                                                 | CUSIP: 36176HTF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      29229 | PA      | $27163.20      | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.50% 3/32 #C64888                                                                                 | CUSIP: 31287QND9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         35 | PA      | $36.52         | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURANTS LLC                                                    | RAISING CANE'S TERM B 1LN 09/18/2031                                                                    | CUSIP: 75101XAP2<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |     666650 | PA      | $668316.63     | 0.00%             | 2031-09-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                               | SCIH SALT HLDGS INC 4.875% 05/01/2028 144A                                                              | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     870000 | PA      | $844523.08     | 0.00%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                                  | OPEN TR 2023-AIR TSFR1M+942.948 10/15/2028 144A                                                         | CUSIP: 68373BAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400800 | PA      | $1399048.15    | 0.00%             | 2040-11-15      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 9/33 #737827                                                                                 | CUSIP: 31402TVU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45291 | PA      | $44857.49      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 5/27 #379219                                                                                 | CUSIP: 31377KG41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         77 | PA      | $78.36         | 0.00%             | 2027-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                               | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                                | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    1780000 | PA      | $1764186.30    | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                                    | MARRIOTT VACATIONS TERM B 1LN 04/01/2031                                                                | CUSIP: 57163KAJ7<br>LEI: BW4532OH033VURR0IT68 | Long             | LON              | CORP              | US        |    3195850 | PA      | $3173894.51    | 0.01%             | 2031-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 5.50% 11/32 #673408                                                                                | CUSIP: 31391QDM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1367 | PA      | $1399.25       | 0.00%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SREIT TRUST                                                                       | SREIT TRUST TSFR1M+308.198 74 11/15/2036 144A                                                           | CUSIP: 85236WCS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1090000 | PA      | $1080462.50    | 0.00%             | 2036-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TIMES SQUARE HOTEL TR                                                             | TIMES SQUARE HOTEL TR 8.528% 08/01/2026 144A                                                            | CUSIP: 887367AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     254318 | PA      | $254959.16     | 0.00%             | 2026-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 07/01/2051#CB1157                                                                        | CUSIP: 3140QLJB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11043274 | PA      | $9940231.07    | 0.03%             | 2051-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 5.349% 12/34 #843013                                                                           | CUSIP: 31407WSA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2899 | PA      | $2946.50       | 0.00%             | 2034-12-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 11/01/2051#RA6308                                                                          | CUSIP: 3133KNAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1190218 | PA      | $939895.39     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                       | NATIONWIDE BUILDING SOC(UNGTD) 4%/VAR 07/30/2035 REGS                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    1500000 | PA      | $1717836.05    | 0.00%             | 2035-07-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/01/2040#AE8186                                                                          | CUSIP: 31419KCY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74961 | PA      | $71634.04      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                    | OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031                                                        | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   10332000 | PA      | $9321792.83    | 0.02%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                          | QATAR ST 4.625% 06/02/2046 144A                                                                         | CUSIP: 74727PAV3<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    3535000 | PA      | $3118842.13    | 0.01%             | 2046-06-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                            | OCP SA 3.75% 06/23/2031 144A                                                                            | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    1405000 | PA      | $1239167.85    | 0.00%             | 2031-06-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 2/40 #711188                                                                                 | CUSIP: 36297GCZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1956 | PA      | $1923.11       | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                     | AROUNDTOWN SA 3.375%/VAR PERP REGS                                                                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | EP               | CORP              | LU        |    6200000 | PA      | $6427328.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 5.37% 6/36 #916726                                                                             | CUSIP: 31411WPK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14216 | PA      | $14536.76      | 0.00%             | 2036-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 04/01/2041#CB0113                                                                          | CUSIP: 3140QKDT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5678134 | PA      | $4817579.08    | 0.01%             | 2041-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2025-1                                                          | DELL EQUIP FIN TR 2025-1 4.61% 02/24/2031 144A                                                          | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4800000 | PA      | $4823429.28    | 0.01%             | 2031-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2024-HB1                                                         | OCWEN LN INVT TR 2024-HB1 3% 02/25/2037 144A                                                            | CUSIP: 675952AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1231650 | PA      | $1197894.74    | 0.00%             | 2037-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 5/34 #780649                                                                                 | CUSIP: 31404WH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28037 | PA      | $27751.40      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 5/28 #251755                                                                                 | CUSIP: 31371GTL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         25 | PA      | $25.49         | 0.00%             | 2028-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 12/47#BJ2132                                                                               | CUSIP: 3140H3LN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     329416 | PA      | $307946.64     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DRYDEN 78 CLO LTD                                                                 | DRYDEN 78 CLO LTD A1R TSFR3M+153 04/17/2037 144A                                                        | CUSIP: 26253LAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   30702000 | PA      | $30778509.38   | 0.08%             | 2037-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 07/01/2046#BC1216                                                                        | CUSIP: 3140EVK63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3881823 | PA      | $3523205.90    | 0.01%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                             | LCH OIS SOFRV3.5% MAC 06/18/45                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -147771000 | NC      | $2480401.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 12/01/2051#BT9493                                                                          | CUSIP: 3140LYRP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2657329 | PA      | $2098448.27    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                                                          | ASPLUNDH TERM B 1LN 05/23/2031                                                                          | CUSIP: 04538FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2563028 | PA      | $2566231.28    | 0.01%             | 2031-05-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                           | BX COML MTG TR 2024-XL5 B TSFR1M+169.12 03/15/2039 144A                                                 | CUSIP: 05612GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10124843 | PA      | $10131171.13   | 0.03%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 05/01/2039#                                                                              | CUSIP: 312933G73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     815498 | PA      | $804087.32     | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 1.5% 04/25/2051                                                          | CUSIP: 3137H22J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1877877 | PA      | $1555323.20    | 0.00%             | 2051-04-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 12/40 #AH1986                                                                                | CUSIP: 3138A3F44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8692 | PA      | $8549.67       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                              | WESTERN DIGITAL CORP 3.1% 02/01/2032                                                                    | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1407130.92    | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/29 #487575                                                                                 | CUSIP: 36210BT88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        284 | PA      | $288.71        | 0.00%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 5/46#Q40310                                                                                | CUSIP: 3132WDKY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     433776 | PA      | $382638.02     | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IHS NETHERLANDS HOLDCO BV                                                         | IHS NETHERLANDS HOLDCO BV 8% 09/18/2027 144A                                                            | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |     546543 | PA      | $547909.15     | 0.00%             | 2027-09-18      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 04/01/2050#FM5820                                                                          | CUSIP: 3140X9PE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1544987 | PA      | $1425755.45    | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OSMOSE UTILITIES SERVICES INC                                                     | OSMOSE TERM B 1LN 06/23/2028                                                                            | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |     175013 | PA      | $174662.57     | 0.00%             | 2028-06-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C53                                                  | WELLS FARGO COML MTG TR 2019-C53 3.514% 10/15/2052                                                      | CUSIP: 95002BAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1142000 | PA      | $1042749.35    | 0.00%             | 2052-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 10/27 #313828                                                                                | CUSIP: 31374GSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         16 | PA      | $16.23         | 0.00%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CY885799 12/15/56 S                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    3800000 | NC      | $-66527.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELEK US HOLDINGS INC                                                             | DELEK TERM B 1LN 11/19/2029                                                                             | CUSIP: 24664GAF8<br>LEI: 5493003O53JMENV1N385 | Long             | LON              | CORP              | US        |    3245709 | PA      | $3156451.66    | 0.01%             | 2029-11-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 02/01/2045#G07949                                                                          | CUSIP: 3128MAEW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1528095 | PA      | $1444630.34    | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 11/39 #728314                                                                                | CUSIP: 3620AFDT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13688 | PA      | $13453.06      | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 11/01/2042#Q13381                                                                        | CUSIP: 3132HPXJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4279 | PA      | $4149.43       | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 05/01/2031#BC0919                                                                        | CUSIP: 3140EVAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1891958 | PA      | $1816990.14    | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH CAPITAL SERVICES , INC.                                             | MLCS SWAP CY451600 12/16/72 B                                                                           | CUSIP: N/A<br>LEI: GDWTXX036O1TB7DW3U69       | N/A              | DCR              | CORP              | US        |    6260000 | NC      | $-11397.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/32 #552575                                                                                 | CUSIP: 36213E2G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1719 | PA      | $1766.10       | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 3% 04/25/2050                                                            | CUSIP: 3137H6K38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2579093 | PA      | $2275772.23    | 0.01%             | 2050-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                                           | JAZZ PHARMACEUTICALS TERM B2 1LN 05/05/2028                                                             | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |    5934335 | PA      | $5928757.05    | 0.02%             | 2028-05-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY885799 12/15/56 S                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    8100000 | NC      | $-141809.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 4/34 #A19922                                                                                 | CUSIP: 31296VAX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6915 | PA      | $6962.75       | 0.00%             | 2034-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                             | CPI PROPERTY GROUP SA 3.75%/VAR PERP REGS                                                               | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | EP               | CORP              | LU        |    6840000 | PA      | $6692179.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.50% 6/37 #617570                                                                                 | CUSIP: 36290UCF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3494 | PA      | $3631.02       | 0.00%             | 2037-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                | PANAMA REPUBLIC OF 3.87% 07/23/2060                                                                     | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    2230000 | PA      | $1198100.95    | 0.00%             | 2060-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WERFENLIFE SA                                                                     | WERFENLIFE SA 4.625% 06/06/2028 REGS                                                                    | CUSIP: N/A<br>LEI: 9598003BHZ02SG7LKD16       | Long             | DBT              | CORP              | ES        |    2300000 | PA      | $2730610.55    | 0.01%             | 2028-06-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 05/01/2046#AS7241                                                                        | CUSIP: 3138WHBK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1709804 | PA      | $1555051.90    | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2002-60 FV SOFR30A+111.448 4/32                                                                     | CUSIP: 31392EVD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       5659 | PA      | $5696.18       | 0.00%             | 2032-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/29 #506694                                                                                 | CUSIP: 36210Y3B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         69 | PA      | $70.59         | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                        | GRIFOLS SA 4.75% 10/15/2028 144A                                                                        | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    1089000 | PA      | $1035922.25    | 0.00%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 2/31 #570320                                                                                 | CUSIP: 31386QSH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        586 | PA      | $618.34        | 0.00%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2% 01/20/2051#MA7135                                                                            | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   72038525 | PA      | $57902743.87   | 0.15%             | 2051-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FLAT 2025-30A                                                                     | FLAT 2025-30A D2 TSFR3M+410 04/15/2038 144A                                                             | CUSIP: 33882MAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     168000 | PA      | $168558.43     | 0.00%             | 2038-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 11/01/2053#SD4349                                                                          | CUSIP: 3132E0ZN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33259009 | PA      | $33901267.17   | 0.09%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                                  | GUARA NORTE SARL 5.198% 06/15/2034 144A                                                                 | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    1337739 | PA      | $1247775.82    | 0.00%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 03/01/2053#SD2518                                                                          | CUSIP: 3132DPYP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5736562 | PA      | $5879607.57    | 0.02%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                             | OPEN TEXT TERM B 1LN 01/31/2030                                                                         | CUSIP: 68371YAP8<br>LEI: 549300UQROQS42RKHM85 | Long             | LON              | CORP              | CA        |    5208225 | PA      | $5201141.48    | 0.01%             | 2030-01-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/28 #433528                                                                                 | CUSIP: 36207JSR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        122 | PA      | $123.37        | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2020-VIVA                                            | BX COMMERCIAL MORTGAGE TRUST 2020-VIVA E 3.54875% 03/09/2044 144A                                       | CUSIP: 12433XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5065000 | PA      | $4438591.70    | 0.01%             | 2044-03-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 1.5% 07/01/2035#SB8065                                                                        | CUSIP: 3132D56A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1753379 | PA      | $1553047.80    | 0.00%             | 2035-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                   | FX Forward: USD/EUR settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3264.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 12/41 #AJ8098                                                                                | CUSIP: 3138E07L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     123864 | PA      | $117773.99     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/41 #738886                                                                                | CUSIP: 3620AS2T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      36707 | PA      | $35252.38      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                    | MCDONALDS CORP 3.5% 05/21/2032 REGS                                                                     | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |    3775000 | PA      | $4342273.14    | 0.01%             | 2032-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                       | ASURION TERM B3 2LN 01/31/2028                                                                          | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   12190000 | PA      | $11748112.50   | 0.03%             | 2028-01-31      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ENERGY TRANSFER LP 6.25% 04/15/2049                                                                     | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4516000 | PA      | $4299900.23    | 0.01%             | 2049-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 09/01/2051#BT0253                                                                          | CUSIP: 3140LNH75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96262 | PA      | $89905.18      | 0.00%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 08/01/2051#QC6073                                                                          | CUSIP: 3133AQXA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      56216 | PA      | $43900.58      | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/31 #560279                                                                                 | CUSIP: 36213PM40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        237 | PA      | $240.13        | 0.00%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 8/28 #437140                                                                                 | CUSIP: 31380DS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        221 | PA      | $230.72        | 0.00%             | 2028-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 8/29 #511096                                                                                 | CUSIP: 31383RXZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         29 | PA      | $30.27         | 0.00%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 7/41 #748144                                                                                 | CUSIP: 3620C4ER7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8115 | PA      | $7758.73       | 0.00%             | 2041-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAHAMAS COMWLTH                                                                   | BAHAMAS COMWLTH 6% 11/21/2028 144A                                                                      | CUSIP: 056732AJ9<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    1035000 | PA      | $1000845.00    | 0.00%             | 2028-11-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.00% 7/37 #G03508                                                                                 | CUSIP: 3128M5GR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4479 | PA      | $4699.68       | 0.00%             | 2037-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 1/42 #AL2128                                                                                 | CUSIP: 3138EJLJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8185 | PA      | $8590.14       | 0.00%             | 2042-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII 15YR 3% 03/20/2031#MA3496                                                                          | CUSIP: 36179R3D9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     250169 | PA      | $242813.44     | 0.00%             | 2031-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 01/01/2043#AB7755                                                                        | CUSIP: 31417ETM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13899 | PA      | $12516.91      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 05/01/2035#SB0836                                                                          | CUSIP: 3132CW4V3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9701491 | PA      | $9232755.47    | 0.02%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS VII LTD                                                       | OHA CREDIT PARTNERS VII LTD AR4 TSFR3M+114 02/20/2038 144A                                              | CUSIP: 67102QBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21315000 | PA      | $21240397.50   | 0.05%             | 2038-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.5% 02/01/2055#SD8506                                                                        | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     249668 | PA      | $247322.28     | 0.00%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 1/28 #251409                                                                                 | CUSIP: 31371GGS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         29 | PA      | $30.09         | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                                     | MIDDLE RIVER POWER TERM B 1LN 05/24/2032                                                                | CUSIP: N/A<br>LEI: 254900P4JAIDEHZ3O147       | Long             | LON              | CORP              | US        |    1720968 | PA      | $1696581.63    | 0.00%             | 2032-05-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                             | FREEPORT INDONESIA PT 4.763% 04/14/2027 144A                                                            | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     580000 | PA      | $577755.40     | 0.00%             | 2027-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                                                  | SW FINANCE I PLC 7.375% 12/12/2041 REGS                                                                 | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |    1334000 | PA      | $1726413.82    | 0.00%             | 2041-12-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3.5% 12/01/2035#FM7459                                                                        | CUSIP: 3140XBJD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2810741 | PA      | $2719843.72    | 0.01%             | 2035-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 06/01/2046#BC8622                                                                        | CUSIP: 3140F4SL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62011 | PA      | $59721.07      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 3.5% 07/01/2032#C91467                                                                        | CUSIP: 3128P7TY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     556062 | PA      | $542708.45     | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                    | BOMBARDIER INC 7.875% 04/15/2027 144A                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1940000 | PA      | $1948916.24    | 0.01%             | 2027-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COM MTG TR 2021                                                     | CREDIT SUISSE COM MTG TR 2021-SOP2 F STEP 06/15/2034 144A                                               | CUSIP: 12657VAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1135200 | PA      | $497141.31     | 0.00%             | 2034-06-15      | Variable      | 0.09%                 | No            |                  3 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 4/27 #372408                                                                                 | CUSIP: 36204KU92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         99 | PA      | $100.54        | 0.00%             | 2027-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                             | JPMORGAN CHASE and CO 4.493%/VAR 03/24/2031                                                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   60900000 | PA      | $60177439.77   | 0.15%             | 2031-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-SOAR                                            | BX TRUST 2022-IND A TSFR1M+139.8 04/15/2024 144A                                                        | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16810102 | PA      | $16810102.17   | 0.04%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                          | SOUTH AFRICA REPUBLIC OF 7.1% 11/19/2036 144A                                                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1755000 | PA      | $1698892.65    | 0.00%             | 2036-11-19      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIATE HOLDING INC                                            | QLIK TERM B 1LN 10/26/2030                                                                              | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7578130 | PA      | $7597075.33    | 0.02%             | 2030-10-26      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                    | BLACKSTONE PRIVATE CREDIT FUND 7.05% 09/29/2025                                                         | CUSIP: 09261HBA4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   28315000 | PA      | $28494593.83   | 0.07%             | 2025-09-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                             | VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A                                             | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     199000 | PA      | $196793.23     | 0.00%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                   | DANSKE BANK AS (UNGTD) 3.875%/VAR 01/09/2032 REGS                                                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |    8780000 | PA      | $10272316.22   | 0.03%             | 2032-01-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048                                                  | CUSIP: 3136BKJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2365489 | PA      | $2048070.47    | 0.01%             | 2048-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                              | EDISON INTERNATIONAL 8.125%/VAR 06/15/2053                                                              | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    1993000 | PA      | $1968936.72    | 0.01%             | 2053-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                  | CSC HOLDINGS LLC 4.5% 11/15/2031 144A                                                                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $848545.41     | 0.00%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/28 #433774                                                                                 | CUSIP: 36207J2F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         65 | PA      | $66.09         | 0.00%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 03/01/2041#                                                                              | CUSIP: 312946BR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36821 | PA      | $36247.80      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B14 MTG TR                                                         | BENCHMARK 2019-B14 MTG TR VAR 12/15/2062 144A                                                           | CUSIP: 08162YBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     485000 | PA      | $3871.22       | 0.00%             | 2062-12-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                           | JANE STREET GRP/JSG FIN 7.125% 04/30/2031 144A                                                          | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3020000 | PA      | $3154882.26    | 0.01%             | 2031-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 08/01/2051#CB1281                                                                        | CUSIP: 3140QLM78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17124168 | PA      | $14097889.29   | 0.04%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25                       | MSBAM 2015-C25 XA CSTR 10/48                                                                            | CUSIP: 61765TAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13524782 | PA      | $7692.90       | 0.00%             | 2048-10-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                                                       | CHG HEALTHCARE TERM B1 1LN 09/29/2028                                                                   | CUSIP: 12541HAW3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    3101395 | PA      | $3105923.34    | 0.01%             | 2028-09-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 05/01/2051#SD2001                                                                          | CUSIP: 3132DPGJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2696661 | PA      | $2110968.83    | 0.01%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 5/26 #250551                                                                                 | CUSIP: 31371FH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          5 | PA      | $4.90          | 0.00%             | 2026-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER RECREATNL PRODS INC                                                    | BOMBARDIER RECREATIONAL TERM B3 1LN 12/13/2029                                                          | CUSIP: 09776MAS3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    2935145 | PA      | $2924754.67    | 0.01%             | 2029-12-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 9/28 #464855                                                                                 | CUSIP: 36208YMC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         38 | PA      | $38.45         | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PKHL COML MTG TR 2021-MF                                                          | PKHL COML MTG TR 2021-MF TSFR1M+611.448 07/15/2038 144A                                                 | CUSIP: 69356GAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280000 | PA      | $103258.46     | 0.00%             | 2038-07-15      | Variable      | 0.10%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 02/01/2052#BT2011                                                                          | CUSIP: 3140LQGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3515673 | PA      | $3020807.92    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 02/15/2034#627907                                                                        | CUSIP: 36291GR40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5267 | PA      | $5292.01       | 0.00%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                       | SEVERN TRENT WATER UTIL FIN 3.875% 08/04/2035 REGS                                                      | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |    4325000 | PA      | $4928623.61    | 0.01%             | 2035-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | BARCLAYS PLC 6.224%/VAR 05/09/2034                                                                      | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20610000 | PA      | $21516913.37   | 0.06%             | 2034-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                      | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                                     | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    4760000 | PA      | $3677142.36    | 0.01%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 12/34 #A30369                                                                                | CUSIP: 31297KMS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2192 | PA      | $2207.31       | 0.00%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 11/01/2047#ZM4961                                                                        | CUSIP: 3131XYQN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     710686 | PA      | $646806.94     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 10/32 #555144                                                                                | CUSIP: 31385WWD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        295 | PA      | $308.01        | 0.00%             | 2032-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAGNETITE IX LTD / MAGNETITE IX LLC                                               | MAGNETITE IX LTD /LLC AR TSFR3M+135 10/25/2037 144A                                                     | CUSIP: 55953UAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   28658000 | PA      | $28730074.87   | 0.07%             | 2037-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITYCON OYJ                                                                       | CITYCON OYJ 7.875%/VAR PERP REGS                                                                        | CUSIP: N/A<br>LEI: 549300P8N0P6KDGTJ206       | Long             | EP               | CORP              | FI        |    2550000 | PA      | $2854852.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 09/32#MA3125                                                                               | CUSIP: 31418CPK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     253844 | PA      | $245098.37     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.0% 08/20/2042#MA0317                                                                          | CUSIP: 36179MK66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28514 | PA      | $25835.68      | 0.00%             | 2042-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                           | SRI LANKA GOVT DEMOC SOCIA REP STEP 03/15/2033 144A                                                     | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    2460850 | PA      | $1910234.81    | 0.00%             | 2033-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 06/01/2052#                                                                              | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1813961 | PA      | $1611802.03    | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TR 2025-A                                               | CARMAX SELECT RECEIVABLES TR 2025-A 4.77% 09/17/2029                                                    | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17440000 | PA      | $17510553.52   | 0.04%             | 2029-09-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROPER INDUSTRIAL PRODUCTS INVESTMENT CO                                           | INDICOR TERM 1LN 11/22/2029                                                                             | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2895464 | PA      | $2880986.73    | 0.01%             | 2029-11-22      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHR 3225 EO 0% 10/36                                                                                    | CUSIP: 31397BQR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      40990 | PA      | $33591.37      | 0.00%             | 2036-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 04/01/2042#                                                                                | CUSIP: 3132GSMY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26431 | PA      | $25062.70      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                 | CLARIOS TERM B 1LN 01/28/2032                                                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |    7830000 | PA      | $7803064.80    | 0.02%             | 2032-01-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                    | AIR LEASE CORP 3.375% 07/01/2025                                                                        | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   24376000 | PA      | $24344784.09   | 0.06%             | 2025-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 1.5% 04/01/2036#SB8097                                                                        | CUSIP: 3132D57J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     310119 | PA      | $273135.99     | 0.00%             | 2036-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FLUXYS SA                                                                         | FLUXYS SA 4% 11/28/2030 REGS                                                                            | CUSIP: N/A<br>LEI: 529900UEWUHSPPJQ1R79       | Long             | DBT              | CORP              | BE        |    3600000 | PA      | $4129285.11    | 0.01%             | 2030-11-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 9/29 #793986                                                                                 | CUSIP: 31405NCX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5655 | PA      | $5783.02       | 0.00%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                    | OMAN SULTANATE 6.25% 01/25/2031 144A                                                                    | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     895000 | PA      | $935391.35     | 0.00%             | 2031-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                             | ELECTRICITE DE FRANCE 5.5% 01/25/2035 REGS                                                              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |    1700000 | PA      | $2193870.46    | 0.01%             | 2035-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXIX LTD                                                                | MAGNETITE XXIX LTD ER TSFR3M+600 07/15/2037 144A                                                        | CUSIP: 55955JAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $151809.15     | 0.00%             | 2037-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                             | BAUSCH HEALTH COS INC 5.25% 01/30/2030 144A                                                             | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1130000 | PA      | $641388.98     | 0.00%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 3949 MK 4.5% 10/34                                                                                  | CUSIP: 3137AFZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      88275 | PA      | $87079.47      | 0.00%             | 2034-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                      | AMPRION GMBH 3.875% 06/05/2036 REGS                                                                     | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    2700000 | PA      | $3072612.86    | 0.01%             | 2036-06-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 9/28 #468222                                                                                 | CUSIP: 36209DD35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        451 | PA      | $458.51        | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                             | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2659921.75    | 0.01%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2019                                                       | BAMLL COML MTG SECS TR 2019 3.465% 11/05/2032 144A                                                      | CUSIP: 05492PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2422000 | PA      | $2243110.35    | 0.01%             | 2032-11-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 02/01/2029#                                                                                | CUSIP: 31292GZX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        145 | PA      | $148.18        | 0.00%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 11/39 #728315                                                                                | CUSIP: 3620AFDU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24381 | PA      | $24011.32      | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                             | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3.625% 01/15/2032                                 | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    9085000 | PA      | $8167196.96    | 0.02%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 2/30 #477030                                                                                 | CUSIP: 36209N4P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        565 | PA      | $578.47        | 0.00%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 06/01/2033#724811                                                                        | CUSIP: 31402CGU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13409 | PA      | $13273.19      | 0.00%             | 2033-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC                                   | AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC ARR TSFR3M+150 04/16/2037 144A                          | CUSIP: 00900PAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   26700000 | PA      | $26778231.00   | 0.07%             | 2037-04-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 7/27 #447688                                                                                 | CUSIP: 36208DJ97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         30 | PA      | $30.19         | 0.00%             | 2027-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028                                                              | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   24176000 | PA      | $23701056.92   | 0.06%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                    | SYNCHRONY BANK 5.4% 08/22/2025                                                                          | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   21633000 | PA      | $21657323.28   | 0.06%             | 2025-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                                                              | BERLIN PACKAGING TERM B7 1LN 6/7/2031                                                                   | CUSIP: 08511LBC1<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    8570320 | PA      | $8583689.28    | 0.02%             | 2031-06-07      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 01/01/2052#BU8342                                                                          | CUSIP: 3140MAHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2793188 | PA      | $2400019.69    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 02/01/2040#                                                                                | CUSIP: 312939LZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32121 | PA      | $32326.03      | 0.00%             | 2040-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG ENERGY INC 6.25% 11/01/2034 144A                                                                    | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $3136062.33    | 0.01%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 08/15/2041#768109                                                                          | CUSIP: 36176KDN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16238 | PA      | $15594.96      | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                                                    | RCI BANQUE S A 5.5%/VAR 10/09/2034 REGS                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    1900000 | PA      | $2266145.88    | 0.01%             | 2034-10-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/36 #782114                                                                                 | CUSIP: 36241KK31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      44017 | PA      | $44232.52      | 0.00%             | 2036-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                               | CARRIER GLOBAL CORP 5.9% 03/15/2034                                                                     | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2673924.74    | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 07/15/2042#AA8275                                                                        | CUSIP: 36178GFQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9603 | PA      | $8897.81       | 0.00%             | 2042-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 6.50% 6/31 #003095                                                                              | CUSIP: 36202DNL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        189 | PA      | $194.00        | 0.00%             | 2031-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MHP 2022-MHIL F                                                                   | MHP 2022-MHIL F TSFR1M+325.92 01/15/2027 144A                                                           | CUSIP: 55293DAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     304000 | PA      | $301720.00     | 0.00%             | 2039-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.50% 7/35 #635384                                                                                 | CUSIP: 36291Q2R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1059 | PA      | $1096.72       | 0.00%             | 2035-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                         | HESS CORP 7.125% 03/15/2033                                                                             | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    3656000 | PA      | $4074605.13    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 8% 02/01/2030#                                                                                | CUSIP: 31292HAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         72 | PA      | $73.81         | 0.00%             | 2030-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 06/01/2051#MA4355                                                                          | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     960118 | PA      | $750279.24     | 0.00%             | 2051-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                      | GLP CAP LP / GLP FING II INC 5.625% 09/15/2034                                                          | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3794000 | PA      | $3700877.41    | 0.01%             | 2034-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 3/39 #935009                                                                                 | CUSIP: 31412UGS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2954 | PA      | $3100.74       | 0.00%             | 2039-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 10/35 #836839                                                                                | CUSIP: 31407PV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        482 | PA      | $502.98        | 0.00%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-B38 MTG TR                                                         | BENCHMARK 2023-B38 A4 MTG TR 5.5246% 04/15/2056                                                         | CUSIP: 081916AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1084000 | PA      | $1112035.17    | 0.00%             | 2056-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RES HLDGS INC                                                          | MOSS CREEK RES HLDGS INC 8.25% 09/01/2031 144A                                                          | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    2983000 | PA      | $2876224.41    | 0.01%             | 2031-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 3.50% 8/40 #AD9324                                                                                 | CUSIP: 31418XLE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1015 | PA      | $941.83        | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.5% 05/01/2055#SD8533                                                                        | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10572471 | PA      | $10476445.61   | 0.03%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/29 #781006                                                                                 | CUSIP: 36225BDK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        178 | PA      | $180.27        | 0.00%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 03/01/2046#G60440                                                                        | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3705148 | PA      | $3383494.07    | 0.01%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/28 #464692                                                                                 | CUSIP: 36208YF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         94 | PA      | $94.52         | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 12/01/2051#FM9894                                                                        | CUSIP: 3140XD7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40881 | PA      | $33732.62      | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.5% 06/15/2040#741262                                                                        | CUSIP: 3620AVQP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4078 | PA      | $4004.47       | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 12/01/2042#AQ8878                                                                        | CUSIP: 3138MQ2L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33198 | PA      | $30664.06      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2035#AB8198                                                                        | CUSIP: 31417FDC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82846 | PA      | $82011.02      | 0.00%             | 2035-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                          | VIRIDIEN 10% 10/15/2030 144A                                                                            | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    2700000 | PA      | $2547912.24    | 0.01%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 05/44#AW4672                                                                             | CUSIP: 3138XUFN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133368 | PA      | $133258.12     | 0.00%             | 2044-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                          | NORTHERN OIL AND GAS INC 8.75% 06/15/2031 144A                                                          | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     950000 | PA      | $957573.40     | 0.00%             | 2031-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 9/30 #710936                                                                                 | CUSIP: 31401KY90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1653 | PA      | $1724.45       | 0.00%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 11/01/2052#MA4806                                                                          | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5063523 | PA      | $4928427.58    | 0.01%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                    | FHLMC REMI 30YR 5.5% 04/01/2055#RJ4005                                                                  | CUSIP: 3142GUNX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4095558 | PA      | $4063479.46    | 0.01%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.50% 1/41 #004946                                                                              | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     569625 | PA      | $560201.64     | 0.00%             | 2041-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                | PANAMA REPUBLIC OF 8% 03/01/2038                                                                        | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     915000 | PA      | $947482.50     | 0.00%             | 2038-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                                                            | UZBEKISTAN REPUBLIC OF 3.7% 11/25/2030 144A                                                             | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     725000 | PA      | $619875.00     | 0.00%             | 2030-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                     | NORDSTROM INC 4.25% 08/01/2031                                                                          | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $1955862.42    | 0.01%             | 2031-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                           | BX COML MTG TR 2024-XL4 TSFR1M+418.81 02/15/2039 144A                                                   | CUSIP: 05611VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3305871 | PA      | $3304174.70    | 0.01%             | 2039-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BPR COML MTG TR 2024-PK                                                           | BPR COML MTG TR 2024-PARK C VAR 11/05/2039 144A                                                         | CUSIP: 05593UAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1704000 | PA      | $1719460.56    | 0.00%             | 2039-11-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 12/01/2046#AL9489                                                                        | CUSIP: 3138ERRK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1201630 | PA      | $1089492.38    | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                          | MARS INC 5.2% 03/01/2035 144A                                                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   14474000 | PA      | $14419707.45   | 0.04%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DC COML MTG TR 2023-DC                                                            | DC COML MTG TR 2023-DC D VAR 09/12/2040 144A                                                            | CUSIP: 24023AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2017000 | PA      | $2017137.56    | 0.01%             | 2040-09-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 02/01/2047#BD5041                                                                        | CUSIP: 3140FCS74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69613 | PA      | $66846.72      | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/28 #464005                                                                                 | CUSIP: 36208XNW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        148 | PA      | $150.05        | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                | TURKEY REPUBLIC OF 5.75% 05/11/2047                                                                     | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3093000 | PA      | $2213041.50    | 0.01%             | 2047-05-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 02/01/2052#FS3884                                                                          | CUSIP: 3140XKJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94244 | PA      | $80948.62      | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+61.448 10/20/2049                                                 | CUSIP: 38382AFL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     985011 | PA      | $963628.49     | 0.00%             | 2049-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 05/01/43#AB9339                                                                            | CUSIP: 31417GLV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     175396 | PA      | $158058.34     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER RECREATNL PRODS INC                                                    | BOMBARDIER RECREATIONAL TERM B4 1LN 01/22/2031                                                          | CUSIP: 09776MAT1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     346612 | PA      | $343090.00     | 0.00%             | 2031-01-22      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLFUL INC                                                                       | WELLFUL TERM PRIMING TL A 04/19/2030                                                                    | CUSIP: 94950EAF9<br>LEI: 984500B138MS5CF9RB14 | Long             | LON              | CORP              | US        |    1921215 | PA      | $1892397.08    | 0.00%             | 2030-04-19      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 03/20/2041#004976                                                                          | CUSIP: 36202FQ58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14229 | PA      | $13218.47      | 0.00%             | 2041-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GARNET CLO 2025-1 LTD                                                             | GARNET CLO 2025-1 LTD E TSFR3M+625 07/20/2037 144A                                                      | CUSIP: 36626BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     200000 | PA      | $200279.20     | 0.00%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                                 | VALE OVERSEAS LTD 6.4% 06/28/2054                                                                       | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    1870000 | PA      | $1780763.60    | 0.00%             | 2054-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-GRP                                                  | WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A                                          | CUSIP: 95003YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24500000 | PA      | $24583329.40   | 0.06%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 07/44#AW6973                                                                             | CUSIP: 3138XWXB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     202860 | PA      | $202439.92     | 0.00%             | 2044-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                             | SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A                                                            | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20622370 | PA      | $20934413.27   | 0.05%             | 2054-07-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 02/01/2051#SD8128                                                                          | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17783326 | PA      | $13920935.56   | 0.04%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 07/01/2042#Q09230                                                                          | CUSIP: 3132GUST2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     996314 | PA      | $945958.30     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 8/39 #931836                                                                                 | CUSIP: 31412QHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2723 | PA      | $2605.05       | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QBE INS GROUP LTD                                                                 | QBE INS GROUP LTD 2.5%/VAR 09/13/2038 REGS                                                              | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | DBT              | CORP              | AU        |    4350000 | PA      | $5337458.69    | 0.01%             | 2038-09-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                             | BERMUDA GOVERNMENT OF 4.75% 02/15/2029 144A                                                             | CUSIP: 085209AF1<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     965000 | PA      | $960175.00     | 0.00%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 07/46#AS7568                                                                             | CUSIP: 3138WHMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77413 | PA      | $74554.69      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FDG LLC                                                              | JERSEY MIKES FDG LLC 5.636% 02/15/2055 144A                                                             | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19940025 | PA      | $20090352.85   | 0.05%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                      | NCL CORP LTD 5.875% 03/15/2026 144A                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     213000 | PA      | $213134.62     | 0.00%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                               | SA GLOBAL SUKUK LTD 1.602% 06/17/2026 144A                                                              | CUSIP: 78397PAB7<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    2520000 | PA      | $2438843.40    | 0.01%             | 2026-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                    | PROOFPOINT TERM B 1LN 08/31/2028                                                                        | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    8560482 | PA      | $8552178.00    | 0.02%             | 2028-08-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                       | PAYCHEX INC 5.1% 04/15/2030                                                                             | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    2986000 | PA      | $3024714.48    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAMAICA GOVT OF                                                                   | JAMAICA GOVT OF 7.875% 07/28/2045                                                                       | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     430000 | PA      | $492027.50     | 0.00%             | 2045-07-28      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2015-MS1                                                  | MSC 2015-MS1 C VAR/CSTR 5/48                                                                            | CUSIP: 61765DAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1173000 | PA      | $1062353.84    | 0.00%             | 2048-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS GROUP AG 4.194%/VAR 04/01/2031 144A                                                                 | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   36361000 | PA      | $35237300.38   | 0.09%             | 2031-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                          | LLOYDS BANKING GROUP PLC 4.75%/VAR 09/21/2031 REGS                                                      | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    4800000 | PA      | $5836999.98    | 0.01%             | 2031-09-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 4% 12/25/2048                                                            | CUSIP: 3136BNE69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1822984 | PA      | $1769467.91    | 0.00%             | 2048-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                     | PG and E CORP 5% 07/01/2028                                                                             | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     677000 | PA      | $660553.64     | 0.00%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                           | E.ON SE 3.5% 04/16/2033 REGS                                                                            | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |    4700000 | PA      | $5379969.50    | 0.01%             | 2033-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                        | BAUSCH HEALTH AMERICAS INC 9.25% 04/01/2026 144A                                                        | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3512238.00    | 0.01%             | 2026-04-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                                 | REWORLD TERM B 1LN 11/30/2028                                                                           | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    1854468 | PA      | $1855636.65    | 0.00%             | 2028-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN                                                                 | KEYBANK NATL ASSN 6.95% 02/01/2028                                                                      | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    1259000 | PA      | $1321559.23    | 0.00%             | 2028-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 9/39 #706762                                                                                 | CUSIP: 36297BFB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20517 | PA      | $19789.14      | 0.00%             | 2039-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                  | SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A                                                      | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   37622000 | PA      | $36916086.75   | 0.09%             | 2026-12-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2013-C10                                        | JP MORGAN CHASE COML MTG SECS 2019-OSB E CSTR 06/05/2039 144A                                           | CUSIP: 46651EAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1690000 | PA      | $1479989.62    | 0.00%             | 2039-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 4/42 #AO0513                                                                                 | CUSIP: 3138LQSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6075 | PA      | $5813.80       | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 3.5% 05/34#C91760                                                                             | CUSIP: 3128P75V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40540 | PA      | $39320.12      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 7/39 #AA8111                                                                                 | CUSIP: 31416SAM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10337 | PA      | $10176.01      | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CY885802 12/15/56 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    1600000 | NC      | $208306.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MEXICO HOLDINGS                                                    | BUFFALO ENERGY MEXICO HOLDINGS 7.875% 02/15/2039 144A                                                   | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1850000 | PA      | $1859250.00    | 0.00%             | 2039-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALI GROUP NORTH AMERICA CORP                                                      | ALI GROUP TERM B 1LN 7/30/2029                                                                          | CUSIP: 01608UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2083967 | PA      | $2095220.05    | 0.01%             | 2029-07-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 6.5% 1/32 #003188                                                                               | CUSIP: 36202DRH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        321 | PA      | $330.77        | 0.00%             | 2032-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                           | SRI LANKA GOVT DEMOC SOCIA REP STEP 05/15/2036 144A                                                     | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     562748 | PA      | $436833.14     | 0.00%             | 2036-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 7/34 #A24424                                                                                 | CUSIP: 31297B4H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        192 | PA      | $193.12        | 0.00%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TR                                                         | DIVERSIFIED HEALTHCARE TR 9.75% 06/15/2025                                                              | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      69000 | PA      | $68995.61      | 0.00%             | 2025-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                   | BANK 2018-BNK10 3.641% 02/15/2061                                                                       | CUSIP: 065404AZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2287862 | PA      | $2260304.58    | 0.01%             | 2061-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 3.50% 10/42 #AP9735                                                                                | CUSIP: 3138MDY97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1120475 | PA      | $1036952.68    | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 4% 09/01/2040#                                                                                | CUSIP: 312942ME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8890 | PA      | $8510.16       | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                       | AVIENT TERM B8 1LN 08/29/2029                                                                           | CUSIP: 73179YAP2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | LON              | CORP              | US        |     946318 | PA      | $946715.71     | 0.00%             | 2029-08-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                     | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    2315000 | PA      | $2321231.98    | 0.01%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                                           | RAILWORKS HOLDINGS LP/R 8.25% 11/15/2028 144A                                                           | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5434000 | PA      | $5517412.23    | 0.01%             | 2028-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                                   | BANK 2020-BN30 MCDG CSTR 12/53                                                                          | CUSIP: 06541UBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3731000 | PA      | $1756708.89    | 0.00%             | 2053-12-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 05/01/2042#FS4603                                                                          | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28512453 | PA      | $24241829.15   | 0.06%             | 2042-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 08/01/2033#723124                                                                        | CUSIP: 31402ALD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10306 | PA      | $10208.69      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                  | AMWINS TERM 1LN 1/30/2032                                                                               | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    6064800 | PA      | $6055884.74    | 0.02%             | 2032-01-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                         | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 7.875% 05/01/2027 144A                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    3182000 | PA      | $3114760.20    | 0.01%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 06/01/2043#AT8809                                                                        | CUSIP: 3138WWYF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7822 | PA      | $6978.28       | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 04/01/2048#BM3700                                                                          | CUSIP: 3140J8DE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1822009 | PA      | $1704401.74    | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 11/40 #AE8271                                                                                | CUSIP: 31419KFM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9744 | PA      | $9298.67       | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2% 12/01/2035#QN4696                                                                          | CUSIP: 3133GBGD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     991747 | PA      | $900232.42     | 0.00%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2519 ZD 5.50% 11/32                                                                                 | CUSIP: 31393FCL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      28942 | PA      | $29234.43      | 0.00%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                           | USI TERM C 1LN 9/29/2030                                                                                | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    1379105 | PA      | $1372043.80    | 0.00%             | 2030-09-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                          | LLOYDS BANKING GROUP PLC 4.5%/VAR 01/11/2029 REGS                                                       | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    1960000 | PA      | $2328134.79    | 0.01%             | 2029-01-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 10/01/2041#CB1842                                                                        | CUSIP: 3140QMBL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4010981 | PA      | $3526964.60    | 0.01%             | 2041-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 02/01/2052#QD6605                                                                          | CUSIP: 3133B4KS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5647281 | PA      | $4836488.38    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 05/01/2050#FM7973                                                                          | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4297131 | PA      | $3992901.40    | 0.01%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP                                                        | SCANDINAVIAN TOBACCO GROUP 4.875% 09/12/2029 REGS                                                       | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | DBT              | CORP              | DK        |    1325000 | PA      | $1553328.96    | 0.00%             | 2029-09-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                             | TIME WARNER CABLE LLC 6.55% 05/01/2037                                                                  | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   29622000 | PA      | $29818940.39   | 0.08%             | 2037-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 06/20/2046#AR3125                                                                          | CUSIP: 36192XPJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      66075 | PA      | $59507.77      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 11/01/2041#CB2110                                                                          | CUSIP: 3140QMKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5301515 | PA      | $4472645.01    | 0.01%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                             | JPMORGAN CHASE and CO 5.336%/VAR 01/23/2035                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $45278099.55   | 0.12%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | BOEING CO 6.298% 05/01/2029                                                                             | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    8683000 | PA      | $9132694.22    | 0.02%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 1% 12/25/2050                                                            | CUSIP: 3137F7R80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1651300 | PA      | $1365387.82    | 0.00%             | 2050-12-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 06/01/2034#778636                                                                        | CUSIP: 31404UBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8561 | PA      | $8474.98       | 0.00%             | 2034-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2042#AL5881                                                                        | CUSIP: 3138ENRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     469983 | PA      | $462031.05     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 1/38 #966463                                                                                 | CUSIP: 31414HFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7349 | PA      | $7713.40       | 0.00%             | 2038-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY CO                                           | FLUTTER TREASURY DESIGNATED ACTIVITY CO 5.875% 06/04/2031 144A                                          | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    4995000 | PA      | $5019975.00    | 0.01%             | 2031-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 11/15/2041#769621                                                                        | CUSIP: 36176LYS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      45408 | PA      | $43391.63      | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 12/37 #670380                                                                                | CUSIP: 36295GXH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8253 | PA      | $8292.20       | 0.00%             | 2037-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                             | REYNOLDS AMERICAN INC 6.15% 09/15/2043                                                                  | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    2874000 | PA      | $2842588.79    | 0.01%             | 2043-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.625% 09/30/2028                                                                             | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     882000 | PA      | $902292.89     | 0.00%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 1.5% 12/01/2050#QB7301                                                                        | CUSIP: 3133AEDE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     225842 | PA      | $168879.43     | 0.00%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                          | THYSSENKRUPP ELEVATOR TERM B 1LN 04/30/2030                                                             | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |    3693849 | PA      | $3699722.53    | 0.01%             | 2030-04-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 10/01/2047#CA0526                                                                        | CUSIP: 3140Q7SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3210748 | PA      | $2922153.63    | 0.01%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 8/39 #664574                                                                                 | CUSIP: 36295AJT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1338 | PA      | $1344.33       | 0.00%             | 2039-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 05/01/2045#Q33138                                                                        | CUSIP: 3132QPPY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     114403 | PA      | $107617.94     | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 4/40 #729514                                                                                 | CUSIP: 3620AGN76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4069 | PA      | $4087.20       | 0.00%             | 2040-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                                            | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+372.938 49 11/15/2036 144A                                | CUSIP: 26863LAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4948240 | PA      | $4893658.80    | 0.01%             | 2038-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                               | MEDLINE TERM 1LN 10/23/2028                                                                             | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   18819436 | PA      | $18797605.81   | 0.05%             | 2028-10-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 01/01/2052#SD4401                                                                        | CUSIP: 3132E03J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1121599 | PA      | $923734.28     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 3/40 #736596                                                                                 | CUSIP: 3620AQKH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12447 | PA      | $12234.85      | 0.00%             | 2040-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                          | MARS INC 4.8% 03/01/2030 144A                                                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   23196000 | PA      | $23339150.17   | 0.06%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                              | HOWARD MIDSTREAM ENERGY PARTNERS LLC 8.875% 07/15/2028 144A                                             | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3660216.00    | 0.01%             | 2028-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                          | BUILDERS FIRSTSOURCE INC 6.375% 03/01/2034 144A                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1245414.13    | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                 | DNKN 2017-1A A2II 4.03% 11/20/2047 144A                                                                 | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |   17432850 | PA      | $17156692.74   | 0.04%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                  | KINDER MORGAN ENERGY PTNRS LP 5.5% 03/01/2044                                                           | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   27364000 | PA      | $25038772.83   | 0.06%             | 2044-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 08/01/2033#733036                                                                        | CUSIP: 31402MLR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25959 | PA      | $25741.13      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 5/32 #647513                                                                                 | CUSIP: 31390JK26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        274 | PA      | $288.68        | 0.00%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 07/01/2035#                                                                                | CUSIP: 31297RXG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        977 | PA      | $983.56        | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 1.5% 11/01/2041#MA4473                                                                        | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16079113 | PA      | $13145130.13   | 0.03%             | 2041-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                                | FORESTAR GROUP INC 6.5% 03/15/2033 144A                                                                 | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    4230000 | PA      | $4194449.39    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                            | BRIGHTSPEED TERM B-DD 1LN 04/03/2031                                                                    | CUSIP: 20752KAN3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |    2207280 | PA      | $2030013.41    | 0.01%             | 2031-04-03      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 1/35 #G06928                                                                                 | CUSIP: 3128M9A51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     188364 | PA      | $189639.80     | 0.00%             | 2035-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.375% 01/31/2032                                                                             | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9900000 | PA      | $10028390.63   | 0.03%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                      | EMBECTA TERM B 1LN 3/30/2029                                                                            | CUSIP: 29081LAC8<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | LON              | CORP              | US        |    3438667 | PA      | $3425428.00    | 0.01%             | 2029-03-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 9/29 #477007                                                                                 | CUSIP: 36209N3Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         55 | PA      | $55.76         | 0.00%             | 2029-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 3.5% 06/25/2044                                                          | CUSIP: 3136AVX61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     316328 | PA      | $312902.60     | 0.00%             | 2044-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                               | AXON ENTERPRISE INC 6.125% 03/15/2030 144A                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3569650.60    | 0.01%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 12/01/2040#                                                                                | CUSIP: 312944H79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24561 | PA      | $23536.24      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 06/01/2045#Q34311                                                                        | CUSIP: 3132QQYH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3743495 | PA      | $3412662.67    | 0.01%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                 | SREIT TR 2021-MFP D TSFR1M+169.268 82 11/15/2038 144A                                                   | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5841693 | PA      | $5819786.61    | 0.01%             | 2038-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 10/01/2051#FM9210                                                                          | CUSIP: 3140XDGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13795711 | PA      | $11866764.04   | 0.03%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2015-NXS4                                                 | WELLS FARGO COML MTG TR 2015-NXS4 VAR 12/15/2048                                                        | CUSIP: 94989XBL8<br>LEI: 549300RD723OFH36TP29 | Long             | ABS-MBS          | CORP              | US        |     861000 | PA      | $817243.29     | 0.00%             | 2048-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 05/01/2046#G60603                                                                        | CUSIP: 31335AU48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2231067 | PA      | $2031804.53    | 0.01%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 8% 07/01/2030#                                                                                | CUSIP: 31297XWP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        614 | PA      | $638.45        | 0.00%             | 2030-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                                            | VTR COMUNICACIONES SPA 4.375% 04/15/2029 144A                                                           | CUSIP: 918367AC7<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |     565000 | PA      | $500025.00     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/31 #529791                                                                                 | CUSIP: 36212CRL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1412 | PA      | $1451.29       | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                             | INDONESIA REPUBLIC OF 4.35% 01/11/2048                                                                  | CUSIP: 455780CE4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1225000 | PA      | $1003275.00    | 0.00%             | 2048-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                   | INTRAFI NETWORK TERM 2LN 11/05/2029                                                                     | CUSIP: 65343UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1555000 | PA      | $1540833.95    | 0.00%             | 2029-11-05      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 4/41 #738229                                                                                 | CUSIP: 3620ASEA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2481 | PA      | $2492.82       | 0.00%             | 2041-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                              | FRONTIER COMMUNICATIONS HOLDINGS LLC 8.75% 05/15/2030 144A                                              | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     208000 | PA      | $218561.69     | 0.00%             | 2030-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 05/01/2051#BT0330                                                                        | CUSIP: 3140LNLL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3971020 | PA      | $3272961.70    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARCIS GOLF LLC                                                                    | ARCIS GOLF TERM B-DD 1LN 11/24/2028                                                                     | CUSIP: 03958MAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     205875 | PA      | $205232.67     | 0.00%             | 2028-11-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SIGMA HOLDCO BV                                                                   | SIGMA HOLDCO BV 7.875% 05/15/2026 144A                                                                  | CUSIP: 82660CAA0<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | CORP              | NL        |    1636000 | PA      | $1626141.79    | 0.00%             | 2026-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                     | PRA GROUP INC 8.875% 01/31/2030 144A                                                                    | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    2278000 | PA      | $2335033.33    | 0.01%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                | SERBIA REPUBLIC OF 2.125% 12/01/2030 144A                                                               | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    2015000 | PA      | $1675472.50    | 0.00%             | 2030-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                              | COMMERCIAL METALS CO 4.125% 01/15/2030                                                                  | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2161347.46    | 0.01%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 7/29 #481600                                                                                 | CUSIP: 36209T7M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        196 | PA      | $200.84        | 0.00%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 2/30 #531078                                                                                 | CUSIP: 31384Q6P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        538 | PA      | $561.02        | 0.00%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C51                                                  | WELLS FARGO COML MTG TR 2019-C51 ASB 3.16% 06/15/2052                                                   | CUSIP: 95001VAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2010856 | PA      | $1944938.29    | 0.00%             | 2052-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 12/45#G60412                                                                               | CUSIP: 31335AN53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2783395 | PA      | $2612333.49    | 0.01%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                  | ENTERGY CORP NEW 2.8% 06/15/2030                                                                        | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   11033000 | PA      | $10032547.86   | 0.03%             | 2030-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 3/41 #783295                                                                                 | CUSIP: 36241LUU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     421567 | PA      | $413598.64     | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 11/01/2037#AB8128                                                                        | CUSIP: 31417FA65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13723 | PA      | $13601.06      | 0.00%             | 2037-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                        | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.25% 04/15/2030 144A                                        | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     568000 | PA      | $441146.12     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                                                              | AGNC INVESTMENT CORP SER E 6.5%/VAR PFD PERP                                                            | CUSIP: 00123Q807<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |      66700 | NS      | $1694180.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                                                       | CHEMOURS TERM B3 1LN 08/18/2028                                                                         | CUSIP: 16384YAJ6<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    7352463 | PA      | $7211516.23    | 0.02%             | 2028-08-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 3% 02/01/2038#ZA2497                                                                          | CUSIP: 31329KX25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6930 | PA      | $6430.20       | 0.00%             | 2038-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 11/01/2051#FM9501                                                                        | CUSIP: 3140XDRX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13952263 | PA      | $11538861.75   | 0.03%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                    | PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028                                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     505000 | PA      | $468887.75     | 0.00%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 9/41 #754197                                                                                 | CUSIP: 36230NUW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4396 | PA      | $4207.48       | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 4/35 #A32122                                                                                 | CUSIP: 31297MLB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17294 | PA      | $17417.43      | 0.00%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 2/1/43 #AR5859                                                                           | CUSIP: 3138W3QM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46365 | PA      | $42890.52      | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/28 #465748                                                                                 | CUSIP: 36209AL57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        165 | PA      | $167.32        | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                                | MURPHY OIL USA INC 3.75% 02/15/2031 144A                                                                | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1091523.46    | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 2/31 #689547                                                                                 | CUSIP: 31400KBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        805 | PA      | $839.98        | 0.00%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY and FLOW LLC                                                       | MADISON SAFETY and FLOW TERM B 1LN 09/26/2031                                                           | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |     955200 | PA      | $955801.78     | 0.00%             | 2031-09-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 3/42 #AK5316                                                                                 | CUSIP: 3138E94A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28984 | PA      | $27445.08      | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                | DOMINICAN REPUBLIC 6% 07/19/2028 144A                                                                   | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1011000 | PA      | $1021110.00    | 0.00%             | 2028-07-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 06/01/2053#CB6538                                                                          | CUSIP: 3140QSHQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8994577 | PA      | $9182323.02    | 0.02%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 01/01/2033#MA3246                                                                        | CUSIP: 31418CTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     289321 | PA      | $275531.90     | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DTP COML MTG TR 2023-STE2                                                         | DTP COML MTG TR 2023-STE2 C CSTR 01/15/2041 144A                                                        | CUSIP: 23346GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     621000 | PA      | $628896.95     | 0.00%             | 2041-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                        | HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A                                                        | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1305790.43    | 0.00%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| CIA DE MINAS BUENAVENTURA SAA                                                     | CIA DE MINAS BUENAVENTURA SAA 6.8% 02/04/2032 144A                                                      | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    1360000 | PA      | $1369832.80    | 0.00%             | 2032-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US ANESTHESIA PARTNERS INC                                                        | US ANESTHESIA PARTNERS TERM 2LN 10/01/2029                                                              | CUSIP: 90350HAP4<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |     280000 | PA      | $254800.00     | 0.00%             | 2029-10-01      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 06/01/2034#779670                                                                        | CUSIP: 31404VFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39453 | PA      | $39049.69      | 0.00%             | 2034-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZAMBIA REPUBLIC                                                                   | ZAMBIA REPUBLIC 0.5% 12/31/2053 144A                                                                    | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    2612927 | PA      | $1587353.15    | 0.00%             | 2053-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                                             | RACKSPACE FINANCE TERM B SUPER PRIORITY 1LN 05/15/2028                                                  | CUSIP: 75008UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1403639 | PA      | $1399133.01    | 0.00%             | 2028-05-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 8.5% 08/01/2027#                                                                              | CUSIP: 31283G3U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        638 | PA      | $650.24        | 0.00%             | 2027-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                       | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 9.75% 07/15/2027 144A                                     | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6595000 | PA      | $6649196.85    | 0.02%             | 2027-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                              | CLEVELAND-CLIFFS INC 7.5% 09/15/2031 144A                                                               | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1043113.30    | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| NCB TIER 1 SUKUK LTD                                                              | NCB TIER 1 SUKUK LTD 3.5%/VAR PERP REGS                                                                 | CUSIP: N/A<br>LEI: 549300DJLY2JZABDD193       | Long             | EP               | CORP              | KY        |    1225000 | PA      | $1182504.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                               | MSCS SWAP CZ030007 12/17/57 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     800000 | NC      | $102018.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KNDR TR 2021-KIND                                                                 | KNDR 2021-KIND F TSFR1M+186.448 08/15/2026 144A                                                         | CUSIP: 482606AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     512789 | PA      | $504456.10     | 0.00%             | 2038-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | US 10YR ULTRA FUT SEP25 UXYU5                                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        136 | NC      | $250638.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG IMMOBILIEN GMBH                                                               | LEG IMMOBILIEN GMBH 3.875% 01/20/2035 REGS                                                              | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |    1600000 | PA      | $1777642.35    | 0.00%             | 2035-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 3/41 #AH6075                                                                                 | CUSIP: 3138A7XD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21848 | PA      | $20825.35      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                       | CHEMOURS CO 4.625% 11/15/2029 144A                                                                      | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $1771000.74    | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 08/44#AW7942                                                                             | CUSIP: 3138XXZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78769 | PA      | $78605.68      | 0.00%             | 2044-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 7.00% 4/32 #781432                                                                              | CUSIP: 36225BSV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      30098 | PA      | $31192.59      | 0.00%             | 2032-04-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 11/27 #313835                                                                                | CUSIP: 31374GSY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        367 | PA      | $374.42        | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 1/1/43 #Q14696                                                                             | CUSIP: 3132HRGD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      84764 | PA      | $76500.99      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2% 04/01/2042#SC0481                                                                          | CUSIP: 3132D9RA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16195295 | PA      | $13760749.83   | 0.04%             | 2042-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AMERICA INC                                               | KLOECKNER PENTAPLAST TERM B 1LN 2/12/2026                                                               | CUSIP: 49865NAT7<br>LEI: 529900H8J1B7UA1CG794 | Long             | LON              | CORP              | US        |    3182596 | PA      | $2885564.24    | 0.01%             | 2026-02-12      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 2/42 #AK3548                                                                                 | CUSIP: 3138E75J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8905 | PA      | $8486.34       | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                     | LIFE TIME INC 6% 11/15/2031 144A                                                                        | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    4595000 | PA      | $4605265.23    | 0.01%             | 2031-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                                                   | BAHRAIN KINGDOM 7.5% 02/12/2036 144A                                                                    | CUSIP: 05675M2L7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     580000 | PA      | $590150.00     | 0.00%             | 2036-02-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 2/29 #502245                                                                                 | CUSIP: 36210T5E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        143 | PA      | $143.95        | 0.00%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY562349 11/18/64 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    1100000 | NC      | $182006.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                          | NAVOI MINING METALLURGIC 6.95% 10/17/2031 144A                                                          | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     855000 | PA      | $849015.00     | 0.00%             | 2031-10-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 2.5% 08/20/2051#785602                                                                          | CUSIP: 3622ABDF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   41894180 | PA      | $34812412.94   | 0.09%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 11/40 #756928                                                                                | CUSIP: 36230RVV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21280 | PA      | $19843.39      | 0.00%             | 2040-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 02/01/2051#QB8131                                                                          | CUSIP: 3133AFA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     447331 | PA      | $350174.34     | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 12/01/2032#BJ0036                                                                        | CUSIP: 3140H1BE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20288 | PA      | $19337.72      | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                             | TRANSOCEAN AQUILA LTD 8% 09/30/2028 144A                                                                | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     892846 | PA      | $891444.30     | 0.00%             | 2028-09-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                            | RADIOLOGY PARTNERS INC PIK VAR 01/31/2029 144A                                                          | CUSIP: 75041VAB0<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    4591339 | PA      | $4614295.70    | 0.01%             | 2029-01-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2023-C22                                                             | BBCMS MTG TR 2023-C22 7.363626% 11/15/2056                                                              | CUSIP: 05554FAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1757000 | PA      | $1768165.74    | 0.00%             | 2056-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2% 07/01/2041#SC0162                                                                          | CUSIP: 3132D9FB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15475193 | PA      | $13169787.38   | 0.03%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS GROUP AG 4.75%/VAR 03/17/2032 REGS                                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    9810000 | PA      | $11978038.76   | 0.03%             | 2032-03-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                              | TEVA PHARMACEUTICAL FIN NETH III B V 3.15% 10/01/2026                                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    2295000 | PA      | $2244162.54    | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 3% 03/01/2037#AS9292                                                                          | CUSIP: 3138WKKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2205714 | PA      | $2057565.21    | 0.01%             | 2037-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 09/01/2033#AL7521                                                                        | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9864702 | PA      | $9917922.27    | 0.03%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 6/32 #611797                                                                                 | CUSIP: 31388QUW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5750 | PA      | $6072.60       | 0.00%             | 2032-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 1/42 #757490                                                                                 | CUSIP: 36230SKB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     119873 | PA      | $111102.33     | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP GLOBAL AVIATION TR                                                         | AERCAP GLOBAL AVIATION TR 6.5%/VAR 06/15/2045 144A                                                      | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |    1856000 | PA      | $1857941.38    | 0.00%             | 2045-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 8/40 #733871                                                                                 | CUSIP: 3620AMJQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2131 | PA      | $2094.15       | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 8/29 #510166                                                                                 | CUSIP: 31383QW34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        673 | PA      | $701.17        | 0.00%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2019                                                       | BAMLL COML MTG SECS TR 2019-BPR CNM CSTR 11/05/2032 144A                                                | CUSIP: 05492PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1322000 | PA      | $1178442.17    | 0.00%             | 2032-11-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | BARCLAYS PLC 7.125%/VAR PERP                                                                            | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EP               | CORP              | GB        |     645000 | PA      | $870127.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 6/27 #436794                                                                                 | CUSIP: 36207NGB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         12 | PA      | $12.21         | 0.00%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                               | LEBANON REPUBLIC OF 6.375% 12/31/2049 REGS                                                              | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    1956000 | PA      | $338388.00     | 0.00%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                        | USALCO TERM DD 1LN 09/30/2031                                                                           | CUSIP: 91732NAM5<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     187280 | PA      | $187806.48     | 0.00%             | 2031-09-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES                         | FNS 351 13 6% 3/34                                                                                      | CUSIP: 3136FCJC1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      16337 | PA      | $2763.21       | 0.00%             | 2034-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 2.5% 09/20/2051#785616                                                                          | CUSIP: 3622ABDV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18520360 | PA      | $15389689.54   | 0.04%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 5/40 #AL2129                                                                                 | CUSIP: 3138EJLK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     127995 | PA      | $134189.95     | 0.00%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLEN MEDIA LLC                                                                   | ALLEN MEDIA TERM B 1LN 02/10/2027                                                                       | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |    8008898 | PA      | $4925472.51    | 0.01%             | 2027-02-10      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 4.50% 7/25 #G13844                                                                            | CUSIP: 3128MCP58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        834 | PA      | $832.31        | 0.00%             | 2025-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.00% 11/39 #680497                                                                                | CUSIP: 36295T7J7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1626 | PA      | $1685.05       | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNR 2006-45 OP 0 6/36                                                                                   | CUSIP: 31395NEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      35441 | PA      | $29577.18      | 0.00%             | 2036-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 09/01/2052#FS2960                                                                        | CUSIP: 3140XJJE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8646490 | PA      | $8638209.78    | 0.02%             | 2052-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 10/01/2040#FM4644                                                                          | CUSIP: 3140X8ES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     948794 | PA      | $810274.50     | 0.00%             | 2040-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                            | COSTA RICA REPUBLIC OF 7.3% 11/13/2054 144A                                                             | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    1245000 | PA      | $1272390.00    | 0.00%             | 2054-11-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2012-GCJ9                                                          | GS MTG SECS TR 2012-GCJ9 E CSTR 11/10/2045 144A                                                         | CUSIP: 36192PAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     896000 | PA      | $748160.00     | 0.00%             | 2045-11-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                             | HIGHTOWER TERM B 1LN 2/3/2032                                                                           | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |    4504181 | PA      | $4492920.64    | 0.01%             | 2032-02-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 07/01/2047#Q49499                                                                        | CUSIP: 3132WPRV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     365959 | PA      | $352330.77     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNR 1997-41 J 7.5% 6/27                                                                                 | CUSIP: 31359PQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       2513 | PA      | $2562.58       | 0.00%             | 2027-06-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 MTG TR                                                           | COMM 2014-CCRE15 D MTG TR CSTR 02/10/2047 144A                                                          | CUSIP: 12591RAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     298000 | PA      | $271704.87     | 0.00%             | 2047-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                | DOMINICAN REPUBLIC 4.5% 01/30/2030 144A                                                                 | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1125000 | PA      | $1057500.00    | 0.00%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 7/40 #745232                                                                                 | CUSIP: 3620C04R6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      81429 | PA      | $80027.51      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF BENIN                                                                 | REPUBLIC OF BENIN 7.96% 02/13/2038 144A                                                                 | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    2355000 | PA      | $2145993.75    | 0.01%             | 2038-02-13      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 4/41 #738218                                                                                 | CUSIP: 3620ASDX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9804 | PA      | $9847.43       | 0.00%             | 2041-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAGICOR FINANCIAL CO LTD                                                          | SAGICOR FINANCIAL CO LTD 5.3% 05/13/2028 144A                                                           | CUSIP: 78669QAA8<br>LEI: 984500P7FADAA3A50B04 | Long             | DBT              | CORP              | BM        |    1590000 | PA      | $1566658.80    | 0.00%             | 2028-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET                                                                     | CSMC 2020-NET 2.2569% 08/15/2037 144A                                                                   | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2871392 | PA      | $2838645.56    | 0.01%             | 2037-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                  | DEUTSCHE BANK AG 6.125%/VAR 12/12/2030 REGS                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    6100000 | PA      | $8437390.23    | 0.02%             | 2030-12-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/39 #723339                                                                                 | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23434 | PA      | $23544.17      | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 1/36 #849216                                                                                 | CUSIP: 31408EN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2425 | PA      | $2397.22       | 0.00%             | 2036-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10                                    | BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10 3% 06/15/2049 144A                                       | CUSIP: 06054MAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2108000 | PA      | $1847776.46    | 0.00%             | 2049-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 11/01/2032#BJ2973                                                                        | CUSIP: 3140H4JT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7011 | PA      | $6733.68       | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/29 #459211                                                                                 | CUSIP: 36208SDQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        432 | PA      | $440.24        | 0.00%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 06/01/2050#CA5966                                                                        | CUSIP: 3140QDTY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7968422 | PA      | $6619960.92    | 0.02%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ENERGY TRANSFER LP 5.8% 06/15/2038                                                                      | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7006000 | PA      | $6859690.41    | 0.02%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                         | BLOCK INC 6.5% 05/15/2032                                                                               | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    6385000 | PA      | $6525387.00    | 0.02%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                | VICI PROPERTIES LP 4.75% 02/15/2028                                                                     | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   21253000 | PA      | $21258823.32   | 0.05%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                             | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.5% 01/15/2030                                   | CUSIP: 46590XAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2082000 | PA      | $2107117.25    | 0.01%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.50% 1/36 #G03506                                                                                 | CUSIP: 3128M5GP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      84540 | PA      | $87953.78      | 0.00%             | 2036-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 3/42 #AK1510                                                                                 | CUSIP: 3138E5VC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43752 | PA      | $41664.78      | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                     | ECHOSTAR CORP CPIK 3.875% 11/30/2030                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    7420293 | PA      | $7121796.06    | 0.02%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 07/20/2043#635118                                                                          | CUSIP: 36291QSF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     260245 | PA      | $240349.63     | 0.00%             | 2043-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 1.5% 08/01/2051#MA4397                                                                        | CUSIP: 31418D3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     135798 | PA      | $100358.42     | 0.00%             | 2051-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.50% 12/29 #510858                                                                                | CUSIP: 36211EQK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        117 | PA      | $120.16        | 0.00%             | 2029-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIATION HOLDINGS INC                                                      | SPIRIT AVIATION HOLDINGS INC (RESTRICTED)                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      18884 | NS      | $113115.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                                         | BOEING CO 6.528% 05/01/2034                                                                             | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7038000 | PA      | $7512163.08    | 0.02%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 09/01/2046#G61420                                                                        | CUSIP: 31335BSH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     797707 | PA      | $727209.07     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-AON                                        | J P MORGAN CHASE COML MTG SECS TR 2018-AON-F 4.6132% 07/05/2031 144A                                    | CUSIP: 46649XAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     743000 | PA      | $130331.19     | 0.00%             | 2031-07-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 6.5% 06/01/2055 #TBA                                                                          | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  103850000 | PA      | $106640916.83  | 0.27%             | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                | UKRAINE GOVERNMENT STEP 02/01/2036 144A                                                                 | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1118587 | PA      | $538599.64     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 12/27 #780798                                                                                | CUSIP: 36225A3F5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         33 | PA      | $33.18         | 0.00%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                 | MACQUARIE AIRFINANCE HOLDINGS LTD 6.5% 03/26/2031 144A                                                  | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    2435000 | PA      | $2530736.90    | 0.01%             | 2031-03-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                                | SASOL FING USA LLC 6.5% 09/27/2028                                                                      | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     535000 | PA      | $504772.50     | 0.00%             | 2028-09-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 03/01/2042#                                                                                | CUSIP: 3132GR7A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14283 | PA      | $13541.92      | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                     | GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   34782000 | PA      | $29930651.86   | 0.08%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                     | ECHOSTAR CORP PIK VAR 11/30/2030                                                                        | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    7009048 | PA      | $6027781.28    | 0.02%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 08/01/2033#734419                                                                        | CUSIP: 31402N4C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36634 | PA      | $36285.53      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 05/01/2052#QE2363                                                                        | CUSIP: 3133BBTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     332578 | PA      | $295825.57     | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TPC GROUP INC                                                                     | TPC GROUP TERM 1LN 12/16/2031                                                                           | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |    4805000 | PA      | $4604775.65    | 0.01%             | 2031-12-16      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 4% 05/01/2038#C91994                                                                          | CUSIP: 3128P8GB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4757252 | PA      | $4558364.75    | 0.01%             | 2038-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 7/36 #897984                                                                                 | CUSIP: 31410UUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        231 | PA      | $233.92        | 0.00%             | 2036-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                         | CONVERGINT TECH TERM DD 1LN 03/31/2028                                                                  | CUSIP: 23344MAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     116071 | PA      | $113459.82     | 0.00%             | 2028-03-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021 MORTGAGE TRUST                                                     | BENCHMARK 2021 MORTGAGE TRUST CSTR 04/15/2054 144A                                                      | CUSIP: 08163DBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1520000 | PA      | $782914.91     | 0.00%             | 2054-04-15      | Variable      | 0.03%                 | No            |                  3 | On Loan: No      |
| BANK 2019                                                                         | BANK 2019 2.846% 12/15/2052                                                                             | CUSIP: 06541RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1645673 | PA      | $1578759.72    | 0.00%             | 2052-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 7.5% 01/01/2027#                                                                              | CUSIP: 31283GW60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         66 | PA      | $67.02         | 0.00%             | 2027-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                      | Fidelity Cash Central Fund                                                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 1032222945 | NS      | $1032429389.26 | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32                                  | MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32 C CSTR 12/15/2049                                      | CUSIP: 61691GAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     415000 | PA      | $385156.64     | 0.00%             | 2049-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII 15YR 3% 12/20/2031#MA4102                                                                          | CUSIP: 36179SRX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1524510 | PA      | $1475313.41    | 0.00%             | 2031-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO IV LTD                                                                | BBAM US CLO IV LTD D TSFR3M+625 07/15/2039 144A                                                         | CUSIP: 05555KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $253228.00     | 0.00%             | 2039-07-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2274 ZM 6.5% 1/31                                                                                   | CUSIP: 3133TR4H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       7645 | PA      | $7736.14       | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                           | HCA INC 5.625% 09/01/2028                                                                               | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   16701000 | PA      | $17072049.29   | 0.04%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                             | JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   40200000 | PA      | $39930232.67   | 0.10%             | 2029-12-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 12/01/2042#Q13420                                                                        | CUSIP: 3132HPYR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      46926 | PA      | $44517.46      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRITAX EUROBOX PLC                                                                | TRITAX EUROBOX PLC 0.95% 06/02/2026 REGS                                                                | CUSIP: N/A<br>LEI: 213800HK59N7H979QU33       | Long             | DBT              | CORP              | GB        |    1580000 | PA      | $1759083.40    | 0.00%             | 2026-06-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.50% 1/32 #C62372                                                                                 | CUSIP: 31287MT59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28489 | PA      | $29651.11      | 0.00%             | 2032-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY885802 12/15/56 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    1600000 | NC      | $208306.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2001-20 Z 6% 5/31                                                                                   | CUSIP: 31359SXB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      28411 | PA      | $28810.04      | 0.00%             | 2031-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 09/39#G05624                                                                             | CUSIP: 3128M7SM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     260573 | PA      | $256860.75     | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 3/42 #AL1521                                                                                 | CUSIP: 3138EHVP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     340364 | PA      | $323205.79     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 12/33 #G04895                                                                                | CUSIP: 3128M6XY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2710 | PA      | $2727.69       | 0.00%             | 2033-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 4/33 #608147                                                                                 | CUSIP: 36202STC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1801 | PA      | $1807.74       | 0.00%             | 2033-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2.5% 07/20/2051#MA7472                                                                          | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26955654 | PA      | $22601253.41   | 0.06%             | 2051-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                                           | WEX INC 6.5% 03/15/2033 144A                                                                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    3745000 | PA      | $3704018.17    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                 | ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027                                                          | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5891000 | PA      | $5605776.63    | 0.01%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+254.191 05/15/2039 144A                                       | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12332000 | PA      | $11036152.21   | 0.03%             | 2039-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 3/40 #545934                                                                                 | CUSIP: 36212WPT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20495 | PA      | $20133.50      | 0.00%             | 2040-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                             | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A                                  | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37565000 | PA      | $37400908.57   | 0.10%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | CAPITAL ONE FINANCIAL CORP 7.624%/VAR 10/30/2031                                                        | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   47805000 | PA      | $53314163.41   | 0.14%             | 2031-10-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 5% 06/01/2055 #TBA                                                                              | CUSIP: 21H050664<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -36175000 | PA      | $-35101709.46  | -0.09%            | 2055-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2% 05/01/2041#RB5111                                                                          | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2372421 | PA      | $2009275.26    | 0.01%             | 2041-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 7.5% 11/01/2030#                                                                              | CUSIP: 31298C2P3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        199 | PA      | $210.52        | 0.00%             | 2030-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                        | DAVITA INC 3.75% 02/15/2031 144A                                                                        | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1031858.79    | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| RFNA LP                                                                           | RFNA LP 7.875% 02/15/2030 144A                                                                          | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1704248.86    | 0.00%             | 2030-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                                                   | WHATABURGER TERM B 1LN 08/03/2028                                                                       | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    6762161 | PA      | $6741604.37    | 0.02%             | 2028-08-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                             | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032                                     | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   33235000 | PA      | $28568154.59   | 0.07%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 7/40 #743665                                                                                 | CUSIP: 3620AYFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14667 | PA      | $14733.78      | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AYDEM YENILENEBILIR ENERJI AS                                                     | AYDEM YENILENEBILIR ENERJI AS 7.75% 02/02/2027 144A                                                     | CUSIP: 054644AA7<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |    1161000 | PA      | $1153743.75    | 0.00%             | 2027-02-02      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                 | JORDAN KINGDOM OF 7.5% 01/13/2029 144A                                                                  | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     755000 | PA      | $762315.95     | 0.00%             | 2029-01-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 05/01/2052#RA7375                                                                          | CUSIP: 3133KPFQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10598163 | PA      | $9114647.85    | 0.02%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/40 #737559                                                                                | CUSIP: 3620ARMG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     140452 | PA      | $134821.45     | 0.00%             | 2040-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.00% 10/40 #004833                                                                             | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     600462 | PA      | $575730.43     | 0.00%             | 2040-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                 | NEWELL BRANDS INC STEP 04/01/2036                                                                       | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     556000 | PA      | $510973.73     | 0.00%             | 2036-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 02/01/2051#FM6338                                                                          | CUSIP: 3140XABG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58447 | PA      | $45843.89      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+660.552 06/25/2035                                               | CUSIP: 31394D4V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     141351 | PA      | $10450.47      | 0.00%             | 2035-06-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 04/01/2051#QC0423                                                                          | CUSIP: 3133AJPG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5804865 | PA      | $4540468.08    | 0.01%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 3.50% 10/42 #AP7882                                                                                | CUSIP: 3138MBXL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     342422 | PA      | $316774.19     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.00% 11/39 #709863                                                                                | CUSIP: 36297ETU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2102 | PA      | $2167.08       | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2520 BE 6% 11/32                                                                                    | CUSIP: 31392XV96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      55430 | PA      | $56938.42      | 0.00%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                | LUMEN TECHNOLOGIES 4.125% 04/15/2030 144A                                                               | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     705000 | PA      | $684731.25     | 0.00%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 12/32 #735415                                                                                | CUSIP: 31402RAQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15100 | PA      | $15690.42      | 0.00%             | 2032-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | LEVEL 3 FINANCING INC 10.5% 05/15/2030 144A                                                             | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    7534000 | PA      | $8240312.50    | 0.02%             | 2030-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                                                | HERENS HOLDCO SARL 4.75% 05/15/2028 144A                                                                | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    1955000 | PA      | $1712650.32    | 0.00%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1                                                                       | SLAM 2025-1 5.807% 05/15/2050 144A                                                                      | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16270000 | PA      | $16595400.00   | 0.04%             | 2050-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 1/28 #427211                                                                                 | CUSIP: 36207BR85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        326 | PA      | $330.39        | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 05/01/2035#                                                                                | CUSIP: 31297P2R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1705 | PA      | $1716.63       | 0.00%             | 2035-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 12/01/2051#QD3168                                                                          | CUSIP: 3133B0QV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2043472 | PA      | $1613695.83    | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 7.00% 3/32 #003216                                                                              | CUSIP: 36202DSD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4578 | PA      | $4752.96       | 0.00%             | 2032-03-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 03/15/2036#782105                                                                        | CUSIP: 36241KKS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22339 | PA      | $22448.43      | 0.00%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/31 #528852                                                                                 | CUSIP: 36212BQD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        683 | PA      | $702.45        | 0.00%             | 2031-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                               | TALLGRASS ENERGY TERM B 1LN 08/01/2029                                                                  | CUSIP: 73955HAE4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | LON              | CORP              | US        |    1415736 | PA      | $1420166.99    | 0.00%             | 2029-08-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 4/26 #344561                                                                                 | CUSIP: 31375TWW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         14 | PA      | $14.47         | 0.00%             | 2026-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 9/27 #398669                                                                                 | CUSIP: 31378G2A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          7 | PA      | $7.14          | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                | WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051                                                            | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   32932000 | PA      | $28895748.37   | 0.07%             | 2051-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SWCH COML MTG TR 2025-DATA                                                        | SWCH COML MTG TR 2025-DATA F TSFR1M+418.9 03/15/2042 144A                                               | CUSIP: 78489CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6936000 | PA      | $6858925.78    | 0.02%             | 2042-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 4/39 #AB0043                                                                                 | CUSIP: 31416VBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     491688 | PA      | $486798.51     | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                      | COMCAST CORP 4.65% 07/15/2042                                                                           | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    7870000 | PA      | $6825554.04    | 0.02%             | 2042-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 7/29 #545331                                                                                 | CUSIP: 31385HY48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         26 | PA      | $27.01         | 0.00%             | 2029-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 05/01/2040#A92181                                                                        | CUSIP: 312940M63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4240 | PA      | $4186.11       | 0.00%             | 2040-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 1.5% 01/01/2036#SB8083                                                                        | CUSIP: 3132D56U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5576632 | PA      | $4918563.49    | 0.01%             | 2036-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 07/01/2052#SD2254                                                                        | CUSIP: 3132DPQF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     805529 | PA      | $718524.74     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 10/01/2042#AP8877                                                                          | CUSIP: 3138MC2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30976 | PA      | $29353.94      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GNR 2011-136 WI 4.5% 5/40                                                                               | CUSIP: 38377YTR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      16667 | PA      | $717.18        | 0.00%             | 2040-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                           | SAUDI ARABIA KINGDOM OF 5.75% 01/16/2054 144A                                                           | CUSIP: 80413TBH1<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |     950000 | PA      | $883794.50     | 0.00%             | 2054-01-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4% 03/31/2030                                                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  150000000 | PA      | $150257812.50  | 0.39%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 07/01/2054#CB8857                                                                          | CUSIP: 3140QUZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13086040 | PA      | $13244686.10   | 0.03%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 12/27 #464667                                                                                | CUSIP: 36208YFG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        109 | PA      | $110.60        | 0.00%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 06/01/2043#AT8670                                                                        | CUSIP: 3138WWT41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40106 | PA      | $36045.61      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                        | CARVANA CO PIK VAR 06/01/2031 144A                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    5079006 | PA      | $5891219.26    | 0.02%             | 2031-06-01      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2.5% 01/01/2041#SC0119                                                                        | CUSIP: 3132D9DY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5269275 | PA      | $4634234.97    | 0.01%             | 2041-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 3% 08/25/2046                                                            | CUSIP: 3136BL5X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2503514 | PA      | $2323146.57    | 0.01%             | 2046-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 05/01/2041#RB0546                                                                          | CUSIP: 3133KTTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27981154 | PA      | $23704430.70   | 0.06%             | 2041-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                       | EXELON CORP 3.35% 03/15/2032                                                                            | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   16412000 | PA      | $14901081.25   | 0.04%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                              | CITGO PETROLEUM CORP 6.375% 06/15/2026 144A                                                             | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    7155000 | PA      | $7151560.59    | 0.02%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/32 #565982                                                                                 | CUSIP: 36213VXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        761 | PA      | $786.70        | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 8/39 #705835                                                                                 | CUSIP: 36297AEG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4158 | PA      | $4177.75       | 0.00%             | 2039-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-B38 MTG TR                                                         | BENCHMARK 2023-B38 B MTG TR 6.244668% 04/15/2056                                                        | CUSIP: 081916AH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1058000 | PA      | $1087412.61    | 0.00%             | 2056-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 08/01/2033#733039                                                                        | CUSIP: 31402MLU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27403 | PA      | $27154.35      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 02/01/2049#BM5577                                                                          | CUSIP: 3140JAFT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19976157 | PA      | $19759999.01   | 0.05%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 07/01/2038#985173                                                                        | CUSIP: 31415PMW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5395 | PA      | $5423.47       | 0.00%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 03/01/2045#Q32124                                                                        | CUSIP: 3132QNLE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      92610 | PA      | $85283.36      | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC         | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A            | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4020000 | PA      | $3566293.96    | 0.01%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2015-GC34                                                          | GS MORTGAGE SECURITIES TRUST 3.244% 10/10/2048                                                          | CUSIP: 36250VAC6<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    1063938 | PA      | $1061394.93    | 0.00%             | 2048-10-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 9/40 #AE4103                                                                                 | CUSIP: 31419ERZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     357392 | PA      | $351390.26     | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                     | CITIGROUP INC 4.45% 09/29/2027                                                                          | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   19254000 | PA      | $19174790.20   | 0.05%             | 2027-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 6/40 #677235                                                                                 | CUSIP: 36295QLQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      41362 | PA      | $40647.11      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 09/01/2042#Q11138                                                                        | CUSIP: 3132HMHP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      85074 | PA      | $81330.24      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAVE and BUSTERS INC                                                              | DAVE and BUSTER'S TERM B 1LN 11/01/2031                                                                 | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    2666600 | PA      | $2512977.17    | 0.01%             | 2031-11-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 07/01/2033#721575                                                                          | CUSIP: 31401XT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     107738 | PA      | $108299.43     | 0.00%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 01/01/2052#QD4275                                                                          | CUSIP: 3133B1XC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3225760 | PA      | $2771703.18    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 9/31 #555867                                                                                 | CUSIP: 36213JQU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        372 | PA      | $382.39        | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH/THE                                                  | STEPSTONE GROUP TERM B 1LN 12/19/2031                                                                   | CUSIP: N/A<br>LEI: 894500DB5T5ENCFFQU61       | Long             | LON              | CORP              | DE        |    1660000 | PA      | $1622650.00    | 0.00%             | 2031-12-19      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 08/01/2051#RA5680                                                                          | CUSIP: 3133KMJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     824424 | PA      | $643819.81     | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                | FX Forward: USD/JPY settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $40523.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 3.5% 02/43 #Q15869                                                                                 | CUSIP: 3132J66F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     311419 | PA      | $289164.08     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 12/15/2042#AB8144                                                                          | CUSIP: 36178VBM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10324 | PA      | $9876.83       | 0.00%             | 2042-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 7/39 #935307                                                                                 | CUSIP: 31412UR44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1697 | PA      | $1668.67       | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                           | SIMON PROPERTY GROUP LP 2.45% 09/13/2029                                                                | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    6352000 | PA      | $5842259.94    | 0.02%             | 2029-09-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                      | ACRISURE TERM B6 1LN 11/06/2030                                                                         | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   27752070 | PA      | $27549757.84   | 0.07%             | 2030-11-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                       | VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028                                                               | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    6996000 | PA      | $6884583.38    | 0.02%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                               | CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1185067.40    | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                  | ALTRIA GROUP INC 3.875% 09/16/2046                                                                      | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   28850000 | PA      | $20662124.49   | 0.05%             | 2046-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2013-LC11                                       | JP MORGAN CH CMS 13-LC11 D CSTR 04/15/2046                                                              | CUSIP: 46639YAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1638000 | PA      | $383750.64     | 0.00%             | 2046-04-15      | Variable      | 0.04%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 10/01/2051#BU1269                                                                          | CUSIP: 3140M2MT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5078682 | PA      | $4020072.62    | 0.01%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 06/15/2043#AE7264                                                                        | CUSIP: 36181BB90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4814 | PA      | $4607.37       | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 03/01/2044#Q25226                                                                        | CUSIP: 3132M5PK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58287 | PA      | $55055.75      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 03/46#BM3928                                                                             | CUSIP: 3140J8LJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4477506 | PA      | $4405839.69    | 0.01%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     710000 | NC      | $121054.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                     | LOWES COS INC 3.35% 04/01/2027                                                                          | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2389000 | PA      | $2346577.52    | 0.01%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FOUR SEASONS HOTELS LTD                                                           | FOUR SEASONS HOTELS TERM B 1LN 11/30/2029                                                               | CUSIP: 35100DAV8<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |    5114404 | PA      | $5126576.28    | 0.01%             | 2029-11-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 04/01/2053#FS4829                                                                          | CUSIP: 3140XLLK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5747456 | PA      | $5673140.48    | 0.01%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                         | CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     895000 | PA      | $864329.96     | 0.00%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 12 LTD                                                            | BIRCH GROVE CLO 12 LTD D1 TSFR3M+275 04/22/2038 144A                                                    | CUSIP: 09090MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     540000 | PA      | $540248.94     | 0.00%             | 2038-04-22      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 12/01/2042#Q13899                                                                        | CUSIP: 3132HQKL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25514 | PA      | $24350.50      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC                                             | DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC A1R2 TSFR3M+138 07/15/2037 144A                                   | CUSIP: 26246BAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   30093000 | PA      | $30164079.67   | 0.08%             | 2037-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 8/25 #413424                                                                                 | CUSIP: 36206KG96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          7 | PA      | $6.64          | 0.00%             | 2025-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MX HOLDINGS US INC                                                                | MINIMAX VIKING TERM B 1LN 03/17/2032                                                                    | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |    2060000 | PA      | $2060000.00    | 0.01%             | 2032-03-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                 | SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A                                                      | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28188430 | PA      | $28153194.61   | 0.07%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 04/01/2048#Q55720                                                                          | CUSIP: 3132XYLA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77715 | PA      | $72453.54      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                 | CIGNA GROUP (THE) 3.05% 10/15/2027                                                                      | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $10072739.35   | 0.03%             | 2027-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 10/33 #616015                                                                                | CUSIP: 36290SK42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1668 | PA      | $1675.56       | 0.00%             | 2033-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 10/26 #256507                                                                                | CUSIP: 31371M3Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        692 | PA      | $696.15        | 0.00%             | 2026-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                       | STARWOOD PPTY TR INC 6% 04/15/2030 144A                                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $2014157.55    | 0.01%             | 2030-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 12/27 #427792                                                                                | CUSIP: 36207CF94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         12 | PA      | $11.85         | 0.00%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                       | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.9% 02/01/2046                             | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9257000 | PA      | $8345393.23    | 0.02%             | 2046-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                  | ALTICE FRANCE SA 5.125% 07/15/2029 144A                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   13538000 | PA      | $11423544.46   | 0.03%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.00% 10/41 #005280                                                                             | CUSIP: 36202F2M7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     125535 | PA      | $120050.76     | 0.00%             | 2042-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                           | SRI LANKA GOVT DEMOC SOCIA REP STEP 02/15/2038 144A                                                     | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    1125971 | PA      | $878257.38     | 0.00%             | 2038-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 11/40 #AE8447                                                                                | CUSIP: 31419KL52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5901 | PA      | $5826.35       | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                               | STATION CASINOS LLC 6.625% 03/15/2032 144A                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    2085000 | PA      | $2087858.54    | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                             | TIME WARNER CABLE LLC 7.3% 07/01/2038                                                                   | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   24672000 | PA      | $26291914.42   | 0.07%             | 2038-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032                                                       | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   34460000 | PA      | $29565940.49   | 0.08%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                             | OPEN TEXT CORPORATION 3.875% 12/01/2029 144A                                                            | CUSIP: 683715AD8<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |    2900000 | PA      | $2699039.57    | 0.01%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.0% 12/20/2042#MA0624                                                                          | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3244031 | PA      | $2935896.01    | 0.01%             | 2042-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FGLMC 30YR 3.5% 09/46#Q43176                                                                            | CUSIP: 3132WGQ67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     125379 | PA      | $113828.42     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP 6.75% 03/15/2032                                                                   | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1008863.61    | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL INC                                                        | ENLYTE TERM B 1LN 06/17/2031                                                                            | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    6159050 | PA      | $6134660.16    | 0.02%             | 2031-06-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SG COML MTG SECS TR 2020-COVE                                                     | SG COMMERCIAL MORTGAGE SECURITIES TRUST 2020-COVE F CSTR 03/15/2037 144A                                | CUSIP: 78397FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2364000 | PA      | $1844778.37    | 0.00%             | 2037-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 06/15/2043#AC9654                                                                        | CUSIP: 36179KWP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      36194 | PA      | $33545.44      | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 9/41 #AI9685                                                                                 | CUSIP: 3138APXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11655 | PA      | $11156.39      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                         | CONNECT FINCO SARL / CONNECT US FINCO LLC 9% 09/15/2029 144A                                            | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1515000 | PA      | $1443789.09    | 0.00%             | 2029-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                          | CLOUD SOFTWARE TERM B1 1LN 03/29/2029                                                                   | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   10455404 | PA      | $10422783.07   | 0.03%             | 2029-03-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                                                       | GPD COS INC 10.125% 04/01/2026 144A                                                                     | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2264466.22    | 0.01%             | 2026-04-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| MKS INC                                                                           | MKS INSTRUMENTS TERM B 1LN 08/17/2029                                                                   | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    3559063 | PA      | $3560842.73    | 0.01%             | 2029-08-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 1.5% 12/01/2040#RB5089                                                                        | CUSIP: 3133KYUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1131125 | PA      | $933959.50     | 0.00%             | 2040-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                      | DNB BANK ASA 0.25%/VAR 02/23/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |    1600000 | PA      | $1698342.52    | 0.00%             | 2029-02-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 10/01/2051#QC9113                                                                          | CUSIP: 3133AUDS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2265955 | PA      | $1793635.85    | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#741836                                                                        | CUSIP: 31402YEH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61343 | PA      | $60738.71      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 3110 OP PO 0% 9/35                                                                                  | CUSIP: 31396HU49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       6552 | PA      | $6458.04       | 0.00%             | 2035-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                                | POLAND REPUBLIC OF 5.5% 04/04/2053                                                                      | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     585000 | PA      | $531911.25     | 0.00%             | 2053-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA CENT CLO 29 LTD / COLUMBIA CENT CLO 29 CORP                              | COLUMBIA CENT CLO 29 LTD / COLUMBIA CENT CLO 29 CORP AR TSFR3M+143.161 10/20/2034 144A                  | CUSIP: 197363AU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   23751000 | PA      | $23727177.75   | 0.06%             | 2034-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | BOAM SWAP REC 3.63 10/30/25                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |  -19000000 | NC      | $-257269.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 8/33 #620547                                                                                 | CUSIP: 36290XL40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3303 | PA      | $3316.15       | 0.00%             | 2033-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                          | VIRGIN MEDIA FINANCE PLC 5% 07/15/2030 144A                                                             | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     805000 | PA      | $729990.53     | 0.00%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/31 #560426                                                                                 | CUSIP: 36213PSP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        120 | PA      | $120.04        | 0.00%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                           | EIG PEARL HOLDINGS SARL 3.545% 08/31/2036 144A                                                          | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    5032700 | PA      | $4425630.57    | 0.01%             | 2036-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 06/01/2041#FM7891                                                                          | CUSIP: 3140XBXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     828443 | PA      | $706744.35     | 0.00%             | 2041-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 06/01/2041#                                                                              | CUSIP: 3132GET67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42059 | PA      | $41317.46      | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                   | GOAT HOLDCO LLC 6.75% 02/01/2032 144A                                                                   | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3292259.23    | 0.01%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 03/01/2033#G18681                                                                          | CUSIP: 3128MMXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      55876 | PA      | $53933.68      | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.0% 03/01/2041#A97686                                                                        | CUSIP: 312946RF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6471 | PA      | $6510.08       | 0.00%             | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CZ030008 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    4100000 | NC      | $313385.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPGN 2022-TFLM MTG TR                                                             | SPGN 2022-TFLM C TSFR1M+265 02/15/2039 144A                                                             | CUSIP: 78473HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3962000 | PA      | $3843619.80    | 0.01%             | 2039-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 9/31 #564867                                                                                 | CUSIP: 36213UQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        100 | PA      | $102.93        | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 TR                                                                   | AASET 2019-2 TR 3.376% 10/16/2039 144A                                                                  | CUSIP: 00038RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7073178 | PA      | $6861062.28    | 0.02%             | 2039-10-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                             | CANADA GOVERNMENT OF 1.5% 12/01/2031                                                                    | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1600000 | PA      | $1064785.75    | 0.00%             | 2031-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                         | PROSUS NV 4.193% 01/19/2032 144A                                                                        | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     720000 | PA      | $654412.46     | 0.00%             | 2032-01-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                  | CSN RESOURCES SA 8.875% 12/05/2030 144A                                                                 | CUSIP: 12644VAF5<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    1185000 | PA      | $1157875.35    | 0.00%             | 2030-12-05      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SIG COMBIBLOC PURCHASECO SARL                                                     | SIG COMBIBLOC PURCHASECO SARL 3.75% 03/19/2030 REGS                                                     | CUSIP: N/A<br>LEI: 549300Q95MWZB4BXB866       | Long             | DBT              | CORP              | LU        |    1100000 | PA      | $1267156.64    | 0.00%             | 2030-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                 | GHANA REPUBLIC OF STEP 07/03/2035 144A                                                                  | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    1136500 | PA      | $838168.75     | 0.00%             | 2035-07-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 02/01/2035#FM2502                                                                        | CUSIP: 3140X5X81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2526999 | PA      | $2362344.62    | 0.01%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                           | BX COML MTG TR 2023-XL3 D TSFR1M+358.88 12/09/2040 144A                                                 | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1967592 | PA      | $1973126.07    | 0.01%             | 2040-12-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 10/25 #324623                                                                                | CUSIP: 31374USL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         10 | PA      | $9.64          | 0.00%             | 2025-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES XLI CLO LTD / ARES XLI CLO LLC                                               | ARES XLI CLO LTD / ARES XLI CLO LLC AR2 TSFR3M+133.161 04/15/2034 144A                                  | CUSIP: 04016DAS4<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | KY        |   27448000 | PA      | $27460653.53   | 0.07%             | 2034-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2020-5058 BE 3% 11/25/2050                                               | CUSIP: 3137F8AX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    5512857 | PA      | $4630696.70    | 0.01%             | 2050-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 1.5% 01/01/2041#MA4231                                                                        | CUSIP: 31418DVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2282116 | PA      | $1882825.04    | 0.00%             | 2041-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO LTD                                                                   | ALLEGRO CLO LTD A TSFR3M+140.161 07/20/2034 144A                                                        | CUSIP: 01750WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18308000 | PA      | $18317227.23   | 0.05%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.0% 12/20/44#MA2446                                                                            | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     944873 | PA      | $896423.66     | 0.00%             | 2044-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADVANCION HOLDINGS LLC                                                            | ANGUS CHEMICAL TERM B 1LN 11/24/2027                                                                    | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    3076411 | PA      | $2991041.01    | 0.01%             | 2027-11-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 4% 04/47#784304                                                                                 | CUSIP: 3622A2X98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1956995 | PA      | $1817822.43    | 0.00%             | 2047-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-IND                                                                 | BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A                                                          | CUSIP: 05609WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11697700 | PA      | $11697699.99   | 0.03%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ENERGY TRANSFER LP 7.375% 02/01/2031 144A                                                               | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1775203.37    | 0.00%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                 | GLOBAL PARTNERS LP / GLP FIN CORP 7% 08/01/2027                                                         | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5604000 | PA      | $5617645.74    | 0.01%             | 2027-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 07/01/2044#G61831                                                                          | CUSIP: 31335CA87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     795861 | PA      | $759687.41     | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA PLC                                                       | PRUDENTIAL FUNDING ASIA PLC T5Y+NA 11/03/2033 REGS                                                      | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |   11200000 | PA      | $10345518.40   | 0.03%             | 2033-11-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 11/15/2042#AB9211                                                                        | CUSIP: 36178WGU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     391825 | PA      | $363156.44     | 0.00%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                                                              | ICON TERM B 1LN 07/03/2028                                                                              | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | LON              | CORP              | LU        |     445405 | PA      | $446630.12     | 0.00%             | 2028-07-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 10/20/2043#MA1375                                                                          | CUSIP: 36179NQ43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      42286 | PA      | $38846.38      | 0.00%             | 2043-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/39 #726316                                                                                 | CUSIP: 3620AC3Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5834 | PA      | $5861.77       | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                     | ABU DHABI NATL ENERGY CO PJSC 4% 10/03/2049 144A                                                        | CUSIP: 00388WAH4<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    1960000 | PA      | $1468784.80    | 0.00%             | 2049-10-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.50% 7/40 #004746                                                                              | CUSIP: 36202FHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      63713 | PA      | $62682.42      | 0.00%             | 2040-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 7/29 #492695                                                                                 | CUSIP: 31382UKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        160 | PA      | $166.83        | 0.00%             | 2029-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 11/27 #190289                                                                                | CUSIP: 31368HKA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        100 | PA      | $103.81        | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 1.5% 12/01/2040#MA4202                                                                        | CUSIP: 31418DU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3406060 | PA      | $2812427.53    | 0.01%             | 2040-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 12/01/2034#CA4890                                                                          | CUSIP: 3140QCNG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     283905 | PA      | $270898.14     | 0.00%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 12/01/2032#MA3217                                                                        | CUSIP: 31418CSF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83186 | PA      | $79223.14      | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 8/27 #393409                                                                                 | CUSIP: 31378BAJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        127 | PA      | $129.63        | 0.00%             | 2027-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MUELLER WTR PRODS INC                                                             | MUELLER WTR PRODS INC 4% 06/15/2029 144A                                                                | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1389900.14    | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 8/33 #C01614                                                                                 | CUSIP: 31292HYK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8126 | PA      | $8059.54       | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 2.5% 08/20/2051#785564                                                                          | CUSIP: 3622ABB92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10965393 | PA      | $9111809.52    | 0.02%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 04/20/2043#MA0934                                                                          | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     259592 | PA      | $239391.09     | 0.00%             | 2043-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 04/15/2043#783836                                                                        | CUSIP: 3622A2HM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     651481 | PA      | $605616.36     | 0.00%             | 2043-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2047#BH9459                                                                        | CUSIP: 3140GYQM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10663 | PA      | $10222.35      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 12/46#BC9077                                                                             | CUSIP: 3140F5CP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     748260 | PA      | $678431.77     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 7/39 #AC1585                                                                                 | CUSIP: 31417KXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6921 | PA      | $6812.03       | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 9/25 #322438                                                                                 | CUSIP: 31374SEK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         12 | PA      | $11.96         | 0.00%             | 2025-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 7/40 #739184                                                                                 | CUSIP: 3620ATFZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6493 | PA      | $6376.99       | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                          | BASS PRO TERM B 1LN 01/23/2032                                                                          | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   60000597 | PA      | $59430591.79   | 0.15%             | 2032-01-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                   | MASTERBRAND INC 7% 07/15/2032 144A                                                                      | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1128611.65    | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                           | BX COML MTG TR 2024-XL5 C TSFR1M+194.087 03/15/2039 144A                                                | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13441674 | PA      | $13450075.34   | 0.03%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                                                          | GOLDEN ENTERTAINMENT TERM B 1LN 05/26/2030                                                              | CUSIP: 38101JAE6<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | LON              | CORP              | US        |    4377038 | PA      | $4377037.50    | 0.01%             | 2030-05-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 07/01/2033#                                                                                | CUSIP: 31283HYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7488 | PA      | $7768.23       | 0.00%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 5/27 #369318                                                                                 | CUSIP: 31376YG34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         75 | PA      | $76.08         | 0.00%             | 2027-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/32 #781469                                                                                 | CUSIP: 36225BT24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        195 | PA      | $199.88        | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SENEGAL REPUBLIC OF                                                               | SENEGAL REPUBLIC OF 6.25% 05/23/2033 144A                                                               | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    4120000 | PA      | $2953545.60    | 0.01%             | 2033-05-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2.5% 07/01/2036#SB0535                                                                        | CUSIP: 3132CWSY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2935111 | PA      | $2724602.89    | 0.01%             | 2036-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#727139                                                                        | CUSIP: 31402EZC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36661 | PA      | $36317.12      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEXION INC                                                                        | HEXION TERM 2LN 03/15/2030                                                                              | CUSIP: 42829JAB5<br>LEI: 54930030FZF8HYAEHM46 | Long             | LON              | CORP              | US        |    1281176 | PA      | $1230326.58    | 0.00%             | 2030-03-15      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                    | COX MEDIA GROUP TERM B2 1LN 06/18/2029                                                                  | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   14133144 | PA      | $13391154.11   | 0.03%             | 2029-06-18      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 10/28 #457547                                                                                | CUSIP: 31381DHY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         91 | PA      | $91.23         | 0.00%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 11/01/2046#AL9547                                                                          | CUSIP: 3138ERTD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1294868 | PA      | $1141534.79    | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                         | ONEOK INC 4.25% 09/24/2027                                                                              | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    8535000 | PA      | $8479112.65    | 0.02%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 7/41 #Q02385                                                                                 | CUSIP: 3132GFUJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2870 | PA      | $2824.05       | 0.00%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 7/32 #545813                                                                                 | CUSIP: 31385JK23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        197 | PA      | $206.91        | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                          | COREBRIDGE FINANCIAL INC 3.9% 04/05/2032                                                                | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   11788000 | PA      | $10850566.73   | 0.03%             | 2032-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WFRBS COML MTG TR 2011-C4                                                         | WFRBS 2011-C4 E 5.248784% 6/44                                                                          | CUSIP: 92936CAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     335432 | PA      | $312958.06     | 0.00%             | 2044-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 COML MTG TR                                                         | CSAIL 2017-C8 C COML MTG TR 4.264798% 06/15/2050                                                        | CUSIP: 12595BAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2305000 | PA      | $1979882.75    | 0.01%             | 2050-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2020-C7                                                              | BBCMS MTG TR 2020-C7 CSTR 04/15/2053                                                                    | CUSIP: 05492VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     817000 | PA      | $688459.84     | 0.00%             | 2053-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 03/01/2039#AB0051                                                                        | CUSIP: 31416VBV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94810 | PA      | $93858.62      | 0.00%             | 2039-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                             | AMERICAN AIRLINES TERM B 1LN 06/04/2029                                                                 | CUSIP: N/A<br>LEI: IWUQB36BXD6OWD6X4T14       | Long             | LON              | CORP              | US        |    2173050 | PA      | $2142257.88    | 0.01%             | 2029-06-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2% 10/01/2035#BK5705                                                                          | CUSIP: 3140HKKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4179525 | PA      | $3802998.57    | 0.01%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII 15YR 3% 09/20/2031#MA3913                                                                          | CUSIP: 36179SK22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     120703 | PA      | $116919.94     | 0.00%             | 2031-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CGMS COMMERCIAL MORTGAGE TRUST 2017-B1                                            | CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 3.458% 08/15/2050                                                | CUSIP: 17326CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1360611.98    | 0.00%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.0% 11/20/2045#MA3245                                                                          | CUSIP: 36179RTA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2548 | PA      | $2387.41       | 0.00%             | 2045-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 10/35 #835485                                                                                | CUSIP: 31407NF24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5637 | PA      | $5891.18       | 0.00%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/28 #780777                                                                                 | CUSIP: 36225A2J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         93 | PA      | $94.48         | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 22-15 GC 3% 01/25/2047                                                   | CUSIP: 3136BMHY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3700557 | PA      | $3426149.06    | 0.01%             | 2047-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 6/40 #733737                                                                                 | CUSIP: 3620AMEJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6304 | PA      | $6194.99       | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 08/01/2031#BC2778                                                                        | CUSIP: 3140EXCQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2576317 | PA      | $2473090.09    | 0.01%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 7/41 #769093                                                                                 | CUSIP: 36176LGA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14182 | PA      | $13589.21      | 0.00%             | 2041-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS 2016-ETC MTG TR                                                             | BBCMS 2016-ETC D CSTR 08/14/36 144A                                                                     | CUSIP: 05491LAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     868000 | PA      | $790361.83     | 0.00%             | 2036-08-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 01/01/2051#MA4237                                                                          | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9930262 | PA      | $7773491.20    | 0.02%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 9/39 #724340                                                                                 | CUSIP: 3620AAV96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14344 | PA      | $14103.79      | 0.00%             | 2039-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 10/01/2051#FS1133                                                                          | CUSIP: 3140XGHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29316517 | PA      | $27204311.90   | 0.07%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 6/34 #779118                                                                                 | CUSIP: 31404USF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4476 | PA      | $4426.96       | 0.00%             | 2034-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 3.5% 03/43 #AR8173                                                                                 | CUSIP: 3138W6CK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     220434 | PA      | $203556.98     | 0.00%             | 2043-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 11/01/2042#Q13653                                                                        | CUSIP: 3132HQBW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      55802 | PA      | $53038.65      | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS US HOLDINGS INC                                            | AXALTA COATING TERM B 1LN 12/20/2029                                                                    | CUSIP: 90347BAP3<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    1005971 | PA      | $1007650.68    | 0.00%             | 2029-12-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION B.V.                                                    | YINSON BORONIA PRODUCTION B.V. 8.947% 07/31/2042 144A                                                   | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    3669348 | PA      | $3819865.04    | 0.01%             | 2042-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 10/26 #442063                                                                                | CUSIP: 36207UB80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        127 | PA      | $127.58        | 0.00%             | 2026-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT                       | HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT 0.625% 09/16/2028 REGS                      | CUSIP: N/A<br>LEI: 969500I3QVK40XEORU25       | Long             | DBT              | CORP              | FR        |    1900000 | PA      | $1960653.84    | 0.01%             | 2028-09-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                    | CMG MEDIA CORP 8.875% 06/18/2029 144A                                                                   | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1150000.00    | 0.00%             | 2029-06-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                  | GMF FLOORPLAN OWNER REVOLVING TR 4.73% 11/15/2029 144A                                                  | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18730000 | PA      | $18840688.68   | 0.05%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 11/15/2033#622161                                                                        | CUSIP: 36291AFA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7185 | PA      | $7218.99       | 0.00%             | 2033-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.0% 10/01/2042#C04268                                                                        | CUSIP: 31292LW50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      69293 | PA      | $62272.74      | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TR VII                                                   | WILLIS ENGINE STRUCTURED TR VII 23-A A 8% 10/15/2048 144A                                               | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10137785 | PA      | $10351551.51   | 0.03%             | 2048-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-5C33                                                            | BBCMS MTG TR 2025-5C33 D 6.8473% 03/15/2058 144A                                                        | CUSIP: 072924AN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1385000 | PA      | $1316402.75    | 0.00%             | 2058-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 02/01/2046#G60481                                                                        | CUSIP: 31335ARA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2053709 | PA      | $1872211.70    | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 01/01/2048#CA0990                                                                        | CUSIP: 3140Q8C45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3418487 | PA      | $3108016.14    | 0.01%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2.5% 08/01/2041#QK0985                                                                        | CUSIP: 3133D4CW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     777164 | PA      | $684238.78     | 0.00%             | 2041-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 12/01/2051#RA6510                                                                          | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11242732 | PA      | $8878197.79    | 0.02%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 12/01/2051#CB2350                                                                          | CUSIP: 3140QMTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8494586 | PA      | $6678832.21    | 0.02%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                               | HUNGARY REPUBLIC OF 5.5% 06/16/2034 144A                                                                | CUSIP: 445545AQ9<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    1745000 | PA      | $1689927.80    | 0.00%             | 2034-06-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 06/47#Q48876                                                                             | CUSIP: 3132WN2J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     462616 | PA      | $445532.50     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                              | COLOMBIA REPUBLIC OF 6.125% 01/18/2041                                                                  | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     105000 | PA      | $84630.00      | 0.00%             | 2041-01-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 01/01/2047#BE5530                                                                        | CUSIP: 3140FREC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70581 | PA      | $63928.57      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 8/28 #251975                                                                                 | CUSIP: 31371G2G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        110 | PA      | $113.01        | 0.00%             | 2028-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                        | ADVANCED DRAIN SYS INC DEL 6.375% 06/15/2030 144A                                                       | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     205000 | PA      | $207514.74     | 0.00%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 11/34 #A28446                                                                                | CUSIP: 31297GL33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        128 | PA      | $128.79        | 0.00%             | 2034-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                    | OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029                                                        | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   39642000 | PA      | $37299052.75   | 0.10%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 04/01/2029#                                                                                | CUSIP: 31293PFU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         23 | PA      | $23.64         | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                | CENOVUS ENERGY INC 6.75% 11/15/2039                                                                     | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     969000 | PA      | $1020645.66    | 0.00%             | 2039-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 08/01/2033#736148                                                                        | CUSIP: 31402RZM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47176 | PA      | $46740.71      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                              | DUKE ENERGY CORP NEW 2.45% 06/01/2030                                                                   | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   10750000 | PA      | $9657429.23    | 0.02%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 9/41 #772060                                                                                 | CUSIP: 36176PQM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19857 | PA      | $19034.82      | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 02/01/2043#AR5858                                                                        | CUSIP: 3138W3QL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     145391 | PA      | $130530.07     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2019-GC39                                                          | GS MTG SECS TR 2019-GC39 D 3% 05/10/2052 144A                                                           | CUSIP: 36260JAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1176000 | PA      | $868874.43     | 0.00%             | 2052-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2007-57 SA 4062-6*1ML 6/37                                                                          | CUSIP: 31396WJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      22546 | PA      | $27846.58      | 0.00%             | 2037-06-25      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 07/01/2029#                                                                                | CUSIP: 31292G4T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        339 | PA      | $345.43        | 0.00%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 11/01/2050#SD8106                                                                          | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34919012 | PA      | $27356716.95   | 0.07%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 1/28 #415853                                                                                 | CUSIP: 31379C5N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         70 | PA      | $71.44         | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/28 #450333                                                                                 | CUSIP: 36208GHJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         53 | PA      | $53.37         | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                    | BRASKEM NETHERLANDS FIN BV 8.5% 01/12/2031 144A                                                         | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1285000 | PA      | $1230516.00    | 0.00%             | 2031-01-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 04/45#Q32820                                                                               | CUSIP: 3132QPD27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6154 | PA      | $5464.12       | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 8.00% 8/30 #C01034                                                                                 | CUSIP: 31292HEF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         21 | PA      | $21.54         | 0.00%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 5.5% 07/01/2053#RA9373                                                                        | CUSIP: 3133KRMW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12142651 | PA      | $12131022.70   | 0.03%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2.5% 11/01/2032#G18665                                                                        | CUSIP: 3128MMW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     121475 | PA      | $115860.88     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | LEVEL 3 FINANCING INC 3.875% 10/15/2030 144A                                                            | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1571262.50    | 0.00%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                  | EXXON MOBIL CORP                                                                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      22714 | NS      | $2323642.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 05/01/2052#BU8845                                                                        | CUSIP: 3140MAZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     145474 | PA      | $129397.92     | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 7/40 #745228                                                                                 | CUSIP: 3620C04M7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     162418 | PA      | $159622.24     | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 6% 06/01/2055 #TBA                                                                              | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  322800000 | PA      | $325935291.84  | 0.84%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 11/27 #251286                                                                                | CUSIP: 31371GCX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         63 | PA      | $65.21         | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 05/01/2041#FM7587                                                                        | CUSIP: 3140XBND8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1405456 | PA      | $1240047.55    | 0.00%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                         | SAUDI ARABIAN OIL COMPANY 3.5% 04/16/2029 144A                                                          | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    3740000 | PA      | $3573383.00    | 0.01%             | 2029-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2020-1 LTD                                                        | EATON VANCE CLO 2020-1 LTD ARR TSFR3M+139 10/15/2037 144A                                               | CUSIP: 278300AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   27944000 | PA      | $27970071.75   | 0.07%             | 2037-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 2% 11/15/2041                                                               | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  199600000 | PA      | $134519483.88  | 0.35%             | 2041-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TCP SUNBELT ACQUISITION CO                                                        | SUNBELT SOLOMON TERM B 1LN 10/24/2031                                                                   | CUSIP: 87233DAB3<br>LEI: 549300P5GYKSLPTV1Y23 | Long             | LON              | CORP              | US        |    2598488 | PA      | $2593628.33    | 0.01%             | 2031-10-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | USTN TII 2.375% 02/15/2055                                                                              | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32450000 | PA      | $31290494.49   | 0.08%             | 2055-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 1/28 #414333                                                                                 | CUSIP: 31379BHJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         77 | PA      | $78.67         | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 9/28 #465349                                                                                 | CUSIP: 36208Y5J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        175 | PA      | $177.52        | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 1.5% 04/01/2041#QK0705                                                                        | CUSIP: 3133D3YA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7438145 | PA      | $6128118.60    | 0.02%             | 2041-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                | TURKEY REPUBLIC OF 7.25% 05/29/2032                                                                     | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     815000 | PA      | $800778.25     | 0.00%             | 2032-05-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 09/01/2051#QC7496                                                                          | CUSIP: 3133ASKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     563248 | PA      | $483965.09     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 11/01/2051#FS0965                                                                          | CUSIP: 3140XGCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3552257 | PA      | $2770745.62    | 0.01%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/32 #581406                                                                                 | CUSIP: 36201E3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        219 | PA      | $225.84        | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 7/39 #703035                                                                                 | CUSIP: 36296WBC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31115 | PA      | $29916.25      | 0.00%             | 2039-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                             | TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030                                                          | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3952000 | PA      | $3682401.20    | 0.01%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 1.5% 09/01/2051#FS2529                                                                        | CUSIP: 3140XHY35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11523779 | PA      | $8516398.92    | 0.02%             | 2051-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.5% 11/15/2033                                                                               | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  511765000 | PA      | $519401495.92  | 1.33%             | 2033-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 01/01/2052#CB2695                                                                          | CUSIP: 3140QM7H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     826532 | PA      | $771437.62     | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                             | MINERAL RESOURCES LTD 8.5% 05/01/2030 144A                                                              | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    3100000 | PA      | $3070545.66    | 0.01%             | 2030-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                       | BOSTON PPTYS LTD PARTNERSHIP 4.5% 12/01/2028                                                            | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   12665000 | PA      | $12483887.59   | 0.03%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    1820000 | NC      | $310308.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT TR 2024-EXTR                                                                  | EQT TR 2024-EXTR VAR 07/05/2041 144A                                                                    | CUSIP: 29439DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1614000 | PA      | $1629539.27    | 0.00%             | 2041-07-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                  | WHEELS FLEET LEASE FUNDING 1 LLC 4.87% 06/21/2039 144A                                                  | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   15500000 | PA      | $15541902.70   | 0.04%             | 2039-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                             | JPMORGAN CHASE and CO 2.739%/VAR 10/15/2030                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9217985.20    | 0.02%             | 2030-10-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 09/01/2043#Q21605                                                                        | CUSIP: 3132JNYA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97645 | PA      | $92621.22      | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL   | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.9% 06/01/2052         | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2640268.08    | 0.01%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                                                          | ZELIS TERM B 1LN 11/26/2031                                                                             | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    4992488 | PA      | $4977659.81    | 0.01%             | 2031-11-26      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 7.5% 11/01/2031#                                                                              | CUSIP: 31298YTZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        251 | PA      | $268.18        | 0.00%             | 2031-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 3/38 #889219                                                                                 | CUSIP: 31410G4C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36784 | PA      | $38596.51      | 0.00%             | 2038-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                     | CITIGROUP INC 4.91%/VAR 05/24/2033                                                                      | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   98011000 | PA      | $96350598.59   | 0.25%             | 2033-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | CAPITAL ONE FINANCIAL CORP 4.1% 02/09/2027                                                              | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   11988000 | PA      | $11893484.33   | 0.03%             | 2027-02-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 08/01/2051#BT8865                                                                          | CUSIP: 3140LXZ73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     641616 | PA      | $551903.59     | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60                                    | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60 2.5% 08/15/2054 144A                                     | CUSIP: 95003DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     880000 | PA      | $649977.77     | 0.00%             | 2054-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                                       | BX 2021-LBA TSFR1M+311.448 02/15/2036 144A                                                              | CUSIP: 05609BBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1144302 | PA      | $1121415.71    | 0.00%             | 2036-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                         | AMERICAN ROCK SALT TERM 1ST OUT DD TL 1LN 6/9/2028                                                      | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |     176059 | PA      | $176059.05     | 0.00%             | 2028-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 12/01/2042#G61830                                                                          | CUSIP: 31335CA79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1060587 | PA      | $1010502.26    | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 12/01/2047#G61305                                                                          | CUSIP: 31335BNW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7079134 | PA      | $6613095.41    | 0.02%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 4% 09/15/2045                                                            | CUSIP: 3137BUF78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     545917 | PA      | $542028.31     | 0.00%             | 2045-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/29 #453080                                                                                 | CUSIP: 36208KJZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        209 | PA      | $213.26        | 0.00%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 06/20/2046#AS4297                                                                          | CUSIP: 36193NX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     257957 | PA      | $232319.74     | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                 | SOLERA TERM PIK TERM 2LN 06/04/2029                                                                     | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |    2110000 | PA      | $2027583.40    | 0.01%             | 2029-06-04      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                 | HSBC HOLDINGS PLC 4.787%/VAR 03/10/2032 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    3930000 | PA      | $4786701.26    | 0.01%             | 2032-03-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 12/01/2050#SD8115                                                                          | CUSIP: 3132DWAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11693828 | PA      | $10064252.53   | 0.03%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                        | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                                        | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1096820.24    | 0.00%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 5/28 #428795                                                                                 | CUSIP: 31379TKG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        142 | PA      | $145.46        | 0.00%             | 2028-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 9/35 #255951                                                                                 | CUSIP: 31371MH42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        411 | PA      | $433.08        | 0.00%             | 2035-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES LVIII CLO LTD / ARES LVIII CLO LLC                                           | ARES LVIII CLO LTD / ARES LVIII CLO LLC A1R2 TSFR3M+124 04/15/2038 144A                                 | CUSIP: 04018AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   23510000 | PA      | $23536754.38   | 0.06%             | 2038-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MFT TRUST                                                                         | MFT TRUST 3.392% 07/10/2039 144A                                                                        | CUSIP: 55316TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     707000 | PA      | $448300.92     | 0.00%             | 2040-08-10      | Variable      | 0.03%                 | No            |                  3 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 8/39 #698474                                                                                 | CUSIP: 36296Q6K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     430135 | PA      | $423095.34     | 0.00%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                                 | REWORLD HOLDING CORP TERM C 1LN 11/30/2028                                                              | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     142830 | PA      | $142920.38     | 0.00%             | 2028-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO INC                                                        | STANDARDAERO TERM B1 1LN 10/31/2031                                                                     | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    3027834 | PA      | $3025502.23    | 0.01%             | 2031-10-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 5/40 #A92286                                                                                 | CUSIP: 312940RF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5137 | PA      | $5060.85       | 0.00%             | 2040-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 8/41 #Q02511                                                                                 | CUSIP: 3132GFYG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18385 | PA      | $18104.13      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 04/20/46#AS7319                                                                            | CUSIP: 36193TDY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      75691 | PA      | $68239.51      | 0.00%             | 2046-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP2                                                                | SREIT TR 2021-MFP2 TSFR1M+402.998 55 11/15/2036 144A                                                    | CUSIP: 85236WCU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3205000 | PA      | $3169412.00    | 0.01%             | 2036-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 5/39 #G05457                                                                                 | CUSIP: 3128M7ME3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     129964 | PA      | $128197.44     | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                    | BRANDYWINE OPER PARTNERSHIP LP 3.95% 11/15/2027                                                         | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   14429000 | PA      | $13771083.77   | 0.04%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                | SERBIA REPUBLIC OF 6.5% 09/26/2033 144A                                                                 | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1650000 | PA      | $1702800.00    | 0.00%             | 2033-09-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORPORATION SAB DE CV                                               | ORBIA ADVANCE CORPORATION SAB DE CV 2.875% 05/11/2031 144A                                              | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    1525000 | PA      | $1256005.25    | 0.00%             | 2031-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MORGAN STANLEY 2.699%/VAR 01/22/2031                                                                    | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9122495.20    | 0.02%             | 2031-01-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 04/01/2029#                                                                                | CUSIP: 31293NPA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         78 | PA      | $78.82         | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 2/42 #AK2525                                                                                 | CUSIP: 3138E6YX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23864 | PA      | $22850.12      | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/39 #935520                                                                                 | CUSIP: 31412UYR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2742 | PA      | $2699.16       | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 02/01/2036#FM5367                                                                        | CUSIP: 3140X86D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     229184 | PA      | $202139.35     | 0.00%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                     | GOLDMAN SACHS GROUP INC (THE) 3.691%/VAR 06/05/2028                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  128004000 | PA      | $125664455.53  | 0.32%             | 2028-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 5/34 #776736                                                                                 | CUSIP: 31404R4V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18167 | PA      | $17970.43      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 2/40 #723727                                                                                 | CUSIP: 3620AAA40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20501 | PA      | $19698.52      | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020                                   | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020-COR7 D 1.75% 05/13/2053 144A                            | CUSIP: 46652JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     714000 | PA      | $366573.38     | 0.00%             | 2053-05-13      | Fixed         | 0.02%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 11/01/2051#CB2164                                                                          | CUSIP: 3140QMMN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12244364 | PA      | $10547635.94   | 0.03%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                          | SOUTH AFRICA REPUBLIC OF 4.85% 09/30/2029                                                               | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     620000 | PA      | $590395.00     | 0.00%             | 2029-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                               | INVERSIONES CMPC SA 3% 04/06/2031 144A                                                                  | CUSIP: 46128MAQ4<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    1080000 | PA      | $929556.00     | 0.00%             | 2031-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                              | COLOMBIA REPUBLIC OF 8.75% 11/14/2053                                                                   | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   11670000 | PA      | $11384085.00   | 0.03%             | 2053-11-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 3.5% 01/01/2032#C91417                                                                        | CUSIP: 3128P7SE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13753 | PA      | $13439.94      | 0.00%             | 2032-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                      | MEXICO UNITED MEXICAN STATES 2.659% 05/24/2031                                                          | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1235000 | PA      | $1052220.00    | 0.00%             | 2031-05-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2013-LC11                                       | JP MORGAN CH CMS 13-LC11 3.96% 04/15/2046                                                               | CUSIP: 46639YAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1025000 | PA      | $614364.50     | 0.00%             | 2046-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2011-4 PZ 5% 2/41                                                                                   | CUSIP: 31397QKY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     577591 | PA      | $572052.90     | 0.00%             | 2041-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                         | ELDORADO RESORTS TERM B 1LN 2/6/2030                                                                    | CUSIP: 12768EAG1<br>LEI: 5299000BKFWWVND5L441 | Long             | LON              | CORP              | US        |   14870000 | PA      | $14818847.20   | 0.04%             | 2030-02-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SK NEPTUNE HUSKY FINANCE SARL                                                     | HEUBACH GROUP TERM B 1LN 01/03/2029                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    1442974 | PA      | $44010.70      | 0.00%             | 2029-01-03      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 9/28 #490591                                                                                 | CUSIP: 36210E7C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         65 | PA      | $66.48         | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | US ULTRA BOND CBT FUT SEP25 WNU5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        113 | NC      | $344068.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 02/01/2055#CB9985                                                                          | CUSIP: 3140QWCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11886464 | PA      | $12217221.81   | 0.03%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 2.5% 08/20/2051#785575                                                                          | CUSIP: 3622ABCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6349609 | PA      | $5276275.05    | 0.01%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 11/40 #AE3764                                                                                | CUSIP: 31419EFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8700 | PA      | $8266.22       | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                     | AIRCASTLE LTD 5.25%/VAR PERP 144A                                                                       | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | BM        |    4937000 | PA      | $4902550.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 10/41 #AJ3485                                                                                | CUSIP: 3138AU2T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40511 | PA      | $38472.22      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 12/27 #405312                                                                                | CUSIP: 31378QGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        195 | PA      | $199.26        | 0.00%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 11/01/2051#SD8177                                                                          | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31342 | PA      | $24446.80      | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                       | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    6356000 | PA      | $6190313.06    | 0.02%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| OOREDOO INTERNATIONAL FINANCE LTD                                                 | OOREDOO INTL FIN LTD 2.625% 04/08/2031 144A                                                             | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    1280000 | PA      | $1135270.40    | 0.00%             | 2031-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 3/28 #492905                                                                                 | CUSIP: 31382UR24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          9 | PA      | $9.08          | 0.00%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 07/01/2051#                                                                              | CUSIP: 31418D2P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17332180 | PA      | $15476402.27   | 0.04%             | 2051-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/31 #545140                                                                                 | CUSIP: 36212VS59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1727 | PA      | $1774.21       | 0.00%             | 2031-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 12/01/2047#Q53017                                                                        | CUSIP: 3132XVK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     813446 | PA      | $781119.69     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 12/01/2052#BX4397                                                                          | CUSIP: 3140N83F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     345907 | PA      | $337110.66     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.0% 07/01/2041#Q02130                                                                        | CUSIP: 3132GFLK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5288 | PA      | $5319.60       | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 05/01/2034#775296                                                                        | CUSIP: 31404QKH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7070 | PA      | $6992.91       | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY MTG TR                                                           | INTOWN 2025-STAY E MTG TR TSFR1M+385 03/15/2042 144A                                                    | CUSIP: 46117WAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1417000 | PA      | $1409025.83    | 0.00%             | 2042-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 06/15/2043#AD5649                                                                        | CUSIP: 36180HH27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13589 | PA      | $12175.24      | 0.00%             | 2043-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                     | ENBW INTERNATIONAL FINANCE BV 3.75% 11/20/2035 REGS                                                     | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |    7050000 | PA      | $8021926.79    | 0.02%             | 2035-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GNR 2010-170 B 4% 12/40                                                                                 | CUSIP: 38377NRP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     500240 | PA      | $483830.49     | 0.00%             | 2040-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 07/01/2050#FM3742                                                                        | CUSIP: 3140X7EQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14368576 | PA      | $11932554.84   | 0.03%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                      | ARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A                                                      | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5357878 | PA      | $5385828.91    | 0.01%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 8/27 #397608                                                                                 | CUSIP: 31378FU94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         24 | PA      | $24.42         | 0.00%             | 2027-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2.5% 11/01/2041#QK1203                                                                        | CUSIP: 3133D4KQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1092739 | PA      | $958298.91     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                                      | COTIVITI TERM 1LN 3/26/2032                                                                             | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    1940000 | PA      | $1924635.20    | 0.00%             | 2032-03-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                         | EGYPT (ARAB) REPUBLIC OF 7.5% 02/16/2061 144A                                                           | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    3225000 | PA      | $2205061.50    | 0.01%             | 2061-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                            | OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3045000 | PA      | $2758917.99    | 0.01%             | 2031-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/30 #781130                                                                                 | CUSIP: 36225BHF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        139 | PA      | $141.33        | 0.00%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 3336 LI SOFR30A+646.552 6/37                                                                        | CUSIP: 31397J7J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     119672 | PA      | $13338.20      | 0.00%             | 2037-06-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 12/34 #A30136                                                                                | CUSIP: 31297KEH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1474 | PA      | $1484.99       | 0.00%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.50% 11/40 #004854                                                                             | CUSIP: 36202FMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      33178 | PA      | $32633.62      | 0.00%             | 2040-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 9/27 #313687                                                                                 | CUSIP: 31374GNC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        152 | PA      | $158.32        | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 07/01/2041#CB1069                                                                          | CUSIP: 3140QLFK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4224223 | PA      | $3591205.56    | 0.01%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/28 #433689                                                                                 | CUSIP: 36207JXS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        125 | PA      | $125.86        | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 2/27 #439497                                                                                 | CUSIP: 36207RGE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         74 | PA      | $74.55         | 0.00%             | 2027-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 11/01/2039#AC6492                                                                        | CUSIP: 31417TGA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13792 | PA      | $13564.32      | 0.00%             | 2039-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 04/01/2051#BR4435                                                                          | CUSIP: 3140L24V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32742 | PA      | $25609.94      | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/39 #722270                                                                                 | CUSIP: 3620A8MT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2886 | PA      | $2899.14       | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.50% 8/32 #C70220                                                                                 | CUSIP: 31287XG59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4190 | PA      | $4364.65       | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 06/01/2035#                                                                                | CUSIP: 3128MJB82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3982 | PA      | $4010.61       | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 08/01/2033#734073                                                                        | CUSIP: 31402NQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36059 | PA      | $35697.24      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | BOAM SWAP REC 3.95 04/29/30                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   28110000 | NC      | $991054.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 12/30 #532641                                                                                | CUSIP: 36212FWA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        639 | PA      | $656.63        | 0.00%             | 2030-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                              | PARAGUAY REPUBLIC OF 5.4% 03/30/2050 144A                                                               | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     930000 | PA      | $781241.85     | 0.00%             | 2050-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2432 FE SOFR30A+101.448 6/31                                                                        | CUSIP: 31339NNM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       4794 | PA      | $4810.26       | 0.00%             | 2031-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                             | INDONESIA REPUBLIC OF 4.1% 04/24/2028                                                                   | CUSIP: 455780CF1<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1955000 | PA      | $1943270.00    | 0.00%             | 2028-04-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 12/25/2054                                                      | CUSIP: 3136BTF81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    7462807 | PA      | $7453533.41    | 0.02%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 5/39 #713327                                                                                 | CUSIP: 36297JPL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31913 | PA      | $32064.10      | 0.00%             | 2039-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 09/01/2050#QB3199                                                                          | CUSIP: 3133A9RU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      75178 | PA      | $58990.75      | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                       | GEOPARK LTD 5.5% 01/17/2027 144A                                                                        | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    1720000 | PA      | $1631850.00    | 0.00%             | 2027-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 7.00% 7/29 #C47273                                                                                 | CUSIP: 31298GCJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23498 | PA      | $24510.28      | 0.00%             | 2029-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GNMA 13-149 MA 2.5% 5/20/40                                                                             | CUSIP: 38378UQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     918148 | PA      | $900152.33     | 0.00%             | 2040-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOHO CHINA ABS 2021                                                               | SOHO CHINA ABS 2021-SOHO D 2.78648% 08/10/2028 144A                                                     | CUSIP: 83410JAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1113000 | PA      | $667245.39     | 0.00%             | 2038-08-10      | Variable      | 0.03%                 | No            |                  3 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 11/15/2040#749935                                                                        | CUSIP: 3620C6EG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5142 | PA      | $4951.35       | 0.00%             | 2040-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 11/01/2046#BC9026                                                                          | CUSIP: 3140F5A45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1345686 | PA      | $1186334.85    | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                       | ALLIED UNIVERSAL TERM B 1LN 5/12/2028                                                                   | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   15084452 | PA      | $15098630.93   | 0.04%             | 2028-05-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                 | HSBC HOLDINGS PLC 4.856%/VAR 05/23/2033 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    5100000 | PA      | $6249080.42    | 0.02%             | 2033-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 9/28 #486540                                                                                 | CUSIP: 36210APZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         53 | PA      | $53.18         | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 1.75% 08/15/2041                                                            | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  208680000 | PA      | $135552332.29  | 0.35%             | 2041-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/28 #433788                                                                                 | CUSIP: 36207J2V4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         19 | PA      | $19.19         | 0.00%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SS and C TECHNOLOGIES INC                                                         | SS and C TECHNOLOGIES TERM B8 1LN 05/09/2031                                                            | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    5399746 | PA      | $5417295.04    | 0.01%             | 2031-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                        | VERIZON COMMUNICATIONS INC 2.55% 03/21/2031                                                             | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   21181000 | PA      | $18759949.64   | 0.05%             | 2031-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX 2021-VOLT                                                                      | BX 2021-VOLT G TSFR1M+296.448 09/15/2023 144A                                                           | CUSIP: 05609VAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6499000 | PA      | $6414719.02    | 0.02%             | 2036-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                          | CUSIP: 3137H5F77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1728193 | PA      | $1522343.15    | 0.00%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRIMA CAP CRE SECURITIZATION 2019-RK1 LTD/LLC                                     | PRIMA CAP CRE SECURITIZATION 2019-RK1 LTD/LLC BT 4.45% 04/15/2038 144A                                  | CUSIP: 74166GAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2000000 | PA      | $1918169.60    | 0.00%             | 2038-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                    | GLOBAL AIRCRAFT LEASING CO LTD 8.75% 09/01/2027 144A                                                    | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    3465000 | PA      | $3503929.90    | 0.01%             | 2027-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST 2019                                                           | CPT MORTGAGE TRUST 2019 CSTR 11/13/2039 144A                                                            | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1687000 | PA      | $1361559.99    | 0.00%             | 2039-11-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/40#AE6588                                                                               | CUSIP: 31419HKA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33176 | PA      | $31763.10      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                              | WRANGLER HOLDCO CORP 6.625% 04/01/2032 144A                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3855000 | PA      | $3975969.90    | 0.01%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.00% 8/37 #G06089                                                                                 | CUSIP: 3128M8C28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      84393 | PA      | $88399.96      | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 6/27 #418913                                                                                 | CUSIP: 36206RK21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         32 | PA      | $32.49         | 0.00%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 6.7% 02/16/2032                                                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   64277000 | PA      | $57392933.30   | 0.15%             | 2032-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                                                | CA MAGNUM HOLDINGS 5.375% 10/31/2026 144A                                                               | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    1985000 | PA      | $1960187.50    | 0.01%             | 2026-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 07/01/2033#709470                                                                          | CUSIP: 31401JFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82906 | PA      | $83337.34      | 0.00%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 04/01/2043#G07345                                                                        | CUSIP: 3128M9P63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1147385 | PA      | $1090455.84    | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 MTG TR                                                                | CD 2017-CD3 MTG TR CSTR 02/10/2050                                                                      | CUSIP: 12515GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1482000 | PA      | $675755.39     | 0.00%             | 2050-02-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2019-GC41                                                   | CITIGROUP COML MTG TR 2019-GC41 D 3% 08/10/2056 144A                                                    | CUSIP: 17328FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     378000 | PA      | $292944.71     | 0.00%             | 2056-08-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/39 #723320                                                                                 | CUSIP: 3620A9SH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2409 | PA      | $2420.36       | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE LTD                                                                 | CIMIC FINANCE LTD 1.5% 05/28/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |    3350000 | PA      | $3522606.57    | 0.01%             | 2029-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                            | CALUMET SPEC PROD PRT/FIN CORP 9.75% 07/15/2028 144A                                                    | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3780000 | PA      | $3643734.40    | 0.01%             | 2028-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2023-C20                                                     | BBCMS MORTGAGE TRUST 2023-C20 A5 5.576% 07/15/2056                                                      | CUSIP: 07336DAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1566000 | PA      | $1605335.73    | 0.00%             | 2056-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KNDR TR 2021-KIND                                                                 | KNDR 2021-KIND F TSFR1M+406.448 08/15/2026 144A                                                         | CUSIP: 482606AS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1968832 | PA      | $1916411.18    | 0.00%             | 2038-08-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 5/39 #A86399                                                                                 | CUSIP: 312933DC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17705 | PA      | $17470.73      | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                     | CARNIVAL CORP 5.75% 03/15/2030 144A                                                                     | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    4710000 | PA      | $4721048.44    | 0.01%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 11/41 #489862                                                                                | CUSIP: 36210EFB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     328780 | PA      | $315036.14     | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                          | FORD MTR CR CO LLC 6.86% 06/05/2026                                                                     | CUSIP: 345397C84<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $4889438.83    | 0.01%             | 2026-06-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                            | GSCM SWAP PAY 3.97 04/13/26                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |   -6700000 | NC      | $-184698.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN EQUIPMENT CORP                                                              | CROWN EQUIPMENT TERM B 1LN 10/10/2031                                                                   | CUSIP: 22834HAK4<br>LEI: V22E9B3P7BX1W5NNT053 | Long             | LON              | CORP              | US        |    1941675 | PA      | $1933578.22    | 0.00%             | 2031-10-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP                                   | LADDER CAP FIN HLDGS LLLP/CORP 5.25% 10/01/2025 144A                                                    | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $219725.04     | 0.00%             | 2025-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 11/01/2043#Q23023                                                                        | CUSIP: 3132M3AY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     372055 | PA      | $353102.12     | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 2/42 #Q06162                                                                                 | CUSIP: 3132GRFB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1118 | PA      | $1073.69       | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 06/47#Q48877                                                                               | CUSIP: 3132WN2K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4546460 | PA      | $4267045.14    | 0.01%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 4.25% 02/15/2054                                                            | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  555423000 | PA      | $496083861.70  | 1.27%             | 2054-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 11/27 #404846                                                                                | CUSIP: 31378PWF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         44 | PA      | $44.46         | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                        | ADIENT GLOBAL HOLDINGS LTD 7.5% 02/15/2033 144A                                                         | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    2319000 | PA      | $2302185.86    | 0.01%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                           | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.875% 07/15/2030 144A                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    2065000 | PA      | $2068923.97    | 0.01%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2.5% 06/20/2052#MA8097                                                                          | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3168342 | PA      | $2657025.10    | 0.01%             | 2052-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BN28                                                                    | BANK 2020-BN28 AS 2.14% 03/15/2063                                                                      | CUSIP: 06540YAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     639000 | PA      | $543859.16     | 0.00%             | 2063-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 08/01/2043#Q20763                                                                        | CUSIP: 3132JMZ44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42454 | PA      | $40465.02      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B18 MORTGAGE TRUST                                                 | BENCHMARK 2020-B18 MORTGAGE TRUST 4.534% 07/15/2053 144A                                                | CUSIP: 08163ABT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1995000 | PA      | $1950335.54    | 0.01%             | 2053-07-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                             | BX COMMERCIAL MORTGAGE TRUST 2019-IMC G TSFR1M+371.448 04/15/2034 144A                                  | CUSIP: 05608BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1533000 | PA      | $1469606.77    | 0.00%             | 2034-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2018-C9                                                           | UBS COML MTG TR 2018-C9 A4 4.117% 03/15/2051                                                            | CUSIP: 90291JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1953635.40    | 0.01%             | 2051-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                | DOMINICAN REPUBLIC 5.95% 01/25/2027 144A                                                                | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1881000 | PA      | $1891345.50    | 0.00%             | 2027-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 07/01/2040#                                                                              | CUSIP: 312941HS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2345 | PA      | $2309.49       | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 5/40 #736729                                                                                 | CUSIP: 3620AQPN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      95953 | PA      | $94315.62      | 0.00%             | 2040-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 4/26 #313275                                                                                 | CUSIP: 31374F6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         52 | PA      | $52.28         | 0.00%             | 2026-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                        | UNUM GROUP 4.046% 08/15/2041 144A                                                                       | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    1112000 | PA      | $866752.25     | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY451600 12/16/72 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    6120000 | NC      | $-11142.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | LEVEL 3 FINANCING INC 10% 10/15/2032 144A                                                               | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     490000 | PA      | $492500.32     | 0.00%             | 2032-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 7/40 #745196                                                                                 | CUSIP: 3620C03D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      65223 | PA      | $64076.49      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 08/01/2046#AL8990                                                                        | CUSIP: 3138ET7C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3437245 | PA      | $3126144.44    | 0.01%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP 6.625% 05/15/2029                                                                  | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    3410000 | PA      | $3448011.13    | 0.01%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 07/01/2051#CB1142                                                                          | CUSIP: 3140QLHU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8601508 | PA      | $7417642.24    | 0.02%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 2/35 #808051                                                                                 | CUSIP: 31406EWL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5650 | PA      | $5587.96       | 0.00%             | 2035-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                             | JPMORGAN CHASE and CO 3.761%/VAR 03/21/2034 REGS                                                        | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2721342.78    | 0.01%             | 2034-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                           | HCA INC 3.5% 09/01/2030                                                                                 | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   20891000 | PA      | $19485881.16   | 0.05%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2019                                                       | JPMDB COML MTG SECS TR 2019 2.5% 11/13/2052 144A                                                        | CUSIP: 48129RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     567000 | PA      | $272893.13     | 0.00%             | 2052-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                               | MSCS SWAP CY873248 04/17/65 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |    1670000 | NC      | $284733.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                  | TRINET GROUP INC 3.5% 03/01/2029 144A                                                                   | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    5175000 | PA      | $4782743.28    | 0.01%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 2/40 #737011                                                                                 | CUSIP: 3620AQYG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3981 | PA      | $3999.54       | 0.00%             | 2040-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.0% 04/01/2043#Q16915                                                                        | CUSIP: 3132J8DV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45275 | PA      | $40903.97      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WFCM 2022                                                                         | WFCM 2022 4% 04/15/2055                                                                                 | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1461000 | PA      | $1361106.61    | 0.00%             | 2055-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                       | STARWOOD PPTY TR INC 7.25% 04/01/2029 144A                                                              | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1294270.88    | 0.00%             | 2029-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                                               | CITYCON TREASURY BV 5.375% 07/08/2031 REGS                                                              | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1156171.96    | 0.00%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                               | CLYDESDALE ACQUISITION HOLDINGS INC 6.875% 01/15/2030 144A                                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2504703.50    | 0.01%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 12/01/2054#CB9668                                                                        | CUSIP: 3140QVW67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15236267 | PA      | $15116927.78   | 0.04%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                                 | TENCENT HLDGS LTD 2.39% 06/03/2030 144A                                                                 | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    1765000 | PA      | $1601525.70    | 0.00%             | 2030-06-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2.5% 03/01/2033#G18683                                                                        | CUSIP: 3128MMXM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     353091 | PA      | $335974.85     | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 7/27 #367516                                                                                 | CUSIP: 31376WGZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          4 | PA      | $4.44          | 0.00%             | 2027-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 01/01/2052#SD0856                                                                          | CUSIP: 3132DM5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1240789 | PA      | $967810.44     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                    | OMAN SULTANATE 6% 08/01/2029 144A                                                                       | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    1185000 | PA      | $1221071.40    | 0.00%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 8/30 #549602                                                                                 | CUSIP: 31385QRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        233 | PA      | $244.74        | 0.00%             | 2030-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 10/45#AY3962                                                                               | CUSIP: 3138YHML1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34288 | PA      | $32096.49      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 6/1/52#CB3785                                                                              | CUSIP: 3140QPF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6513968 | PA      | $6016658.08    | 0.02%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                        | UNUM GROUP 4% 06/15/2029                                                                                | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   15636000 | PA      | $15184636.53   | 0.04%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 1/29 #323500                                                                                 | CUSIP: 31374TKM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        119 | PA      | $124.12        | 0.00%             | 2029-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL5                                                           | BX COML MTG TR 2024-XL5 E TSFR1M+368.835 03/15/2039 144A                                                | CUSIP: 05612GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5152530 | PA      | $5123047.27    | 0.01%             | 2041-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 11/1/42 #Q13479                                                                            | CUSIP: 3132HP2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14313 | PA      | $12973.43      | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TR                                                                    | RLJ LODGING TR SER A PC 1.95% PERP                                                                      | CUSIP: 74965L200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      20725 | NS      | $513358.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIEMAE 30YR 2.5% 04/01/2052#FA0063                                                                   | CUSIP: 3140W0B95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5536048 | PA      | $4574986.58    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 04/01/2043#Q16749                                                                        | CUSIP: 3132J75K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16780 | PA      | $16122.18      | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LBA TR 2024-BOLT                                                                  | LBA TR 2024-BOLT TSFR1M+368.6 06/15/2026 144A                                                           | CUSIP: 50177BAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     860000 | PA      | $858925.00     | 0.00%             | 2039-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                        | KASEYA TERM 2LN 3/20/2033                                                                               | CUSIP: 48578AAE8<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    2460000 | PA      | $2451537.60    | 0.01%             | 2033-03-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                               | RED ROCK RESORTS TERM B 1LN 03/14/2031                                                                  | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    6899550 | PA      | $6896445.20    | 0.02%             | 2031-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2016-P4                                                     | CITIGROUP COML MTG TR 2016-P4 D CSTR 07/10/2049                                                         | CUSIP: 29429EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1707000 | PA      | $1363660.34    | 0.00%             | 2049-07-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KKR CLO 41 LTD                                                                    | KKR CLO 41 LTD A1 TSFR3M+133 04/15/2035 144A                                                            | CUSIP: 48255PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   31656000 | PA      | $31685345.11   | 0.08%             | 2035-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 10/30 #493519                                                                                | CUSIP: 36210JG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        390 | PA      | $397.74        | 0.00%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                                          | KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A                                                             | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5530000 | PA      | $5765009.13    | 0.01%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                              | COLOMBIA REPUBLIC OF 7.375% 04/25/2030                                                                  | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     935000 | PA      | $962956.50     | 0.00%             | 2030-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.00% 8/27 #780622                                                                                 | CUSIP: 36225AVP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         69 | PA      | $69.41         | 0.00%             | 2027-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                              | ROMANIA REPUBLIC OF 7.5% 02/10/2037 144A                                                                | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2112000 | PA      | $2120553.60    | 0.01%             | 2037-02-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 4/39 #713199                                                                                 | CUSIP: 36297JKL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4753 | PA      | $4775.70       | 0.00%             | 2039-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 11/25 #329280                                                                                | CUSIP: 31375AXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         29 | PA      | $28.85         | 0.00%             | 2025-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 7/32 #254379                                                                                 | CUSIP: 31371KQ87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        836 | PA      | $879.47        | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 12/41 #AJ4198                                                                                | CUSIP: 3138AVUY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101030 | PA      | $96258.01      | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                                  | OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A                                                          | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4167519 | PA      | $4179080.47    | 0.01%             | 2040-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055                                                       | CUSIP: 3136BUVN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   12476553 | PA      | $12439035.03   | 0.03%             | 2055-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA HOLDINGS LLC                                               | SCIL IV LLC / SCIL USA HOLDINGS LLC 5.375% 11/01/2026 144A                                              | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2313225.90    | 0.01%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JP INTERMEDIATE B LLC                                                             | JUICE PLUS+ TERM 11/20/2027                                                                             | CUSIP: 46650KAE1<br>LEI: 549300PC0CHCVUMNS121 | Long             | LON              | CORP              | US        |    3757762 | PA      | $112732.87     | 0.00%             | 2027-11-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SPA HOLDINGS 3 OY                                                                 | AHLSTROM TERM B 1LN 05/23/2030                                                                          | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |    3040000 | PA      | $3002000.00    | 0.01%             | 2030-05-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                              | EMIRATE OF ABU DHABI 3.875% 04/16/2050 144A                                                             | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    2400000 | PA      | $1805712.00    | 0.00%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MORGAN STANLEY 5.25%/VAR 04/21/2034                                                                     | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $44967446.10   | 0.12%             | 2034-04-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 11/31 #559443                                                                                | CUSIP: 36213NP42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        361 | PA      | $371.35        | 0.00%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG ENERGY INC 3.375% 02/15/2029 144A                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    3215000 | PA      | $3003471.33    | 0.01%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 10/01/2042#AB6723                                                                        | CUSIP: 31417DPH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50488 | PA      | $47992.21      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 03/01/2047#BE5550                                                                        | CUSIP: 3140FREY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108870 | PA      | $104543.83     | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                     | COREWEAVE INC 9.25% 06/01/2030 144A                                                                     | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    4045000 | PA      | $4040461.87    | 0.01%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 2/28 #433616                                                                                 | CUSIP: 36207JVH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        150 | PA      | $152.31        | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 10/01/2037#BM1951                                                                        | CUSIP: 3140J6EZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1090394 | PA      | $991047.64     | 0.00%             | 2037-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                  | SOCIETE GENERALE FRANCE 5.5%/VAR 04/13/2029 144A                                                        | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   22413000 | PA      | $22684042.65   | 0.06%             | 2029-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                   | CVS HEALTH CORP 3.625% 04/01/2027                                                                       | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7027000 | PA      | $6905311.82    | 0.02%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 8/33 #A12833                                                                                 | CUSIP: 31296MEE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5678 | PA      | $5716.50       | 0.00%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                            | OCP SA 5.125% 06/23/2051 144A                                                                           | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     880000 | PA      | $644325.00     | 0.00%             | 2051-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                                               | CITYCON TREASURY BV 5% 03/11/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |     800000 | PA      | $922594.00     | 0.00%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 11/25 #328609                                                                                | CUSIP: 31375AAJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          9 | PA      | $9.08          | 0.00%             | 2025-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 11/01/2043#AV0047                                                                        | CUSIP: 3138XBBR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6013 | PA      | $5871.11       | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 07/01/2035#                                                                                | CUSIP: 31297R4W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        255 | PA      | $256.53        | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 01/01/2049#ZA6269                                                                        | CUSIP: 31329P6E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      87333 | PA      | $83562.25      | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 12/01/2035#FM4701                                                                        | CUSIP: 3140X8GK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109227 | PA      | $96337.72      | 0.00%             | 2035-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 01/01/2052#RA6622                                                                        | CUSIP: 3133KNLB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3935664 | PA      | $3252430.69    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.25% 05/15/2035                                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1720000 | PA      | $1700650.00    | 0.00%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/32 #576466                                                                                 | CUSIP: 36200YMP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        167 | PA      | $171.45        | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GOVERNMENT NAT MTG AS REMIC PT 2014-5 A 3% 01/20/2044                                                   | CUSIP: 38376MAY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    1405268 | PA      | $1261604.15    | 0.00%             | 2044-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 11/01/2051#QD0399                                                                          | CUSIP: 3133AWNQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     724652 | PA      | $572245.60     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA GTD MTG PASS THRU CTF SOFR30A+115 02/25/2055                                                       | CUSIP: 3136BUWD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    5350152 | PA      | $5335649.78    | 0.01%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA SENIOR FINANCE II LLC                                                         | SBA COMMUNICATIONS TERM B 1LN 1/25/2031                                                                 | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |     898174 | PA      | $898784.98     | 0.00%             | 2031-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 01/01/2051#QB7708                                                                          | CUSIP: 3133AER55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     231226 | PA      | $181005.47     | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 6% 09/01/2039#SB1334                                                                          | CUSIP: 3132CXPT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13070693 | PA      | $13455647.02   | 0.03%             | 2039-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 12/01/2052#RA8291                                                                          | CUSIP: 3133KQF84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1519757 | PA      | $1488233.20    | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                             | SUBWAY FDG LLC ISSUER 5.914% 07/30/2054 144A                                                            | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30024125 | PA      | $29305212.34   | 0.08%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                 | GUATEMALA REP OF 6.6% 06/13/2036 144A                                                                   | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     835000 | PA      | $836670.00     | 0.00%             | 2036-06-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                           | JANE STREET GRP/JSG FIN 6.125% 11/01/2032 144A                                                          | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3793000 | PA      | $3799277.42    | 0.01%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/01/2040#AE8135                                                                          | CUSIP: 31419KBD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25829 | PA      | $24547.20      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2% 07/01/2055 #TBA                                                                              | CUSIP: 21H020675<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  167250000 | PA      | $134353497.15  | 0.35%             | 2055-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                     | BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A                                                   | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17666000 | PA      | $17677041.25   | 0.05%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                                              | PROLOGIS INTL FDG II SA 4.375% 07/01/2036 REGS                                                          | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |    1300000 | PA      | $1524740.56    | 0.00%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 01/01/2052#MA4512                                                                        | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2767282 | PA      | $2265260.92    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 11/33 #781769                                                                                | CUSIP: 36225B6E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2419 | PA      | $2429.12       | 0.00%             | 2033-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 03/01/2051#RA4749                                                                        | CUSIP: 3133KLH26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12165548 | PA      | $10019385.73   | 0.03%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 9/41 #AH4609                                                                                 | CUSIP: 3138A6DP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4793 | PA      | $4567.80       | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                          | COREBRIDGE FINANCIAL INC 4.35% 04/05/2042                                                               | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    2681000 | PA      | $2197950.61    | 0.01%             | 2042-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 2/40 #A91160                                                                                 | CUSIP: 312939JD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6582 | PA      | $6487.90       | 0.00%             | 2040-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EP ENERGY CORP                                                                    | EP ENERGY CORP ESCROW                                                                                   | CUSIP: N/A<br>LEI: 549300Z6HPQS1H5IYQ07       | Long             | EC               | CORP              | US        |       6556 | NS      | $8850.60       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 12/01/2041#AJ8338                                                                        | CUSIP: 3138E1HQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1732 | PA      | $1610.05       | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 1/27 #368817                                                                                 | CUSIP: 31376XVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        754 | PA      | $763.03        | 0.00%             | 2027-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2022-GC48                                                   | CITIGROUP COML MTG TR 2022-GC48 2.5% 06/15/2055 144A                                                    | CUSIP: 29426VAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1806000 | PA      | $1215574.89    | 0.00%             | 2055-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 02/01/2041#A96822                                                                          | CUSIP: 312945SK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     571449 | PA      | $544575.71     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                      | OT MIDCO INC 10% 02/15/2030 144A                                                                        | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5490000 | PA      | $4573834.29    | 0.01%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 8/33 #G01584                                                                                 | CUSIP: 31283HXM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1711 | PA      | $1722.22       | 0.00%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 7.00% 8/26 #256430                                                                            | CUSIP: 31371MY35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1090 | PA      | $1095.72       | 0.00%             | 2026-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/32 #584361                                                                                 | CUSIP: 36201JFA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        342 | PA      | $349.64        | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                               | SELECT MEDICAL CORP 6.25% 12/01/2032 144A                                                               | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    4555000 | PA      | $4514234.98    | 0.01%             | 2032-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 02/01/2044#AV5017                                                                        | CUSIP: 3138XGSF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      80493 | PA      | $76160.53      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 04/48#CA1564                                                                             | CUSIP: 3140Q8W27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     289347 | PA      | $277124.23     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 03/01/2033#BM4614                                                                          | CUSIP: 3140J9DU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     857502 | PA      | $829898.72     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIGITALBRIDGE ISSUER LLC / DIGITALBRIDGE CO-ISSUER LLC                            | DIGITALBRIDGE ISSUER LLC / DIGITALBRIDGE CO-ISSUER LLC 3.933% 09/25/2051 144A                           | CUSIP: 25402JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     994000 | PA      | $965969.20     | 0.00%             | 2051-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 21 LTD / AIMCO CLO 21 LLC                                               | AIMCO CLO 21 LTD / AIMCO CLO 21 LLC A1 TSFR3M+150 04/18/2037 144A                                       | CUSIP: 00901WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   18984000 | PA      | $19040154.67   | 0.05%             | 2037-04-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 6/40 #704995                                                                                 | CUSIP: 36296YGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10197 | PA      | $10242.36      | 0.00%             | 2040-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                 | MDGH GMTN RSC LTD 4.375% 11/22/2033 144A                                                                | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     870000 | PA      | $821976.00     | 0.00%             | 2033-11-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 6/41 #768770                                                                                 | CUSIP: 36176K2B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24762 | PA      | $23731.44      | 0.00%             | 2041-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                      | NOVELIS CORP 3.875% 08/15/2031 144A                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     955000 | PA      | $849026.71     | 0.00%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                      | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 03/01/2027 144A                          | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     950000 | PA      | $949173.12     | 0.00%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR CANADA INC                                                                    | AIR CANADA INC 3.875% 08/15/2026 144A                                                                   | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     180000 | PA      | $177729.46     | 0.00%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                                  | TKO GROUP TERM B 1LN 11/21/2031                                                                         | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    1965075 | PA      | $1969240.96    | 0.01%             | 2031-11-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 2/28 #427241                                                                                 | CUSIP: 36207BS68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         33 | PA      | $33.48         | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP/SEALED AIR CORP US                                                | SEALED AIR CORP/SEALED AIR CORP US 7.25% 02/15/2031 144A                                                | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2020000 | PA      | $2110764.66    | 0.01%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                    | EXTENDED STAY AMER TR 2021-ESH A TSFR1M+119.448 07/15/2038 144A                                         | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14705742 | PA      | $14705742.10   | 0.04%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 9/37 #942981                                                                                 | CUSIP: 31413ECS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9291 | PA      | $9737.53       | 0.00%             | 2037-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 3/31 #489936                                                                                 | CUSIP: 36210EHM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        756 | PA      | $788.68        | 0.00%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC                         | TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC 9.5% 05/15/2030 144A                          | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    4645000 | PA      | $4618693.23    | 0.01%             | 2030-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 6.5% 03/13/2027                                                                     | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   62806000 | PA      | $61648485.42   | 0.16%             | 2027-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                            | VENEZUELA REPUBLIC OF 12.75% 12/31/2049 REGS                                                            | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     450400 | PA      | $79027.18      | 0.00%             | 2049-12-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2002-18 FD SOFR30A+91.448 2/32                                                                      | CUSIP: 31392CHM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       2940 | PA      | $2945.36       | 0.00%             | 2032-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 05/01/2029#                                                                                | CUSIP: 31293PXU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        472 | PA      | $478.30        | 0.00%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 04/01/2048#Q55141                                                                          | CUSIP: 3132XXWB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36382 | PA      | $33918.82      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/30 #515361                                                                                 | CUSIP: 36211KQN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        319 | PA      | $326.91        | 0.00%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 6/34 #783691                                                                                 | CUSIP: 31405AUQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26605 | PA      | $26345.34      | 0.00%             | 2034-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                                             | RACKSPACE FINANCE TERM B 1LN 05/15/2028                                                                 | CUSIP: 75008UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6025291 | PA      | $2687942.43    | 0.01%             | 2028-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                  | CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A                                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4575000 | PA      | $3949290.98    | 0.01%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 8/29 #781272                                                                                 | CUSIP: 36225BMV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         84 | PA      | $84.81         | 0.00%             | 2029-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#737832                                                                        | CUSIP: 31402TVZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15901 | PA      | $15771.37      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                                    | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.69% 04/15/2030                                         | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3055000 | PA      | $3050679.62    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 7/29 #323819                                                                                 | CUSIP: 31374TVL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        158 | PA      | $162.66        | 0.00%             | 2029-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+150 11/25/2053                                                   | CUSIP: 3136BQVT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    8275624 | PA      | $8330946.80    | 0.02%             | 2053-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                  | GGAM FINANCE LTD 6.875% 04/15/2029 144A                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     765000 | PA      | $779297.85     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4% 03/46#MA3522                                                                                 | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     101088 | PA      | $94562.62      | 0.00%             | 2046-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                    | BRASKEM NETHERLANDS FIN BV 5.875% 01/31/2050 144A                                                       | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     895000 | PA      | $590700.00     | 0.00%             | 2050-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                        | KAZMUNAYGAS NATIONAL CO JSC 5.375% 04/24/2030 144A                                                      | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     520000 | PA      | $513158.78     | 0.00%             | 2030-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERD 2025-1A A2                                                                   | VERD 2025-1A A2 4.85% 03/13/2028 144A                                                                   | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10275000 | PA      | $10283943.36   | 0.03%             | 2028-03-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII 15YR 3% 05/20/2031#MA3639                                                                          | CUSIP: 36179SBG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1954584 | PA      | $1895823.76    | 0.00%             | 2031-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OAK HILL CREDIT PARTNERS                                                          | OAK HILL CREDIT PARTNERS D2 TSFR3M+475 04/20/2037 144A                                                  | CUSIP: 67706JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     253000 | PA      | $254015.54     | 0.00%             | 2037-04-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#727060                                                                        | CUSIP: 31402EWV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17076 | PA      | $16914.35      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2.5% 02/01/2042#SC0248                                                                        | CUSIP: 3132D9HZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3448275 | PA      | $3026972.85    | 0.01%             | 2042-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIRA TR 2023-MILE                                                                 | MIRA TR 2023-MILE 7.2026% 06/10/2038 144A                                                               | CUSIP: 55318EAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     867000 | PA      | $879984.54     | 0.00%             | 2038-06-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 11/39 #723430                                                                                | CUSIP: 3620A9VX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1380 | PA      | $1357.21       | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 04/01/2046#Q39717                                                                          | CUSIP: 3132QWYP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     149779 | PA      | $132121.70     | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 2/32 #581860                                                                                 | CUSIP: 36201FMH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        362 | PA      | $372.62        | 0.00%             | 2032-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 6/27 #449600                                                                                 | CUSIP: 36208FNR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         63 | PA      | $63.73         | 0.00%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-UVIL                                                                    | CSMC 2019-UVIL E CSTR 12/15/2041 144A                                                                   | CUSIP: 12656DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4421000 | PA      | $3687252.82    | 0.01%             | 2041-12-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 12/01/2051#SD8183                                                                        | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2541677 | PA      | $2080583.43    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 5.50% 11/32 #673342                                                                                | CUSIP: 31391QBK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1776 | PA      | $1817.67       | 0.00%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WP GLIMCHER MALL TR 15-WPG                                                        | JPMDB 2015-WPG PR2 CSTR 06/35                                                                           | CUSIP: 92939VAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1378000 | PA      | $1198447.15    | 0.00%             | 2035-06-05      | Variable      | 0.04%                 | No            |                  3 | On Loan: No      |
| PROJECT ALPHA INTERMEDIATE HOLDING INC                                            | QLIK TERM 2LN 11/22/2032                                                                                | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2785000 | PA      | $2743225.00    | 0.01%             | 2033-05-08      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA STRIPPED MTG BKD SECS                                                        | FNS 384 6 5% 7/37                                                                                       | CUSIP: 3136FER61<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     111589 | PA      | $17944.51      | 0.00%             | 2037-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6.5% 10/01/2053#CB7348                                                                        | CUSIP: 3140QTEW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32777456 | PA      | $33697495.78   | 0.09%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 11/01/2051#FM9633                                                                          | CUSIP: 3140XDV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5134007 | PA      | $4416158.63    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 03/01/2039#AB0988                                                                        | CUSIP: 31416WC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21793 | PA      | $21568.74      | 0.00%             | 2039-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 10/35 #803376                                                                                | CUSIP: 31405YQ53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3971 | PA      | $4154.43       | 0.00%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-6 LTD                                                         | CARLYLE US CLO 2024-6 LTD E TSFR3M+575 10/25/2037 144A                                                  | CUSIP: 14319QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     181000 | PA      | $183190.28     | 0.00%             | 2037-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GOVERNMENT NAT MTG ASSN HECM TSFR1M+61.448 06/20/2064                                                   | CUSIP: 38375UKG4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     568677 | PA      | $570665.67     | 0.00%             | 2064-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/39 #710482                                                                                | CUSIP: 36297FJ37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      33574 | PA      | $32341.34      | 0.00%             | 2039-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/37 #670351                                                                                 | CUSIP: 36295GWL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2648 | PA      | $2660.58       | 0.00%             | 2037-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 0.0% 10/01/2041#AI6819                                                                         | CUSIP: 3138ALSH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2013 | PA      | $2072.88       | 0.00%             | 2041-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 10/01/2051#BU3295                                                                        | CUSIP: 3140M4UV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2592109 | PA      | $2134016.72    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 08/01/2041#FM8410                                                                          | CUSIP: 3140XCKY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     800860 | PA      | $676358.10     | 0.00%             | 2041-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                          | CUSIP: 3137H5KC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    5661190 | PA      | $5026231.06    | 0.01%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                         | PETROLEOS DE VENEZUELA SA 6% 11/15/2026 144A                                                            | CUSIP: 716558AF8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    3540167 | PA      | $419952.31     | 0.00%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 01/01/2043#AL7626                                                                          | CUSIP: 3138EQPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1385515 | PA      | $1317558.02    | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                        | CARVANA CO 5.875% 10/01/2028 144A                                                                       | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     800000 | PA      | $756000.00     | 0.00%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KOHLS CORP                                                                        | KOHLS CORP 4.25% 07/17/2025                                                                             | CUSIP: 500255AU8<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    1382000 | PA      | $1371656.01    | 0.00%             | 2025-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                         | PIKE CORP 8.625% 01/31/2031 144A                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    3795000 | PA      | $4087518.60    | 0.01%             | 2031-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| 19TH HOLDINGS GOLF LLC                                                            | TAYLOR MADE TERM B 1LN 02/07/2029                                                                       | CUSIP: 68250XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5321667 | PA      | $5155364.70    | 0.01%             | 2029-02-07      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 08/01/2045#AZ3728                                                                        | CUSIP: 3138YVEA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62554 | PA      | $55147.01      | 0.00%             | 2045-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | BOAM SWAP PAY 3.63 10/30/25                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |  -19000000 | NC      | $-600779.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 11/01/2047#MA3184                                                                        | CUSIP: 31418CRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     166043 | PA      | $159184.74     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 7.00% 1/36 #A54473                                                                                 | CUSIP: 3128KG6J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8696 | PA      | $9152.94       | 0.00%             | 2036-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 11/01/2050#SD8108                                                                          | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1435828 | PA      | $1235740.43    | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES LN FDG V LTD / ARES LN FDG V LLC                                             | ARES LN FDG V LTD / ARES LN FDG V LLC A1 TSFR3M+150 07/27/2037 144A                                     | CUSIP: 04020QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   25309000 | PA      | $25323653.91   | 0.07%             | 2037-07-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                  | HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A                                                 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     845000 | PA      | $853324.10     | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 08/01/2051#CB1331                                                                        | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13840579 | PA      | $11394594.35   | 0.03%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/40 #AE2970                                                                                 | CUSIP: 31419DJQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10533 | PA      | $10338.80      | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GOVERNMENT NAT MTG AS REMIC PT 2014-2 BA 3% 01/20/2044                                                  | CUSIP: 38378YG78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    2753629 | PA      | $2467422.09    | 0.01%             | 2044-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GOVERNMENT NAT MTG AS REMIC 2010-116 QB 4% 09/16/2040                                                   | CUSIP: 38377LAL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    5024930 | PA      | $4759804.27    | 0.01%             | 2040-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 1/1/43 #AB7568                                                                           | CUSIP: 31417EMS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19888 | PA      | $17907.44      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 5.5% 08/01/2053#RA9619                                                                        | CUSIP: 3133KRVL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12875689 | PA      | $12887501.17   | 0.03%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 8/31 #551116                                                                                 | CUSIP: 36213DGZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        212 | PA      | $218.25        | 0.00%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRMI SECURITIZATION TR 2024-CMG1                                                  | PRMI SECURITIZATION TR 2024-CMG1 SOFR30A+130 07/25/2054 144A                                            | CUSIP: 74275VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8239154 | PA      | $8189433.59    | 0.02%             | 2054-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                 | ILIAD HOLDING SAS 8.5% 04/15/2031 144A                                                                  | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    3605000 | PA      | $3797196.97    | 0.01%             | 2031-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AGELLAN PORTFOLIO                                                                 | AGELLAN PORTFOLIO 9% 08/07/2025                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     424000 | PA      | $424000.00     | 0.00%             | 2025-08-07      | Fixed         | 0.09%                 | No            |                  3 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NATL MTG AS GTD RE PTT 4% 11/25/2042                                                            | CUSIP: 3136AUC66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     997465 | PA      | $984595.48     | 0.00%             | 2042-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 03/15/2041#769036                                                                          | CUSIP: 36176LEH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14408 | PA      | $13784.12      | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                    | YUM BRANDS INC 4.625% 01/31/2032                                                                        | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    5170000 | PA      | $4902634.48    | 0.01%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 8/35 #830989                                                                                 | CUSIP: 31407HF68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4375 | PA      | $4558.52       | 0.00%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDINGS CORP                                                         | RENAISSANCE LEARNING TERM B 1LN 4/5/2030                                                                | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    7890879 | PA      | $7262054.45    | 0.02%             | 2030-04-05      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 4/42 #AK6409                                                                                 | CUSIP: 3138EBDP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41689 | PA      | $39571.98      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                 | NEWELL BRANDS INC 6.375% 09/15/2027                                                                     | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     740000 | PA      | $741491.84     | 0.00%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 6/40 #745094                                                                                 | CUSIP: 3620C0XX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     204959 | PA      | $201461.95     | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61                                    | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 2.658% 11/15/2054                                        | CUSIP: 95003QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1095000 | PA      | $949387.34     | 0.00%             | 2054-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC            | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.25% 03/15/2033 144A            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2527790.73    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 2/40 #735358                                                                                 | CUSIP: 3620AN5T3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      52440 | PA      | $51540.89      | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO                                                                    | ORGANON TERM B 1LN 05/19/2031                                                                           | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    4085137 | PA      | $3972795.83    | 0.01%             | 2031-05-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 08/01/2043#Q20785                                                                        | CUSIP: 3132JM2S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36869 | PA      | $35140.49      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VARSITY BRANDS LLC                                                                | VARSITY BRANDS TERM B 1LN 08/26/2031                                                                    | CUSIP: 92227QAF3<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |    5285000 | PA      | $5245362.50    | 0.01%             | 2031-08-26      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 11/01/2053#FS6498                                                                          | CUSIP: 3140XNGG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16775093 | PA      | $17052692.70   | 0.04%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                    | CVR ENERGY INC 5.75% 02/15/2028 144A                                                                    | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    5017000 | PA      | $4776261.26    | 0.01%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 11/01/2031#MA2803                                                                        | CUSIP: 31418CDH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1069158 | PA      | $1024026.70    | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LASERSHIP INC                                                                     | LASERSHIP PIK TERM C 1LN 01/02/2029                                                                     | CUSIP: 51809EAN5<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |     190313 | PA      | $120372.97     | 0.00%             | 2029-01-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2020-420K                                                   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2020- 420K E CSTR 11/10/2042 144A                                   | CUSIP: 17328QAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2374000 | PA      | $1986256.48    | 0.01%             | 2042-11-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 01/01/2041#                                                                              | CUSIP: 3129444V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20486 | PA      | $20203.07      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMNIA PARTNERS LLC                                                                | OMNIA PARTNERS TERM B 1LN 07/25/2030                                                                    | CUSIP: 68218HAE7<br>LEI: 549300SMECQREC3K2B56 | Long             | LON              | CORP              | US        |    4771570 | PA      | $4776675.31    | 0.01%             | 2030-07-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 02/01/2051#SD2068                                                                          | CUSIP: 3132DPJM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     127264 | PA      | $99702.94      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                                          | LIBERTY COSTA RICA SR SF 10.875% 01/15/2031 144A                                                        | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |    1395000 | PA      | $1481029.65    | 0.00%             | 2031-01-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| CEDR COML MTG TR 2022-SNAI                                                        | CEDR COML MTG TR 2022-SNAI TSFR1M+338.47 02/15/2039 144A                                                | CUSIP: 12524AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3948000 | PA      | $3513773.69    | 0.01%             | 2039-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                                                      | ASPIRE BAKERIES TERM B 1LN 12/23/2030                                                                   | CUSIP: 02106XAH9<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    2562210 | PA      | $2564336.17    | 0.01%             | 2030-12-23      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                             | LCH OIS SOFRV3.25% MAC 06/18/27                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -350031000 | NC      | $444843.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 11/01/2051#RA6334                                                                          | CUSIP: 3133KNBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3261793 | PA      | $2555396.87    | 0.01%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/29 #781027                                                                                 | CUSIP: 36225BD88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         42 | PA      | $42.30         | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 11/39 #726467                                                                                | CUSIP: 3620ADCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2288 | PA      | $2249.73       | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                      | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                                       | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1090170.22    | 0.00%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-NXS6                                                 | WELLS FARGO COML MTG TR 2016-NXS6 D 3.059% 11/15/2049 144A                                              | CUSIP: 95000KAJ4<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    1337000 | PA      | $1167709.86    | 0.00%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 4% 04/15/2042                                                            | CUSIP: 3137AP4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     108136 | PA      | $104190.75     | 0.00%             | 2042-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 6.36% 7/36 #1B7105                                                                             | CUSIP: 3128QPH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10755 | PA      | $11099.86      | 0.00%             | 2036-07-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                | TURKEY REPUBLIC OF 7.625% 05/15/2034                                                                    | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     990000 | PA      | $988762.50     | 0.00%             | 2034-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 8/33 #615432                                                                                 | CUSIP: 36290RVZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7149 | PA      | $7179.57       | 0.00%             | 2033-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026                                     | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   15103000 | PA      | $14637743.63   | 0.04%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                               | MSCS SWAP CY885802 12/15/56 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     800000 | NC      | $104153.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                  | CENTENE CORP 2.625% 08/01/2031                                                                          | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   13830000 | PA      | $11714235.43   | 0.03%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 05/01/2052#CB3627                                                                          | CUSIP: 3140QPA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40285 | PA      | $37045.33      | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                          | COOPERATIEVE RABOBANK UA 4.375% 08/04/2025                                                              | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   16524000 | PA      | $16502547.88   | 0.04%             | 2025-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/39 #710848                                                                                 | CUSIP: 36297FWH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31550 | PA      | $31698.38      | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                         | OLIN CORP 6.625% 04/01/2033 144A                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    4135000 | PA      | $3957882.24    | 0.01%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GCM MINING CORP                                                                   | GCM MINING CORP 8% 10/31/2029 144A                                                                      | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    1730000 | PA      | $1752610.46    | 0.00%             | 2029-10-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                      | ROCKIES EXPRESS PIPELINE LLC 4.95% 07/15/2029 144A                                                      | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2057075.62    | 0.01%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                   | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                                  | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   28252932 | PA      | $24056241.34   | 0.06%             | 2028-03-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2023-PRM3                                                   | CITIGROUP COML MTG TR 2023-PRM3 C 6.35973% 07/10/2028 144A                                              | CUSIP: 17331LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1225000 | PA      | $1250346.60    | 0.00%             | 2028-07-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES                         | FNS 348 14 6.5% 8/34                                                                                    | CUSIP: 3136FCEU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      17606 | PA      | $3158.96       | 0.00%             | 2034-08-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 6% 06/01/2053#RA9276                                                                          | CUSIP: 3133KRJV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5022147 | PA      | $5126975.30    | 0.01%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 08/01/2033#729380                                                                        | CUSIP: 31402HJZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31633 | PA      | $31333.47      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                   | BANK 2019-BNK20 2.933% 09/15/2062                                                                       | CUSIP: 06540AAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     607732 | PA      | $584750.30     | 0.00%             | 2062-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINE LTD                                                                  | IVANHOE MINE LTD 7.875% 01/23/2030 144A                                                                 | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    4337000 | PA      | $4222620.30    | 0.01%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2% 12/01/2035#MA4206                                                                          | CUSIP: 31418DU83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7907614 | PA      | $7195230.42    | 0.02%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                              | ZAYO TERM 1LN 03/09/2027                                                                                | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    3494224 | PA      | $3329925.28    | 0.01%             | 2027-03-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 10/34 #357634                                                                                | CUSIP: 31376KHK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40120 | PA      | $41752.74      | 0.00%             | 2034-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                  | TKC HOLDINGS TERM 1LN 2/15/2027                                                                         | CUSIP: 87256KAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3423193 | PA      | $3145058.63    | 0.01%             | 2027-02-15      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/29 #513722                                                                                 | CUSIP: 36211HVP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         35 | PA      | $35.81         | 0.00%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 1.5% 08/01/2035#SB8066                                                                        | CUSIP: 3132D56B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5223161 | PA      | $4626390.53    | 0.01%             | 2035-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/28 #454375                                                                                 | CUSIP: 36208LXC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        144 | PA      | $145.50        | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                       | SUNOCO LP / SUNOCO FIN CORP 5.875% 03/15/2028                                                           | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2853347.07    | 0.01%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.0% 05/01/2045#Q33468                                                                        | CUSIP: 3132QP2A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49917 | PA      | $44289.11      | 0.00%             | 2045-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 4.87% 10/35 #1M1052                                                                            | CUSIP: 3128QFEZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17992 | PA      | $18394.41      | 0.00%             | 2035-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2017-14 LTD                                                               | OCP CLO 2017-14 LTD ER TSFR3M+655 07/20/2037 144A                                                       | CUSIP: 67097TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     200000 | PA      | $198873.80     | 0.00%             | 2037-07-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 10/41 #Q03643                                                                                | CUSIP: 3132GJWC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     244159 | PA      | $239867.83     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 9/35 #836105                                                                                 | CUSIP: 31407N3N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        161 | PA      | $168.82        | 0.00%             | 2035-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/28 #443837                                                                                 | CUSIP: 36207WBE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        159 | PA      | $160.68        | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/28 #462916                                                                                 | CUSIP: 36208WGZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         85 | PA      | $85.72         | 0.00%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 12/01/2042#AB7124                                                                        | CUSIP: 31417D4J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2052888 | PA      | $1903288.54    | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                      | MEXICO UNITED MEXICAN STATES 6% 05/07/2036                                                              | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2400000 | PA      | $2298000.00    | 0.01%             | 2036-05-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 07/01/2046#Q41359                                                                        | CUSIP: 3132WEQM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7021 | PA      | $6393.49       | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.00% 12/34 #605777                                                                                | CUSIP: 36200N6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1081 | PA      | $1113.02       | 0.00%             | 2034-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35                                                                    | BANK 2021-BN35 2.285% 06/15/2064                                                                        | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1860000 | PA      | $1591035.82    | 0.00%             | 2064-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 09/01/2043#Q21526                                                                        | CUSIP: 3132JNVT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44944 | PA      | $42604.89      | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2154 PT 6% 5/29                                                                                     | CUSIP: 3133TKW97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      22344 | PA      | $22778.82      | 0.00%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/33 #728738                                                                                 | CUSIP: 31402GS38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44867 | PA      | $44453.70      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2.5% 10/25/2047                                                          | CUSIP: 3137H62Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1405557 | PA      | $1241311.92    | 0.00%             | 2047-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 11/28 #781129                                                                                | CUSIP: 36225BHE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         80 | PA      | $81.32         | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 9/40 #747264                                                                                 | CUSIP: 3620C3FD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6052 | PA      | $5944.37       | 0.00%             | 2040-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 10/41 #AB3687                                                                                | CUSIP: 31417ACZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     696680 | PA      | $663316.53     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                     | COMMSCOPE TERM 1LN 12/17/2029                                                                           | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |   11880000 | PA      | $11982286.80   | 0.03%             | 2029-12-17      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 12/01/2045#G61796                                                                        | CUSIP: 31335B7H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     273168 | PA      | $269312.17     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMBB COML MTG SECS TR 2015-C32                                                   | JPMBB COML MTG SECS TR 2015-C32 C CSTR 11/15/2048                                                       | CUSIP: 46590JBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1942000 | PA      | $824900.82     | 0.00%             | 2048-11-15      | Variable      | 0.05%                 | No            |                  3 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 4/35 #A54855                                                                                 | CUSIP: 3128KHMC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49030 | PA      | $49365.35      | 0.00%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 12/33 #783571                                                                                | CUSIP: 36241L6G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2444 | PA      | $2454.44       | 0.00%             | 2033-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 4/27 #448514                                                                                 | CUSIP: 36208EGX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         78 | PA      | $78.68         | 0.00%             | 2027-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2019-1 LTD                                                        | EATON VANCE CLO 2019-1 LTD AR2 TSFR3M+151 07/15/2037 144A                                               | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |   24041000 | PA      | $24099443.67   | 0.06%             | 2037-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                      | NAVIENT CORP 7.875% 06/15/2032                                                                          | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2733170.34    | 0.01%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                      | AT and T INC 4.3% 02/15/2030                                                                            | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   10373000 | PA      | $10263697.94   | 0.03%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 7/40#V81831                                                                              | CUSIP: 3132L7A82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     118558 | PA      | $108562.35     | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 11/01/2051#CB2852                                                                          | CUSIP: 3140QNE24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     746108 | PA      | $581961.15     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/28 #443709                                                                                 | CUSIP: 36207V3S3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         49 | PA      | $49.64         | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 07/42#AO9948                                                                               | CUSIP: 3138M2BS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10242 | PA      | $9717.90       | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1                                                                      | BX 2021-MFM1 TSFR1M+311.448 01/15/2034 144A                                                             | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2640400 | PA      | $2629371.58    | 0.01%             | 2034-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4% 02/28/2030                                                                                 | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12207000 | PA      | $12233226.01   | 0.03%             | 2030-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 04/01/2048#Q55504                                                                          | CUSIP: 3132XYDJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     194576 | PA      | $181402.03     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 3.5% 06/01/2032#C91456                                                                        | CUSIP: 3128P7TM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2279362 | PA      | $2225092.58    | 0.01%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2005-79 ZC 5.9% 09/25/2035                                               | CUSIP: 31394FGT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     373631 | PA      | $366877.37     | 0.00%             | 2035-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CY873245 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    8860000 | NC      | $109099.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 10/25 #303555                                                                                | CUSIP: 31373UE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         10 | PA      | $9.70          | 0.00%             | 2025-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 6% 06/01/2054#RJ1709                                                                          | CUSIP: 3142GR3T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18436073 | PA      | $18820894.35   | 0.05%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MATIV INC                                                                         | MATIV INC 8% 10/01/2029 144A                                                                            | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    2357000 | PA      | $2010825.29    | 0.01%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 07/01/2051#CB1110                                                                          | CUSIP: 3140QLGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     234918 | PA      | $184042.96     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 6/39 #993203                                                                                 | CUSIP: 31415YKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2345 | PA      | $2309.89       | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WIN WASTE INNOVATIONS HOLDINGS INC                                                | WIN WASTE TERM B 1LN 03/27/2028                                                                         | CUSIP: 38723BAL5<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    2490000 | PA      | $2496225.00    | 0.01%             | 2028-03-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                       | COMMONWEALTH BANK AUSTRALIA 3.61%/VAR 09/12/2034 144A                                                   | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    9644000 | PA      | $9043583.37    | 0.02%             | 2034-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                                  | MOBICO GROUP PLC 4.25%/VAR PERP REGS                                                                    | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | EP               | CORP              | GB        |    2040000 | PA      | $2188952.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 3/41 #AH2152                                                                                 | CUSIP: 3138A3MA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18943 | PA      | $18149.10      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LASERSHIP INC                                                                     | LASERSHIP PIK TERM B 1LN 08/10/2029                                                                     | CUSIP: 51809EAM7<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    2107828 | PA      | $1298948.76    | 0.00%             | 2029-08-10      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 6.5% 01/01/2055#RJ3341                                                                        | CUSIP: 3142GTWB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6202025 | PA      | $6480286.79    | 0.02%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | BOAM SWAP REC 4.065 05/02/30                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   23480000 | NC      | $882786.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC                | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A                | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7477000 | PA      | $6790458.87    | 0.02%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 04/01/2035#                                                                                | CUSIP: 3128MJBV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12669 | PA      | $12759.22      | 0.00%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 8% 09/01/2030#                                                                                | CUSIP: 31298AYN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         42 | PA      | $43.44         | 0.00%             | 2030-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                            | VMED O2 UK FINANCING I 4.25% 01/31/2031 144A                                                            | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    4510000 | PA      | $4081443.11    | 0.01%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WMB HOLDINGS INC                                                                  | CORPORATION SERVICE COMPANY TERM B 1LN 11/2/2029                                                        | CUSIP: 22006VAL3<br>LEI: 549300NOPSIMGJNT8J31 | Long             | LON              | CORP              | US        |    5449366 | PA      | $5439176.06    | 0.01%             | 2029-11-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                       | AVOLON HOLDINGS FUNDING LTD 5.15% 01/15/2030 144A                                                       | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    2440000 | PA      | $2431295.28    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LV TR 2024-SHOW                                                                   | LV TR 2024-SHOW C VAR 10/10/2029                                                                        | CUSIP: 50245XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1563000 | PA      | $1561075.32    | 0.00%             | 2041-10-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                              | FLUTTER ENTERTAINMENT TERM B 1LN 05/24/2032                                                             | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |    1300000 | PA      | $1295125.00    | 0.00%             | 2032-05-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 07/01/2051#RA5574                                                                        | CUSIP: 3133KMFP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9266979 | PA      | $7664017.39    | 0.02%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                          | AES CORP 2.45% 01/15/2031                                                                               | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   23060000 | PA      | $19718332.97   | 0.05%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP                          | ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP 7% 04/15/2030 144A                             | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1529600 | PA      | $1397316.67    | 0.00%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 8/32 #781605                                                                                 | CUSIP: 36225BYA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        397 | PA      | $408.60        | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                        | COPT DEFENSE PROPERTIES LP 2% 01/15/2029                                                                | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    2119000 | PA      | $1898373.94    | 0.00%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 5/34 #628119                                                                                 | CUSIP: 36291GYQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        472 | PA      | $478.73        | 0.00%             | 2034-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                 | GEO GROUP INC/THE 10.25% 04/15/2031                                                                     | CUSIP: 36162JAH9<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |    3665000 | PA      | $4017378.06    | 0.01%             | 2031-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+179.391 05/15/2039 144A                                       | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24765000 | PA      | $22536150.00   | 0.06%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                      | ING GROEP NV 4.5%/VAR 05/23/2029 REGS                                                                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |    2300000 | PA      | $2736209.68    | 0.01%             | 2029-05-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 10/01/2044#G60319                                                                        | CUSIP: 31335AK80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1517012 | PA      | $1485862.86    | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GNR 2007-37 TS TSFR1M+657.552 6/37                                                                      | CUSIP: 38375KNC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      72811 | PA      | $7127.94       | 0.00%             | 2037-06-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C3 MTG TR                                                              | DBJPM 2016-C3 C CSTR 09/10/2049                                                                         | CUSIP: 23312VAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     382000 | PA      | $330480.92     | 0.00%             | 2049-08-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A                                       | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   41422000 | PA      | $40179340.00   | 0.10%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX 2021-SDMF                                                                      | BX 2021-SDMF TSFR1M+205.148 7 09/15/2023 144A                                                           | CUSIP: 12434CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1275360 | PA      | $1259418.42    | 0.00%             | 2034-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                         | HESS CORP 7.875% 10/01/2029                                                                             | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $15103844.69   | 0.04%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                   | QATAR PETROLEUM 2.25% 07/12/2031 144A                                                                   | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    4935000 | PA      | $4300803.15    | 0.01%             | 2031-07-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIEMAE 30YR 5.5% 02/01/2055#FA0629                                                                   | CUSIP: 3140W0VX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16281121 | PA      | $16251793.56   | 0.04%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 05/15/2042#AA1859                                                                          | CUSIP: 36177YB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6490 | PA      | $6301.12       | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB                                       | SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB 2.25% 07/12/2027 REGS                                       | CUSIP: N/A<br>LEI: 636700JPED0N9T4ET363       | Long             | DBT              | CORP              | SE        |    2000000 | PA      | $2026778.25    | 0.01%             | 2027-07-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                                | LEVIATHAN BOND LTD 6.125% 06/30/2025 144A REGS                                                          | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    1885000 | PA      | $1881795.50    | 0.00%             | 2025-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETRORIO LUXEMBOURG HOLDING SARL                                                  | PETRORIO LUXEMBOURG HOLDING SARL 6.125% 06/09/2026 144A                                                 | CUSIP: 71677WAA0<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    1115000 | PA      | $1120296.25    | 0.00%             | 2026-06-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO LIII                                                                   | APIDOS CLO LIII E TSFR3M+643 07/20/2038 144A                                                            | CUSIP: 03771GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     320000 | PA      | $315758.40     | 0.00%             | 2038-07-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 10/40 #AE3832                                                                                | CUSIP: 31419EHJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24444 | PA      | $24041.51      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                   | CVS HEALTH CORP 3% 08/15/2026                                                                           | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2303000 | PA      | $2258652.95    | 0.01%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 3% 02/15/2047                                                               | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   76205000 | PA      | $56007698.43   | 0.14%             | 2047-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 11/39 #710499                                                                                | CUSIP: 36297FKL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      36853 | PA      | $36188.86      | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/29 #499474                                                                                 | CUSIP: 36210Q2F8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        456 | PA      | $463.93        | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 06/15/2043#AD3626                                                                        | CUSIP: 36180FA36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39631 | PA      | $35404.30      | 0.00%             | 2043-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 11/47#V84700                                                                             | CUSIP: 3132LAGH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      51704 | PA      | $47053.76      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-VLT5                                                          | BX COML MTG TR 2024-VLT5 C CSTR 11/13/2046 144A                                                         | CUSIP: 05614JAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1935000 | PA      | $1929759.63    | 0.00%             | 2046-11-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| THUNDERBOLT AIRCRAFT LEASE LIM                                                    | THUNDERBOLT AIRCRAFT LEASE 2018-A A STEP 07/15/2038 144A                                                | CUSIP: 886065AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7229960 | PA      | $7193963.33    | 0.02%             | 2038-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MORGAN STANLEY 6.407%/VAR 11/01/2029                                                                    | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   70000000 | PA      | $73789687.30   | 0.19%             | 2029-11-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PROJECT BOOST PURCHASER LLC                                                       | JD POWER TERM B 1LN 07/16/2031                                                                          | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |    1815450 | PA      | $1812145.88    | 0.00%             | 2031-07-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | BANK OF AMERICA CORPORATION 2.496%/VAR 02/13/2031                                                       | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9018986.20    | 0.02%             | 2031-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                           | SAUDI ARABIA KINGDOM OF 3.75% 01/21/2055 144A                                                           | CUSIP: 80413TAR0<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    1250000 | PA      | $828125.00     | 0.00%             | 2055-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2013-LC6 MTG TR                                                              | COMM 2013-LC6 E MTG TR 3.5% 01/10/2046 144A                                                             | CUSIP: 20048EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     959000 | PA      | $882280.00     | 0.00%             | 2046-01-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALUMINA LTD                                                                       | ALUMINA LTD 6.375% 09/15/2032 144A                                                                      | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    4680000 | PA      | $4628662.74    | 0.01%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                            | EQUITABLE HOLDINGS INC 4.572% 02/15/2029 144A                                                           | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    4941000 | PA      | $4870459.42    | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.0% 06/20/2042#783637                                                                          | CUSIP: 3622A2BE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     229899 | PA      | $208411.51     | 0.00%             | 2042-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                  | CALIFORNIA RES CORP 7.125% 02/01/2026 144A                                                              | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     943000 | PA      | $942191.94     | 0.00%             | 2026-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 5/40 #731980                                                                                 | CUSIP: 3620AKFV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2471 | PA      | $2482.07       | 0.00%             | 2040-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                                               | PLAYCORE TERM B 1LN 02/20/2030                                                                          | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2326544 | PA      | $2324799.15    | 0.01%             | 2030-02-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 2/28 #190294                                                                                 | CUSIP: 31368HKF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        301 | PA      | $313.66        | 0.00%             | 2028-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                              | EMIRATE OF ABU DHABI 3% 09/15/2051 144A                                                                 | CUSIP: 29135LAR1<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    3520000 | PA      | $2233686.40    | 0.01%             | 2051-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 09/01/2039#                                                                              | CUSIP: 3128MJMN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1547 | PA      | $1524.36       | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 0.0% 07/01/2041#1B8505                                                                         | CUSIP: 3128UGZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      53699 | PA      | $55570.83      | 0.00%             | 2041-07-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                              | ALPHA GENERATION TERM B 1LN 09/30/2031                                                                  | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    3174050 | PA      | $3184968.73    | 0.01%             | 2031-09-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                    | SERVICE CORP INTERNATIONAL INC 5.125% 06/01/2029                                                        | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1027250.54    | 0.00%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 3% 02/01/2037#MA2897                                                                          | CUSIP: 31418CGF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1632350 | PA      | $1522711.43    | 0.00%             | 2037-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                          | SNAM SPA 5.75% 05/28/2035 144A                                                                          | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    3019000 | PA      | $3022008.07    | 0.01%             | 2035-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 3/41 #762832                                                                                 | CUSIP: 36176DHH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1311 | PA      | $1286.98       | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                                                              | AMAWATERWAYS TERM B 1LN 05/01/2031                                                                      | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |    2749903 | PA      | $2708654.64    | 0.01%             | 2031-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 3% 01/25/2049                                                            | CUSIP: 3137H5ZA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1740249 | PA      | $1572500.56    | 0.00%             | 2049-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 8% 08/01/2030#                                                                                | CUSIP: 31297YK84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1429 | PA      | $1475.78       | 0.00%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 3/26 #250495                                                                                 | CUSIP: 31371FGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         36 | PA      | $35.69         | 0.00%             | 2026-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 3/40 #711223                                                                                 | CUSIP: 36297GD49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     182727 | PA      | $179637.02     | 0.00%             | 2040-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Arc Falcon I Inc                                                                  | ARCLIN TERM B 2LN 9/30/2029                                                                             | CUSIP: 03880YAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     675000 | PA      | $649127.25     | 0.00%             | 2029-09-30      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| TNT CRANE and RIGGING LLC                                                         | TNT CRANE and RIGGING LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      83132 | NS      | $0.83          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                           | CORPORACION NACIONAL DEL COBRE DE CHILE 3% 09/30/2029 144A                                              | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     290000 | PA      | $264625.00     | 0.00%             | 2029-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LTD                                                           | CITY FOOTBALL GROUP TERM B 1LN 7/21/2030                                                                | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    9579299 | PA      | $9435609.46    | 0.02%             | 2030-07-21      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2019-C3                                                              | BBCMS MTG TR 2019-C3 4.178% 05/15/2052                                                                  | CUSIP: 05550MAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     477000 | PA      | $416100.65     | 0.00%             | 2052-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC                                       | NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC PIK 7.625% 11/08/2028 144A                                  | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |    1360207 | PA      | $1071163.28    | 0.00%             | 2028-11-08      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 1.5% 06/01/2051#QC3131                                                                        | CUSIP: 3133AMPQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     202180 | PA      | $151375.12     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.25% 11/15/2034                                                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  405500000 | PA      | $401508359.38  | 1.03%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 11/39 #722699                                                                                | CUSIP: 3620A83G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11077 | PA      | $10888.54      | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 01/01/2052#FS0286                                                                          | CUSIP: 3140XFJ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17477546 | PA      | $13801725.87   | 0.04%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 6/28 #432548                                                                                 | CUSIP: 31379XP90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1913 | PA      | $1995.40       | 0.00%             | 2028-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 4% 05/20/2049#BN2615                                                                            | CUSIP: 3617K53Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1103065 | PA      | $1017036.44    | 0.00%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 9/25 #415993                                                                                 | CUSIP: 36206NC60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          2 | PA      | $2.05          | 0.00%             | 2025-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2011-GC5                                                           | GSMS 2011-GC5 C 5.47 8/44                                                                               | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     908923 | PA      | $800149.37     | 0.00%             | 2044-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2.5% 12/20/2051#MA7767                                                                          | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27088563 | PA      | $22712692.54   | 0.06%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 11/01/2045#Q37070                                                                        | CUSIP: 3132QT2C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47643 | PA      | $43432.17      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 09/01/2051#CB1703                                                                          | CUSIP: 3140QL3M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     875603 | PA      | $817510.94     | 0.00%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.5% 01/31/2030                                                                               | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  176400000 | PA      | $172975359.82  | 0.44%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 8/37 #AE0265                                                                                 | CUSIP: 31419AJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     242911 | PA      | $252142.12     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 8/40 #740919                                                                                 | CUSIP: 3620AVDY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8244 | PA      | $8095.89       | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 7/39 #931504                                                                                 | CUSIP: 31412P3M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     267192 | PA      | $263044.09     | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                                          | WOLVERINE WORLD WIDE INC 4% 08/15/2029 144A                                                             | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2170349.88    | 0.01%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 8/27 #452321                                                                                 | CUSIP: 36208JPE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        467 | PA      | $474.30        | 0.00%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 04/01/2051#FM6944                                                                          | CUSIP: 3140XAWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6883291 | PA      | $5437770.84    | 0.01%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B14 MTG TR                                                         | BENCHMARK 2019-B14 MTG TR CSTR 12/15/2062                                                               | CUSIP: 08162YAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30514320 | PA      | $651401.40     | 0.00%             | 2062-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 10/01/2049#CA4406                                                                          | CUSIP: 3140QB3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12560006 | PA      | $10923550.59   | 0.03%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/32 #579242                                                                                 | CUSIP: 36201CP32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2828 | PA      | $2909.64       | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 12/31 #564543                                                                                | CUSIP: 36213UEQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        106 | PA      | $108.96        | 0.00%             | 2031-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 02/01/2047#BE5696                                                                        | CUSIP: 3140FRKJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45409 | PA      | $41128.40      | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                | VIKING CRUISES LTD 9.125% 07/15/2031 144A                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     665000 | PA      | $713993.21     | 0.00%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 12/15/2040#737712                                                                        | CUSIP: 3620ARR94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9505 | PA      | $9102.61       | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2.5% 09/01/2041#SC0185                                                                        | CUSIP: 3132D9F25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1718427 | PA      | $1511234.96    | 0.00%             | 2041-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHIP VII LTD                                                 | VIKING OCEAN CRUISES SHIP VII LTD 5.625% 02/15/2029 144A                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     950000 | PA      | $938786.11     | 0.00%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 10/27 #455818                                                                                | CUSIP: 36208NK77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         53 | PA      | $53.54         | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                                       | BX 2021-LBA FJV TSFR1M+251.448 02/15/2028 144A                                                          | CUSIP: 05609BAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     947000 | PA      | $935162.50     | 0.00%             | 2036-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.00% 9/25 #780247                                                                                 | CUSIP: 36225AHY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          1 | PA      | $1.07          | 0.00%             | 2025-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                       | STARWOOD PPTY TR INC 3.625% 07/15/2026 144A                                                             | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     490000 | PA      | $478410.62     | 0.00%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 11/01/2042#AP4319                                                                        | CUSIP: 3138M7YR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41761 | PA      | $38426.42      | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 2.5% 12/20/2051#785792                                                                          | CUSIP: 3622ABKD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7533092 | PA      | $6259702.71    | 0.02%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 12/01/2051#CB2349                                                                          | CUSIP: 3140QMTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12316517 | PA      | $9726147.90    | 0.02%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 8/27 #397106                                                                                 | CUSIP: 31378FDK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         11 | PA      | $11.22         | 0.00%             | 2027-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 04/01/2050#SD0516                                                                          | CUSIP: 3132DMSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15574311 | PA      | $13433177.79   | 0.03%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                           | MNGT SWAP CZ030008 12/17/57 B                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |    1300000 | NC      | $99366.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                       | ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    4855000 | PA      | $5031571.50    | 0.01%             | 2031-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 5/34 #616423                                                                                 | CUSIP: 36290SYU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1682 | PA      | $1708.64       | 0.00%             | 2034-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU                                                         | BANCO DE CREDITO DEL PERU T5Y+NA 03/10/2035 144A                                                        | CUSIP: 05971U2H9<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    1760000 | PA      | $1728760.00    | 0.00%             | 2035-03-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                      | SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031                                                            | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   15891000 | PA      | $13843010.19   | 0.04%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 1999-33 PK 6% 7/29                                                                                  | CUSIP: 31359WKN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      20855 | PA      | $21194.96      | 0.00%             | 2029-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 3/41 #756893                                                                                 | CUSIP: 36230RUS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3177 | PA      | $3191.20       | 0.00%             | 2041-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PITNEY-BOWES INC                                                                  | PITNEY BOWES TERM B 1LN 03/19/2032                                                                      | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |    2020000 | PA      | $2014101.60    | 0.01%             | 2032-03-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 06/41#AI4294                                                                             | CUSIP: 3138AHXY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     961864 | PA      | $944925.67     | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                            | BRIGHTSPEED TERM B 1LN 10/03/2031                                                                       | CUSIP: 20752KAR4<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |     592602 | PA      | $448895.73     | 0.00%             | 2031-10-03      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 07/01/2047#AS9968                                                                          | CUSIP: 3138WLCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1030845 | PA      | $964305.81     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.5% 09/01/2052#SD1579                                                                        | CUSIP: 3132DNXG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12817981 | PA      | $12805706.46   | 0.03%             | 2052-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                         | SAUDI ARABIAN OIL COMPANY 3.25% 11/24/2050 144A                                                         | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    2170000 | PA      | $1338890.00    | 0.00%             | 2050-11-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 10/01/2051#QD0109                                                                          | CUSIP: 3133AWDN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     821996 | PA      | $649116.48     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 05/01/2051#RA5287                                                                          | CUSIP: 3133KL2U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     569053 | PA      | $446348.56     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                           | PHILIPPINES REPUBLIC OF 2.65% 12/10/2045                                                                | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1655000 | PA      | $1047780.50    | 0.00%             | 2045-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 04/01/2034#G16829                                                                          | CUSIP: 3128MFY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     860647 | PA      | $824312.06     | 0.00%             | 2034-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 2/32 #573592                                                                                 | CUSIP: 36200VF99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3558 | PA      | $3670.70       | 0.00%             | 2032-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 07/01/2032#J37270                                                                          | CUSIP: 31307UCF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      76771 | PA      | $74317.08      | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                   | TROPICANA TERM FLFO 01/24/2029                                                                          | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    3169230 | PA      | $3119726.37    | 0.01%             | 2029-01-24      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO-ISSUER INC                                         | EMRLD BORROWER LP / EMERALD CO-ISSUER INC 6.75% 07/15/2031 144A                                         | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1483786.45    | 0.00%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 06/01/2045#Q33791                                                                        | CUSIP: 3132QQF98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     173492 | PA      | $159463.19     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.0% 07/20/2043#MA1374                                                                          | CUSIP: 36179NQ35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     643691 | PA      | $580475.57     | 0.00%             | 2043-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                   | ADAPTHEALTH LLC 5.125% 03/01/2030 144A                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2521000 | PA      | $2329721.90    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| NATGASOLINE LLC                                                                   | NATGASOLINE TERM B 1LN 03/29/2030                                                                       | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    8231345 | PA      | $8128452.87    | 0.02%             | 2030-03-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 3% 2/1/43 #Q15788                                                                                  | CUSIP: 3132J62W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48930 | PA      | $44206.94      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/29 #502341                                                                                 | CUSIP: 36210UBJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        282 | PA      | $288.02        | 0.00%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 04/01/2052#MA4580                                                                        | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37886821 | PA      | $33699997.72   | 0.09%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 8/34 #G02758                                                                                 | CUSIP: 3128M4MF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      75847 | PA      | $76369.00      | 0.00%             | 2034-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                                                      | VEEAM SOFTWARE TERM B 1LN 4/12/2031                                                                     | CUSIP: 91834WAF7<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |    4304429 | PA      | $4304429.20    | 0.01%             | 2031-04-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048                                                   | CUSIP: 3136BG6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2741621 | PA      | $2242211.53    | 0.01%             | 2048-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                      | NISOURCE INC 2.95% 09/01/2029                                                                           | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   31524000 | PA      | $29514265.87   | 0.08%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 12/01/2040#                                                                              | CUSIP: 312944LX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23285 | PA      | $22883.24      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 5% 06/01/2055 #TBA                                                                            | CUSIP: 01F050668<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   73850000 | PA      | $71504664.32   | 0.18%             | 2055-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                             | CELANESE US HLDGS LLC VAR 07/15/2032                                                                    | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15351075.00   | 0.04%             | 2032-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 05/01/2040#MA4016                                                                        | CUSIP: 31418DPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     523208 | PA      | $463411.20     | 0.00%             | 2040-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027                                     | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   49188000 | PA      | $50617502.64   | 0.13%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                               | AXON ENTERPRISE INC 6.25% 03/15/2033 144A                                                               | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $3094462.90    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 02/01/2051#SD7532                                                                          | CUSIP: 3132DVLM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16497490 | PA      | $13099969.04   | 0.03%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 1/35 #805252                                                                                 | CUSIP: 31406BTH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3875 | PA      | $3830.76       | 0.00%             | 2035-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 08/01/2035#                                                                                | CUSIP: 31297SPM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6222 | PA      | $6264.35       | 0.00%             | 2035-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                        | GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A                                                       | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2073057.39    | 0.01%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 1999-32 PL 6% 7/29                                                                                  | CUSIP: 31359WHX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      28812 | PA      | $29309.01      | 0.00%             | 2029-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2022-C17                                                             | BBCMS MTG TR 2022-C17 D 2.5% 09/15/2055 144A                                                            | CUSIP: 054976AR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3429000 | PA      | $2462084.75    | 0.01%             | 2055-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METRO AG                                                                          | METRO AG 4% 03/05/2030 REGS                                                                             | CUSIP: N/A<br>LEI: 5299006EQ03K3SSUYS12       | Long             | DBT              | CORP              | DE        |    2075000 | PA      | $2383860.24    | 0.01%             | 2030-03-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                       | VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030                                                            | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   39136000 | PA      | $38915225.21   | 0.10%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 11/25 #250383                                                                                | CUSIP: 31371FCU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          6 | PA      | $6.00          | 0.00%             | 2025-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | US 2YR NOTE (CBT) FUT SEP25 TUU5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       2882 | NC      | $1177482.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                             | BERMUDA GOVERNMENT OF 3.375% 08/20/2050 144A                                                            | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     630000 | PA      | $402215.63     | 0.00%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                  | CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032                                                                  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7080000 | PA      | $6443816.69    | 0.02%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 6/39 #702085                                                                                 | CUSIP: 36296U6W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1260 | PA      | $1265.52       | 0.00%             | 2039-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARGENTUM NETHERLANDS BV                                                           | ARGENTUM NETHERLANDS BV 5.625%/VAR 08/15/2052 REGS                                                      | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |    6561000 | PA      | $6536396.25    | 0.02%             | 2052-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                               | OWENS and MINOR INC 4.5% 03/31/2029 144A                                                                | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1156534.40    | 0.00%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 06/01/2034#255310                                                                        | CUSIP: 31371LR76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27961 | PA      | $27670.66      | 0.00%             | 2034-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2015-DC1 MTG TR                                                              | COMM 2015-DC1 B MTG TR VAR 02/10/2048                                                                   | CUSIP: 12629NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2526000 | PA      | $2440595.94    | 0.01%             | 2048-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTNERS LLC                                                   | TRAVERSE MIDSTREAM TERM B 1LN 02/16/2028                                                                | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    1345896 | PA      | $1348143.34    | 0.00%             | 2028-02-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#738095                                                                        | CUSIP: 31402T7G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12422 | PA      | $12295.01      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B6 MORTGAGE TRUST                                                  | BENCHMARK 2018-B6 D MORTGAGE TRUST CSTR 11/10/2051 144A                                                 | CUSIP: 08162CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1089000 | PA      | $835236.86     | 0.00%             | 2051-10-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2011-C3                                                   | MSC 2011-C3 E CSTR 7/15/49 144A                                                                         | CUSIP: 61760RAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     329684 | PA      | $319978.52     | 0.00%             | 2049-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                            | UNITED PLANET FITNESS TERM 2LN 12/30/2027                                                               | CUSIP: 91132UAD5<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |     500000 | PA      | $402915.00     | 0.00%             | 2027-12-30      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 2/41 #A97151                                                                                 | CUSIP: 3129455L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23649 | PA      | $23308.27      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                               | CALPINE CORPORATION 4.625% 02/01/2029 144A                                                              | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    1503000 | PA      | $1464818.99    | 0.00%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEUBACH HOLDING USA LLC                                                           | HEUBACH HOLDING USA LLC TERM INITIAL TL 12/31/2049                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     357500 | PA      | $0.04          | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| VOLOFIN FINANCE DESIGNATED ACTIVITY CO                                            | VOLOFIN FINANCE DESIGNATED ACTIVITY CO 5.935% 06/15/2037 144A                                           | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   10511254 | PA      | $10543860.73   | 0.03%             | 2037-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2025-1 LLC                                                               | DEXT ABS 2025-1 LLC 4.77% 08/15/2035 144A                                                               | CUSIP: 252154AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32095000 | PA      | $32003686.52   | 0.08%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                                        | ENTAIN TERM B 1LN 10/31/2029                                                                            | CUSIP: 36270BAC6<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |    3074737 | PA      | $3083377.35    | 0.01%             | 2029-10-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KNDR TR 2021-KIND                                                                 | KNDR 2021-KIND F TSFR1M+241.448 08/15/2038 144A                                                         | CUSIP: 482606AN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2729584 | PA      | $2678404.61    | 0.01%             | 2038-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                             | LCH OIS SOFRV3.25% MAC 06/18/29                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -185930000 | NC      | $1034507.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PEX HOLDINGS LLC                                                                  | GEN II FUND SERVICES TERM 1LN 11/26/2031                                                                | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |    2730000 | PA      | $2716350.00    | 0.01%             | 2031-11-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 12/30 #563583                                                                                | CUSIP: 31386HCU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        936 | PA      | $989.64        | 0.00%             | 2030-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORP                                                                      | GRIFFON TERM B 1LN 01/24/2029                                                                           | CUSIP: 39843GAK9<br>LEI: 5493000C2SGNC7ZN3242 | Long             | LON              | CORP              | US        |    3057331 | PA      | $3050635.36    | 0.01%             | 2029-01-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                      | NISOURCE INC 5.25% 02/15/2043                                                                           | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    8116000 | PA      | $7420319.20    | 0.02%             | 2043-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CZ030008 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    4500000 | NC      | $343959.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 06/01/2033#721434                                                                        | CUSIP: 31401XPT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28034 | PA      | $27798.32      | 0.00%             | 2033-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2% 11/01/2041#QK1180                                                                          | CUSIP: 3133D4JZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4766165 | PA      | $4017051.94    | 0.01%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 8/32 #583152                                                                                 | CUSIP: 36201GZR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        628 | PA      | $648.51        | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 5% 04/25/2048                                                            | CUSIP: 3137H8BP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2618664 | PA      | $2616240.54    | 0.01%             | 2048-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 11/27 #404745                                                                                | CUSIP: 31378PTA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        150 | PA      | $152.89        | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 07/01/2046#BD3088                                                                        | CUSIP: 3140FANE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29474 | PA      | $26751.09      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 1.5% 03/01/2051#FM6097                                                                        | CUSIP: 3140X9X34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     352964 | PA      | $261071.11     | 0.00%             | 2051-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                  | PUGET ENERGY INC 4.224% 03/15/2032                                                                      | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   21626000 | PA      | $19927319.65   | 0.05%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/39 #726298                                                                                 | CUSIP: 3620AC3F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8891 | PA      | $8932.48       | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 7/27 #431989                                                                                 | CUSIP: 36207G2W8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         81 | PA      | $82.04         | 0.00%             | 2027-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                             | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                             | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    6945000 | PA      | $6933802.58    | 0.02%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 10/29 #252806                                                                                | CUSIP: 31371HYB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        265 | PA      | $275.55        | 0.00%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B18 MORTGAGE TRUST                                                 | BENCHMARK 2020-B18 MORTGAGE TRUST 2.25% 07/15/2053 144A                                                 | CUSIP: 08163AAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1365000 | PA      | $780317.95     | 0.00%             | 2053-07-15      | Fixed         | 0.02%                 | No            |                  3 | On Loan: No      |
| P3 GROUP SARL                                                                     | P3 GROUP SARL 4% 04/19/2032 REGS                                                                        | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |    2400000 | PA      | $2737926.02    | 0.01%             | 2032-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 10/01/2033#                                                                                | CUSIP: 31296PKS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21230 | PA      | $21375.10      | 0.00%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2016-BNK2                                                 | MSC 2016-BNK2 C CSTR 11/49                                                                              | CUSIP: 61690YBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     603000 | PA      | $510992.39     | 0.00%             | 2049-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW CINEWORLD LTD                                                                 | NEW CINEWORLD LTD                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     137267 | NS      | $2993793.27    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 8/33 #614932                                                                                 | CUSIP: 36290RED1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3004 | PA      | $3018.24       | 0.00%             | 2033-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 07/01/2033#722261                                                                        | CUSIP: 31401YMJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4652 | PA      | $4615.81       | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 6.5% 07/01/2055 #TBA                                                                          | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39750000 | PA      | $40780995.75   | 0.10%             | 2055-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/27 #780570                                                                                 | CUSIP: 36225AT34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         14 | PA      | $13.88         | 0.00%             | 2027-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                    | SERVICE CORP INTERNATIONAL INC 4% 05/15/2031                                                            | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1520884.37    | 0.00%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 12/26 #780481                                                                                | CUSIP: 36225ARA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          7 | PA      | $6.81          | 0.00%             | 2026-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.0% 03/01/2041#A97520                                                                        | CUSIP: 312946K96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6652 | PA      | $6694.70       | 0.00%             | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 10/01/2040#V81966                                                                        | CUSIP: 3132L7FF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     185767 | PA      | $170104.33     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 11/27 #251298                                                                                | CUSIP: 31371GDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        224 | PA      | $228.36        | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB                                               | SAMHALLSBYGGNADSBOLAGET I NORDEN AB 2.624%/VAR PERP REGS                                                | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | EP               | CORP              | SE        |    5240000 | PA      | $4097300.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 11/40 #749953                                                                                | CUSIP: 3620C6E27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39251 | PA      | $37647.82      | 0.00%             | 2040-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 07/01/2028#                                                                                | CUSIP: 31292WQ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         43 | PA      | $43.65         | 0.00%             | 2028-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 04/01/2046#Q40165                                                                          | CUSIP: 3132WDFF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     180826 | PA      | $159508.27     | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL   | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.8% 03/01/2050         | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13200000 | PA      | $10207039.66   | 0.03%             | 2050-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 11/01/2042#G07368                                                                          | CUSIP: 3128M9QV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2195728 | PA      | $2090697.72    | 0.01%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2022-DKLX                                                  | BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+155 01/15/2039 144A                                             | CUSIP: 05530SAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2884868 | PA      | $2861428.64    | 0.01%             | 2039-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                            | MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031                                                            | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4295000 | PA      | $2817468.03    | 0.01%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                                           | TITANIUM 2L BONDCO SARL PIK 6.25% 01/14/2031                                                            | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |   19337400 | PA      | $6460744.50    | 0.02%             | 2031-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 7/40 #A92914                                                                                 | CUSIP: 312941GX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12952 | PA      | $13037.58      | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2017-C33                                  | MORGAN STANLEY BK AMER MERRILL LYNCH TR 2017-C33 3.356% 05/15/2050 144A                                 | CUSIP: 61767CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     947000 | PA      | $827889.56     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 06/01/2040#                                                                              | CUSIP: 3129404Y2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10801 | PA      | $10640.85      | 0.00%             | 2040-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 4.5% 06/01/2055 #TBA                                                                          | CUSIP: 01F042665<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -14500000 | PA      | $-13682115.90  | -0.04%            | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                           | EL SALVADOR REPUBLIC OF 7.65% 06/15/2035 144A                                                           | CUSIP: 283875AN2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     855000 | PA      | $808830.00     | 0.00%             | 2035-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 10/01/2041#                                                                                | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18077 | PA      | $15252.78      | 0.00%             | 2041-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M MTG TR                                                              | MKT 2020-525M MTG TR CSTR 02/12/2040 144A                                                               | CUSIP: 55316PAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     819000 | PA      | $552909.11     | 0.00%             | 2040-02-12      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MORGAN STANLEY 4.889%/VAR 07/20/2033                                                                    | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   69805000 | PA      | $68760803.06   | 0.18%             | 2033-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 04/01/2041#                                                                              | CUSIP: 3132GDQH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2310 | PA      | $2273.36       | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                          | WARNERMEDIA HOLDINGS INC 4.693% 05/17/2033                                                              | CUSIP: 55903VBH5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $3623552.16    | 0.01%             | 2033-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 09/01/2051#QC7468                                                                          | CUSIP: 3133ASJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4223073 | PA      | $3342808.23    | 0.01%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 09/01/2051#QC8403                                                                          | CUSIP: 3133ATKQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1936076 | PA      | $1777375.07    | 0.00%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2011-GC5                                                           | GSMS 2011-GC5 E CSTR 8/44                                                                               | CUSIP: 36191YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     773957 | PA      | $232904.48     | 0.00%             | 2044-08-10      | Variable      | 0.05%                 | No            |                  3 | On Loan: No      |
| QATAR ST                                                                          | QATAR ST 4.4% 04/16/2050 144A                                                                           | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    2090000 | PA      | $1744105.00    | 0.00%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MORTAGE TR 2024-MGP                                              | WELLS FARGO COML MORTAGE TR 2024-MGP TSFR1M+199.073 08/15/2041 144A                                     | CUSIP: 95003TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5200000 | PA      | $5187308.88    | 0.01%             | 2041-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                                | HOWARD HUGHES CORP 4.375% 02/01/2031 144A                                                               | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     895000 | PA      | $812746.10     | 0.00%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON USA TR 2016-HHV                                                            | HILTON USA TR 2016-HHV VAR 11/05/2038 144A                                                              | CUSIP: 43300LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5051000 | PA      | $4881816.25    | 0.01%             | 2038-11-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 06/01/2047#BH3646                                                                        | CUSIP: 3140GSBQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30568 | PA      | $29315.32      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                    | OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033                                                         | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   27700000 | PA      | $23417565.87   | 0.06%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.50% 3/36 #003828                                                                              | CUSIP: 36202EHD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11499 | PA      | $11359.82      | 0.00%             | 2036-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 2/29 #323542                                                                                 | CUSIP: 31374TLX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1216 | PA      | $1268.22       | 0.00%             | 2029-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 03/15/2042#AA6826                                                                        | CUSIP: 36178ESP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7229 | PA      | $6912.35       | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                              | CAPSTONE COPPER CORP 6.75% 03/31/2033 144A                                                              | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    2830000 | PA      | $2829480.41    | 0.01%             | 2033-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC                                         | VOYA CLO 2020-2 LTD/LLC A1RR TSFR3M+131 01/20/2038 144A                                                 | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7846000 | PA      | $7846313.84    | 0.02%             | 2038-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 05/01/2046#BC0880                                                                        | CUSIP: 3140EU6S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4760950 | PA      | $4321115.77    | 0.01%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.0% 09/45#MA3106                                                                               | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11452 | PA      | $10730.51      | 0.00%             | 2045-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                                         | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A                                         | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9150000 | PA      | $9310709.14    | 0.02%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                             | JACKSON FINANCIAL INC 3.125% 11/23/2031                                                                 | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    2681000 | PA      | $2328006.91    | 0.01%             | 2031-11-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TV AZTECA SAB DE CV                                                               | TV AZTECA SAB DE CV 8.25% 12/31/2049 REGS                                                               | CUSIP: N/A<br>LEI: 549300H2ZXE4KL0NUV88       | Long             | DBT              | CORP              | MX        |    4321000 | PA      | $1555560.00    | 0.00%             | 2049-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.00% 5/29 #C00764                                                                                 | CUSIP: 31292GZ58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         94 | PA      | $95.98         | 0.00%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                            | CACI INTERNATIONAL TERM B 1LN 10/30/2031                                                                | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |    1975050 | PA      | $1976294.28    | 0.01%             | 2031-10-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.00% 11/39 #720602                                                                                | CUSIP: 3620A6RX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2487 | PA      | $2576.22       | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2.5% 05/01/2041#SC0237                                                                        | CUSIP: 3132D9HN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7381754 | PA      | $6523569.36    | 0.02%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                        | HUMANA INC 3.7% 03/23/2029                                                                              | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    9378000 | PA      | $9008425.87    | 0.02%             | 2029-03-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL   | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.3% 02/01/2032         | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4414000 | PA      | $3638488.23    | 0.01%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 12/40 #AE8783                                                                                | CUSIP: 31419KXM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4434 | PA      | $4236.67       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 5/34 #778899                                                                                 | CUSIP: 31404UKL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23295 | PA      | $23061.40      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 8/40 #706824                                                                                 | CUSIP: 36297BG96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18708 | PA      | $18268.55      | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                  | ABN AMRO BANK NV 3.875% 01/15/2032 REGS                                                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    3400000 | PA      | $3966578.76    | 0.01%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP 9% 01/15/2029                                                                      | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5240.35       | 0.00%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                   | BANK 2021-BNK33 VAR 05/15/2064                                                                          | CUSIP: 06541CBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10180844 | PA      | $430118.26     | 0.00%             | 2064-05-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 05/15/2043#AD1390                                                                        | CUSIP: 36180CRK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10810 | PA      | $10298.22      | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 1/28 #420914                                                                                 | CUSIP: 31379JSB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        256 | PA      | $262.30        | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRAILER WORLD CORP                                                       | AMERICAN TRAILER WORLD TERM B 1LN 3/3/2028                                                              | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |    4115623 | PA      | $3379379.44    | 0.01%             | 2028-03-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 5/39 #AA7165                                                                                 | CUSIP: 31416Q6B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3310 | PA      | $3258.54       | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B37 MTG TR                                                         | BENCHMARK 2022-B37 B MTG TR CSTR 11/15/2055                                                             | CUSIP: 08161QAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     767000 | PA      | $754811.45     | 0.00%             | 2055-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                    | BRASKEM NETHERLANDS FIN BV 8% 10/15/2034 144A                                                           | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     815000 | PA      | $727387.50     | 0.00%             | 2034-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE PLACE GROUP LTD PARTNERSHIP                                            | PPGLP 2000-C1 A2 7.75% 7/28                                                                             | CUSIP: 743784AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     589863 | PA      | $599987.65     | 0.00%             | 2028-07-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST                                       | APOLLO AVIATION SECURITIZATION EQUITY TRUST 4.335% 01/16/2040 144A                                      | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     487174 | PA      | $448213.75     | 0.00%             | 2040-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAMAICA GOVT OF                                                                   | JAMAICA GOVT OF 6.75% 04/28/2028                                                                        | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     745000 | PA      | $768281.25     | 0.00%             | 2028-04-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 5/34 #A21977                                                                                 | CUSIP: 31296YFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8369 | PA      | $8425.63       | 0.00%             | 2034-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 09/01/2043#Q21900                                                                        | CUSIP: 3132JPDD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30697 | PA      | $28991.06      | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 10/34 #781814                                                                                | CUSIP: 36241KAP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3813 | PA      | $3830.56       | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 9/25 #405489                                                                                 | CUSIP: 36206ANE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          1 | PA      | $1.00          | 0.00%             | 2025-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                      | PERATON TERM B 1LN 02/01/2028                                                                           | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   16340111 | PA      | $14128313.92   | 0.04%             | 2028-02-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 10/01/2045#AZ4750                                                                        | CUSIP: 3138YWH42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1036976 | PA      | $942148.84     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                                | AEGEA FINANCE SARL 9% 01/20/2031 144A                                                                   | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     530000 | PA      | $557162.50     | 0.00%             | 2031-01-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL LEASING TRUST 2023-3                                                 | GM FINANCIAL LEASING TRUST 2023-3 5.38% 11/20/2026                                                      | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3736542 | PA      | $3743975.76    | 0.01%             | 2026-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                 | NATWEST GROUP PLC 2.105%/VAR 11/28/2031 REGS                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    5300000 | PA      | $6841893.49    | 0.02%             | 2031-11-28      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 9/41 #Q03210                                                                                 | CUSIP: 3132GJGT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32424 | PA      | $30856.72      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 12/40 #AB1887                                                                                | CUSIP: 31416XCZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8875 | PA      | $8710.74       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3% 06/01/2055 #TBA                                                                              | CUSIP: 21H030666<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  314550000 | PA      | $274129224.08  | 0.70%             | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 12/01/2045#AS6350                                                                          | CUSIP: 3138WGBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     960493 | PA      | $902396.52     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.00% 11/29 #C46106                                                                                | CUSIP: 31298EYB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        216 | PA      | $220.42        | 0.00%             | 2029-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 05/15/2043#AD1015                                                                        | CUSIP: 36180CDU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39413 | PA      | $34904.82      | 0.00%             | 2043-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2018-MP                                                   | MORGAN STANLEY CAP I TR 2018-MP VAR 07/11/2040 144A                                                     | CUSIP: 61691DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1711000 | PA      | $1161878.33    | 0.00%             | 2040-07-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 5/34 #775526                                                                                 | CUSIP: 31404QSP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        836 | PA      | $828.35        | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.875% 12/31/2029                                                                             | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  225000000 | PA      | $224244139.50  | 0.58%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 05/01/2043#Q18131                                                                        | CUSIP: 3132J9PR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19905 | PA      | $18817.88      | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                 | POST HLDGS INC 5.5% 12/15/2029 144A                                                                     | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    3595000 | PA      | $3550360.89    | 0.01%             | 2029-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/01/2040#AE4058                                                                          | CUSIP: 31419EQL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59410 | PA      | $56654.89      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECHO GLOBAL LOGISTICS INC                                                         | ECHO GLOBAL LOGISTICS TERM 2LN 11/23/2029                                                               | CUSIP: N/A<br>LEI: 549300WRZ9Y84GWVYR04       | Long             | LON              | CORP              | US        |    1525000 | PA      | $1464000.00    | 0.00%             | 2029-11-23      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| BAPCO ENERGIES BSC                                                                | BAPCO ENERGIES BSC 7.5% 10/25/2027 144A                                                                 | CUSIP: 67778M2A7<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    2177000 | PA      | $2220714.16    | 0.01%             | 2027-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/01/2040#AE7386                                                                          | CUSIP: 31419JF45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54495 | PA      | $51837.31      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                    | SERVICE CORP INTERNATIONAL INC 5.75% 10/15/2032                                                         | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     895000 | PA      | $889396.05     | 0.00%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 05/01/2041#AI2464                                                                        | CUSIP: 3138AFW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32654 | PA      | $32815.43      | 0.00%             | 2041-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050                                                 | CUSIP: 3136BKWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3791720 | PA      | $3230876.84    | 0.01%             | 2050-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 6/39 #720070                                                                                 | CUSIP: 3620A56F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8696 | PA      | $8554.52       | 0.00%             | 2039-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 1/35 #804847                                                                                 | CUSIP: 31406BEU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2836 | PA      | $2804.85       | 0.00%             | 2035-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 8/29 #323868                                                                                 | CUSIP: 31374TW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         54 | PA      | $54.97         | 0.00%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-B39 C MTG TR                                                       | BENCHMARK 2023-B39 A5 MTG TR 5.75359% 07/15/2056                                                        | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2406000 | PA      | $2502040.78    | 0.01%             | 2056-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/40#AE8996                                                                               | CUSIP: 31419K7J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77657 | PA      | $74016.86      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 7/27 #451900                                                                                 | CUSIP: 36208H7M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        112 | PA      | $113.32        | 0.00%             | 2027-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                                                             | TRUENOORD CAPITAL DAC 8.75% 03/01/2030 144A                                                             | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2705000 | PA      | $2805187.79    | 0.01%             | 2030-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 11/32#BJ6650                                                                               | CUSIP: 3140H8L86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     180377 | PA      | $174049.82     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/31 #564650                                                                                 | CUSIP: 36213UH37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2080 | PA      | $2139.81       | 0.00%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 12/27 #455904                                                                                | CUSIP: 36208NNV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        307 | PA      | $312.97        | 0.00%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                | TURKEY REPUBLIC OF 9.375% 01/19/2033                                                                    | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3315000 | PA      | $3653759.85    | 0.01%             | 2033-01-19      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.00% 12/27 #452821                                                                                | CUSIP: 36208KAW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        448 | PA      | $454.97        | 0.00%             | 2027-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-CP1                                                          | NYMT LOAN TRUST 2024-CP1 3.75% 02/25/2068 144A                                                          | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4655488 | PA      | $4287014.99    | 0.01%             | 2068-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                                | BANCO MERCANTIL DEL NORTE CAYMAN ISLAND BRH 8.375%/VAR PERP 144A                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |     740000 | PA      | $731675.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES                                                         | PRIME HEALTHCARE SERVICES 9.375% 09/01/2029 144A                                                        | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2335000 | PA      | $2372334.32    | 0.01%             | 2029-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 6.54% 4/37 #918912                                                                             | CUSIP: 31411Y3V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9785 | PA      | $10058.78      | 0.00%             | 2037-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                     | CITIGROUP INC 4.4% 06/10/2025                                                                           | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   13145000 | PA      | $13141941.82   | 0.03%             | 2025-06-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT TR 2024-EXTR                                                                  | EQT TR 2024-EXTR D VAR 07/05/2041 144A                                                                  | CUSIP: 29439DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     341000 | PA      | $344235.51     | 0.00%             | 2041-07-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX 2024 VLT4                                                                      | BX 2024 VLT4 E TSFR1M+288.94 07/15/2029 144A                                                            | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1227000 | PA      | $1210128.75    | 0.00%             | 2029-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 6.49% 01/23/2027                                                                    | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   36590000 | PA      | $35949675.00   | 0.09%             | 2027-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 4/40 #737177                                                                                 | CUSIP: 3620AQ6N8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     198636 | PA      | $199560.92     | 0.00%             | 2040-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 01/01/2051#FM5651                                                                        | CUSIP: 3140X9H57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4127308 | PA      | $3399197.04    | 0.01%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 02/01/2043#Q15992                                                                        | CUSIP: 3132J7C67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      93854 | PA      | $88993.32      | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DP WORLD SALAAM                                                                   | DP WORLD SALAAM 6%/VAR PERP REGS                                                                        | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | EP               | CORP              | KY        |    2800000 | PA      | $2793875.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                       | VALARIS LTD 8.375% 04/30/2030 144A                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    3900000 | PA      | $3915159.30    | 0.01%             | 2030-04-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                                                           | DIGITALBRIDGE GROUP INC 7.15% SER I PERP PFD                                                            | CUSIP: 25401T405<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |      26600 | NS      | $550620.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIEMAE 30YR 2.5% 05/01/2052#FA0096                                                                   | CUSIP: 3140W0DA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12468951 | PA      | $10261471.88   | 0.03%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                            | COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    4274000 | PA      | $4041426.87    | 0.01%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHA TRAINS FINANCE SA                                                           | ALPHA TRAINS FINANCE SA 2.064% 06/30/2030 REGS                                                          | CUSIP: N/A<br>LEI: 529900FR0E130P05IY43       | Long             | DBT              | CORP              | LU        |    4151000 | PA      | $4708723.51    | 0.01%             | 2030-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/32 #582054                                                                                 | CUSIP: 36201FTK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        345 | PA      | $353.62        | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                         | MILLICOM INTL CELLULAR SA 5.125% 01/15/2028 144A                                                        | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     549000 | PA      | $537333.75     | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                                           | FISERV FUNDING UNLTD CO 3.5% 06/15/2032                                                                 | CUSIP: 337735AB0<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |    1000000 | PA      | $1127124.88    | 0.00%             | 2032-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 08/01/2051#SD2230                                                                          | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2374966 | PA      | $1860627.40    | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2021-SAVE                                                 | WELLS FARGO COML MTG TR 2021-SAVE D TSFR1M+261.448 02/15/2040 144A                                      | CUSIP: 95003LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     310400 | PA      | $310216.90     | 0.00%             | 2040-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                            | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7.375% 10/01/2032 144A                           | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1809077.65    | 0.00%             | 2032-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 6/35 #823041                                                                                 | CUSIP: 31406XLW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        126 | PA      | $129.71        | 0.00%             | 2035-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 10/32 #646799                                                                                | CUSIP: 31390HRU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        345 | PA      | $365.82        | 0.00%             | 2032-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 6/46#V82414                                                                                | CUSIP: 3132L7VF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2746936 | PA      | $2423099.49    | 0.01%             | 2046-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC                                             | DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC A1R TSFR3M+136.161 07/17/2034 144A                                | CUSIP: 26245XAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   23939000 | PA      | $23948958.62   | 0.06%             | 2034-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 11/20/2047#784391                                                                          | CUSIP: 3622A22Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6712692 | PA      | $6047632.46    | 0.02%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                | CLEAR CHANNEL OUTDOOR HOLDINGS INC 5.125% 08/15/2027 144A                                               | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    1769000 | PA      | $1730484.09    | 0.00%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2011-C3                                         | JP MORGAN CHASE CO MT SE 11C3 VAR 02/15/2046 144A                                                       | CUSIP: 46635TBR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106000 | PA      | $322.36        | 0.00%             | 2046-02-15      | Variable      | 0.04%                 | No            |                  3 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                           | SAUDI ARABIA KINGDOM OF 5% 01/18/2053 144A                                                              | CUSIP: 80413TBE8<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    1010000 | PA      | $839875.60     | 0.00%             | 2053-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2016-C4                                                    | JPMDB COML MTG SECS TR 2016-C4 C 3.0971% 12/15/2049                                                     | CUSIP: 46646RAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     603000 | PA      | $510026.63     | 0.00%             | 2049-12-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES LIX CLO LTD                                                                  | ARES LIX CLO LTD A TSFR3M+129.161 04/25/2034 144A                                                       | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13014000 | PA      | $13021496.06   | 0.03%             | 2034-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CZ030008 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    2800000 | NC      | $214019.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 8/41 #Q02387                                                                                 | CUSIP: 3132GFUL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4141 | PA      | $4076.02       | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.00% 9/40 #004800                                                                              | CUSIP: 36202FKM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     697632 | PA      | $668864.49     | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 08/01/2046#AL8970                                                                        | CUSIP: 3138ET6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1747730 | PA      | $1589545.48    | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 05/01/2045#Q33547                                                                        | CUSIP: 3132QP5H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     900993 | PA      | $824553.23     | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                            | BRIGHTSPEED TERM B-DD 1LN 04/03/2031                                                                    | CUSIP: 20752KAP8<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |    2812720 | PA      | $2586830.39    | 0.01%             | 2031-04-03      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 4/26 #342459                                                                                 | CUSIP: 31375RMG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         12 | PA      | $11.90         | 0.00%             | 2026-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.0% 07/20/2045#MA2962                                                                          | CUSIP: 36179RJF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      92607 | PA      | $87689.42      | 0.00%             | 2045-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                                          | BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A                                                        | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32357950 | PA      | $32398397.55   | 0.08%             | 2041-05-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                      | Fidelity Securities Lending Cash Central Fund                                                           | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   71984647 | NS      | $71991845.01   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 10/01/2051#MA4437                                                                          | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132822 | PA      | $103600.26     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                                         | SOUTHERN GAS NETWORKS PLC 3.5% 10/16/2030 REGS                                                          | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |    3325000 | PA      | $3784223.74    | 0.01%             | 2030-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                              | LIFEPOINT HEALTH INC 10% 06/01/2032 144A                                                                | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    1436000 | PA      | $1502169.44    | 0.00%             | 2032-06-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 11/01/2051#MA4466                                                                        | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22505321 | PA      | $18422560.65   | 0.05%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK                                                                        | JYSKE BANK AS 3.625%/VAR 04/29/2031 REGS                                                                | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |    2335000 | PA      | $2683570.94    | 0.01%             | 2031-04-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                                              | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                                    | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |    4756455 | PA      | $4182969.50    | 0.01%             | 2028-06-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 2/28 #416207                                                                                 | CUSIP: 31379DKU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        131 | PA      | $134.52        | 0.00%             | 2028-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                       | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7% 06/15/2032 144A                                          | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1027365.27    | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 04/01/2040#                                                                                | CUSIP: 312940C49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1820 | PA      | $1760.29       | 0.00%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                          | WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032                                                              | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   67020000 | PA      | $56871113.15   | 0.15%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMPIRE TODAY IP, LLC                                                              | EMPIRE TODAY TERM EXCH FLSO TL 1LN 8/3/2029                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1056764 | PA      | $443840.87     | 0.00%             | 2029-08-03      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2502 ZC 6 9/32                                                                                      | CUSIP: 31392UTM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      20737 | PA      | $21221.90      | 0.00%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 1/34 #604900                                                                                 | CUSIP: 36200M7M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2883 | PA      | $2896.70       | 0.00%             | 2034-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MHC TR 2021-MHC2                                                                  | MHC TR 2021-MHC2 TSFR1M+251.448 05/15/2023 144A                                                         | CUSIP: 55293AAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     724800 | PA      | $722082.00     | 0.00%             | 2038-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                              | SHEARER'S FOODS TERM B 1LN 02/12/2031                                                                   | CUSIP: 31659LAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3324917 | PA      | $3322988.42    | 0.01%             | 2031-02-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                         | EGYPT (ARAB) REPUBLIC OF 7.6003% 03/01/2029 144A                                                        | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1765000 | PA      | $1730732.53    | 0.00%             | 2029-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                | DOMINICAN REPUBLIC 4.875% 09/23/2032 144A                                                               | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    5535000 | PA      | $5047920.00    | 0.01%             | 2032-09-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 07/01/2041#Q02144                                                                          | CUSIP: 3132GFLZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     323493 | PA      | $307821.49     | 0.00%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 11/39 #G05695                                                                                | CUSIP: 3128M7UU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1593 | PA      | $1569.90       | 0.00%             | 2039-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 02/01/2043#AR5579                                                                        | CUSIP: 3138W3FV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5257 | PA      | $4748.07       | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                        | VIASAT INC 7.5% 05/30/2031 144A                                                                         | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1527850.94    | 0.00%             | 2031-05-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                 | GEO GROUP TERM B 1LN 4/13/2029                                                                          | CUSIP: 36170EAC1<br>LEI: 5493003VOR6NTY465495 | Long             | LON              | CORP              | US        |    1695438 | PA      | $1711680.13    | 0.00%             | 2029-04-13      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                     | TOPBUILD CORP 4.125% 02/15/2032 144A                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1695889.72    | 0.00%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 4.125% 08/15/2053                                                           | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  466647000 | PA      | $408006243.39  | 1.05%             | 2053-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                      | NISOURCE INC 5.95% 06/15/2041                                                                           | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    5760000 | PA      | $5694011.31    | 0.01%             | 2041-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | BOAM SWAP PAY 4.01 05/07/30                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   18770000 | NC      | $784794.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CY562346 11/18/64 S                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    6100000 | NC      | $-35236.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 3.625% 05/15/2053                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  176200000 | PA      | $140567680.13  | 0.36%             | 2053-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                            | PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A                                           | CUSIP: 72703PAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22413790 | PA      | $21744164.58   | 0.06%             | 2051-12-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 5.5% 8/53 #RA9561                                                                             | CUSIP: 3133KRTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5388003 | PA      | $5382843.71    | 0.01%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 12/01/2051#FM9777                                                                          | CUSIP: 3140XD2K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2605152 | PA      | $2240893.69    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL2                                                                    | PRET 2025-RPL2 4% 08/25/2064 144A                                                                       | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20852908 | PA      | $19962926.46   | 0.05%             | 2064-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                    | DEUTSCHE BANK AG NEW YORK BNCH 6.72%/VAR 01/18/2029                                                     | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1774128.93    | 0.00%             | 2029-01-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 12/01/2052#SD1924                                                                          | CUSIP: 3132DPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6428450 | PA      | $6295106.63    | 0.02%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 6/27 #446811                                                                                 | CUSIP: 36208CKY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         45 | PA      | $45.79         | 0.00%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 10/41 #AJ4794                                                                                | CUSIP: 3138AWKG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4083 | PA      | $3950.66       | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 11/01/2035#CA7953                                                                        | CUSIP: 3140QFZT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4281098 | PA      | $3775908.56    | 0.01%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 6.34% 9/36 #893580                                                                             | CUSIP: 31410PXH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2347 | PA      | $2412.74       | 0.00%             | 2036-09-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 01/52#SD8188                                                                               | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2773994 | PA      | $2161102.94    | 0.01%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 10/27 #453745                                                                                | CUSIP: 36208LBN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         59 | PA      | $59.53         | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MORGAN STANLEY 4.099%/VAR 05/22/2036                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1626550.75    | 0.00%             | 2036-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                            | GSCM SWAP REC 3.97 04/13/26                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |   -6700000 | NC      | $-236717.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVESTMENT ENERGY RESOURCES LTD                                                   | INVESTMENT ENERGY RESOURCES LTD 6.25% 04/26/2029 144A                                                   | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    1600000 | PA      | $1531200.00    | 0.00%             | 2029-04-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2015-MS1                                                  | MORGAN STANLEY CAP I TR 2015 4.163% 5/15/48                                                             | CUSIP: 61765DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     983000 | PA      | $786412.29     | 0.00%             | 2048-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 05/01/2049#ZA6998                                                                        | CUSIP: 31329QX30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     137828 | PA      | $124535.08     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 1.5% 10/25/2051                                                          | CUSIP: 3136BJHA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2491627 | PA      | $2096376.39    | 0.01%             | 2051-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#727221                                                                        | CUSIP: 31402E4E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13450 | PA      | $13323.83      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CELSIUS HOLDINGS INC                                                              | CELSIUS TERM B 1LN 04/01/2032                                                                           | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2730000 | PA      | $2741083.80    | 0.01%             | 2032-04-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                       | ASURION TERM B9 1LN 07/31/2027                                                                          | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    3636898 | PA      | $3612639.58    | 0.01%             | 2027-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2% 02/25/2048                                                            | CUSIP: 3136BLFC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   10560446 | PA      | $9232892.51    | 0.02%             | 2048-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 3.5% 04/25/2052                                                          | CUSIP: 3137H6RW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3405893 | PA      | $3209790.49    | 0.01%             | 2052-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                                  | OPEN TR 2023-AIR TSFR1M+523.593 10/15/2028 144A                                                         | CUSIP: 68373BAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1050400 | PA      | $1050399.99    | 0.00%             | 2040-11-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 02/20/2043#MA0783                                                                          | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     182768 | PA      | $168638.21     | 0.00%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                 | NATWEST GROUP PLC 7.416%/VAR 06/06/2033 REGS                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    2600000 | PA      | $3673750.15    | 0.01%             | 2033-06-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| THE BERKELEY GROUP PLC                                                            | THE BERKELEY GROUP PLC 2.5% 08/11/2031 REGS                                                             | CUSIP: N/A<br>LEI: 2138001V85JLYR7AUB61       | Long             | DBT              | CORP              | GB        |    3350000 | PA      | $3684849.18    | 0.01%             | 2031-08-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                 | NEWELL BRANDS INC 6.625% 05/15/2032                                                                     | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1222160.39    | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-VLT5                                                          | BX COML MTG TR 2024-VLT5 B CSTR 11/13/2046 144A                                                         | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     513000 | PA      | $509635.39     | 0.00%             | 2046-11-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 1.5% 05/01/2036#BR1069                                                                        | CUSIP: 3140KYFK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     319781 | PA      | $281645.29     | 0.00%             | 2036-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                          | ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A                                                             | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4330000 | PA      | $4120586.48    | 0.01%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2024-1 LTD                                                               | VOYA CLO 2024-1 LTD A1 TSFR3M+152 04/15/2037 144A                                                       | CUSIP: 92920DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18502000 | PA      | $18556469.89   | 0.05%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                              | ROMANIA REPUBLIC OF 3.625% 03/27/2032 144A                                                              | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1206000 | PA      | $1009277.28    | 0.00%             | 2032-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                    | BRASKEM NETHERLANDS FIN BV 7.25% 02/13/2033 144A                                                        | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    2545000 | PA      | $2215422.50    | 0.01%             | 2033-02-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 MTG TR                                                                | CD 2017-CD3 D 3.25% 02/10/2050 144A                                                                     | CUSIP: 12515GAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1340000 | PA      | $279697.93     | 0.00%             | 2050-02-10      | Fixed         | 0.03%                 | No            |                  3 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 07/01/2049#RA1086                                                                        | CUSIP: 3133KGF37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48297 | PA      | $46196.97      | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-IND                                                                 | BX TRUST 2022-IND TSFR1M+219.7 04/15/2024 144A                                                          | CUSIP: 05609WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2324000 | PA      | $2324000.00    | 0.01%             | 2037-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIEMAE 30YR 2.5% 06/01/2052#FA0543                                                                   | CUSIP: 3140W0S97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23269406 | PA      | $19295268.14   | 0.05%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 9/26 #256469                                                                                 | CUSIP: 31371M2A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1234 | PA      | $1241.66       | 0.00%             | 2026-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                   | ANGOLA REPUBLIC 9.5% 11/12/2025 144A                                                                    | CUSIP: 035198AA8<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    2245000 | PA      | $2242895.31    | 0.01%             | 2025-11-12      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 07/01/2029#                                                                                | CUSIP: 31293TGY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        178 | PA      | $181.00        | 0.00%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 11/01/2051#FS1334                                                                          | CUSIP: 3140XGPU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79414 | PA      | $62116.56      | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                  | CENTENE CORP 4.625% 12/15/2029                                                                          | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   24065000 | PA      | $23174619.07   | 0.06%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                      | ALPHABET INC 4% 05/06/2054                                                                              | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     800000 | PA      | $903169.47     | 0.00%             | 2054-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2024-2 LTD                                                   | PALMER SQUARE LN FDG 2024-2 LTD D TSFR3M+470 01/15/2033 144A                                            | CUSIP: 69703HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     285000 | PA      | $282315.30     | 0.00%             | 2033-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                             | NABORS INDUSTRIES INC 7.375% 05/15/2027 144A                                                            | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2568131.02    | 0.01%             | 2027-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TRANSDIGM INC 6.75% 08/15/2028 144A                                                                     | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2596518.75    | 0.01%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 11/35 #255934                                                                                | CUSIP: 31371MHK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        793 | PA      | $827.97        | 0.00%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                               | MSCS SWAP CY451600 12/16/72 S                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |   12380000 | NC      | $22540.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                 | ARES CAPITAL CORP 3.875% 01/15/2026                                                                     | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   47916000 | PA      | $47598078.78   | 0.12%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 3.464% 5/1/41#1B8304                                                                           | CUSIP: 3128UGTL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11601 | PA      | $12046.21      | 0.00%             | 2041-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 11/35 #843132                                                                                | CUSIP: 31407WVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33841 | PA      | $35254.66      | 0.00%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2.5% 12/25/2049                                                          | CUSIP: 3136BLGX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3561223 | PA      | $3007293.30    | 0.01%             | 2049-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 08/15/2042#AB1489                                                                        | CUSIP: 36178LUN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3870 | PA      | $3717.48       | 0.00%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 07/01/2034#FM8940                                                                          | CUSIP: 3140XC5A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2330119 | PA      | $2267586.48    | 0.01%             | 2034-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 2/40 #735365                                                                                 | CUSIP: 3620AN6A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21780 | PA      | $21401.89      | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 8/39 #710776                                                                                 | CUSIP: 36297FT93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21033 | PA      | $21131.73      | 0.00%             | 2039-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 10/31 #567252                                                                                | CUSIP: 36213XEZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        596 | PA      | $611.57        | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2023-C21                                                     | BBCMS MORTGAGE TRUST 2023-C21 VAR 09/15/2026                                                            | CUSIP: 05553WAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1661000 | PA      | $1651397.93    | 0.00%             | 2056-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 05/15/2033#553243                                                                        | CUSIP: 36213FS87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12648 | PA      | $12700.17      | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 1/41#004921                                                                                | CUSIP: 36202FPE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3486 | PA      | $3239.32       | 0.00%             | 2041-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BYJU'S ALPHA INC                                                                  | BYJU'S ALPHA TERM PIK Bridge Term Loan                                                                  | CUSIP: N/A<br>LEI: 254900EAJ040Y8AVVN71       | Long             | LON              | CORP              | US        |      18305 | PA      | $18121.58      | 0.00%             | 2026-04-09      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| ONEOK INC                                                                         | ONEOK INC 4.4% 10/15/2029                                                                               | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    8925000 | PA      | $8782244.27    | 0.02%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 9/29 #252717                                                                                 | CUSIP: 31371HVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         65 | PA      | $67.49         | 0.00%             | 2029-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 3.5% 07/01/2055 #TBA                                                                          | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   77875000 | PA      | $69062306.78   | 0.18%             | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/28 #471698                                                                                 | CUSIP: 36209G7K7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         35 | PA      | $35.19         | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 05/01/2051#BR1035                                                                          | CUSIP: 3140KYEH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25764 | PA      | $20151.97      | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 10/01/2041#FM9396                                                                          | CUSIP: 3140XDNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12662105 | PA      | $10667480.58   | 0.03%             | 2041-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 9/39 #726323                                                                                 | CUSIP: 3620AC4G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8653 | PA      | $8693.76       | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2012-C1                                                           | UBSCM 2012-C1 E CSTR 05/45                                                                              | CUSIP: 90269GAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     446067 | PA      | $403690.83     | 0.00%             | 2045-05-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 04/01/2046#AL8555                                                                        | CUSIP: 3138ETQH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1895089 | PA      | $1721789.94    | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CWGS GROUP LLC                                                                    | CAMPING WORLD TERM B 1LN 06/03/2028                                                                     | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5096087 | PA      | $4874508.78    | 0.01%             | 2028-06-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                         | EGYPT (ARAB) REPUBLIC OF 7.625% 05/29/2032 144A                                                         | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1110000 | PA      | $996571.88     | 0.00%             | 2032-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 06/01/2029#                                                                                | CUSIP: 31293R5M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1081 | PA      | $1098.37       | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII 15YR 3% 11/20/2031#MA4044                                                                          | CUSIP: 36179SP50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     991024 | PA      | $959038.40     | 0.00%             | 2031-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | BNPI SWAP CDS 06/20/30 SOCGEN  B                                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    5550000 | NC      | $42167.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 10/31 #568814                                                                                | CUSIP: 36213Y3X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2407 | PA      | $2480.79       | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                     | CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A                                                          | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     660000 | PA      | $644913.39     | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 3.50% 9/42 #AP4410                                                                                 | CUSIP: 3138M73U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     230753 | PA      | $213675.91     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                           | GENESEE and WYOMING INC 6.25% 04/15/2032 144A                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    5030000 | PA      | $5108473.03    | 0.01%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                            | BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A                                      | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22582691 | PA      | $22540348.33   | 0.06%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/28 #427209                                                                                 | CUSIP: 36207BR69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        177 | PA      | $178.59        | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                          | SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A                                                          | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2145850.93    | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TELEKOM SRBIJA AD BELGRADE                                  | TELECOMMUNICATIONS CO TELEKOM SRBIJA AD BELGRADE 7% 10/28/2029 144A                                     | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |    1710000 | PA      | $1694464.65    | 0.00%             | 2029-10-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                             | SUBWAY FDG LLC ISSUER 5.566% 07/30/2054 144A                                                            | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22618340 | PA      | $22198631.82   | 0.06%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                       | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A                                        | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2290785.79    | 0.01%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2432 FG SOFR30A+101.448 3/32                                                                        | CUSIP: 31339NNN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       1681 | PA      | $1687.49       | 0.00%             | 2032-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 02/20/2043#AD1755                                                                          | CUSIP: 36180C5Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2558647 | PA      | $2375962.36    | 0.01%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                          | WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052                                                              | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   75442000 | PA      | $48905889.09   | 0.13%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 04/48#CA1545                                                                               | CUSIP: 3140Q8WF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     420153 | PA      | $392770.64     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | CAPITAL ONE FINANCIAL CORP 3.273%/VAR 03/01/2030                                                        | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   22490000 | PA      | $21228734.26   | 0.05%             | 2030-03-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                    | TRANSOCEAN INC 8.75% 02/15/2030 144A                                                                    | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    1444000 | PA      | $1463862.22    | 0.00%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                            | TWITTER TERM B1 1LN 10/26/2029                                                                          | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    9463151 | PA      | $9367194.16    | 0.02%             | 2029-10-26      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                          | NORTHERN OIL AND GAS INC 8.125% 03/01/2028 144A                                                         | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    3040000 | PA      | $3052381.92    | 0.01%             | 2028-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/28 #433685                                                                                 | CUSIP: 36207JXN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        448 | PA      | $453.94        | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CZ030008 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    2500000 | NC      | $191088.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 03/15/2042#733816                                                                          | CUSIP: 3620AMGZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     173035 | PA      | $165574.27     | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 04/01/2036#FM6100                                                                        | CUSIP: 3140X9X67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     310837 | PA      | $273767.94     | 0.00%             | 2036-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                                              | DOTDASH MEREDITH TERM B 1LN 12/01/2028                                                                  | CUSIP: 25849KAE7<br>LEI: 549300R2AA7U9CJUQO13 | Long             | LON              | CORP              | US        |    7377507 | PA      | $7363711.53    | 0.02%             | 2028-12-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 4/27 #446901                                                                                 | CUSIP: 36208CNS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         65 | PA      | $66.34         | 0.00%             | 2027-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC           | MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC 11.875% 04/15/2031 144A         | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2439046.20    | 0.01%             | 2031-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                       | IMPERIAL BRANDS FINANCE PLC 3.875% 02/12/2034 REGS                                                      | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |    3075000 | PA      | $3436971.38    | 0.01%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                | TURKEY REPUBLIC OF 4.875% 10/09/2026                                                                    | CUSIP: 900123CK4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3940000 | PA      | $3898827.00    | 0.01%             | 2026-10-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                 | ICAHN ENTERPRISES LP/FIN CORP 4.375% 02/01/2029                                                         | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6355000 | PA      | $5190711.13    | 0.01%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 1.5% 07/01/2036#SB8110                                                                        | CUSIP: 3132D6AK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     262779 | PA      | $231030.75     | 0.00%             | 2036-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                  | WILLIAMS COS INC 4% 09/15/2025                                                                          | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1911000 | PA      | $1906827.20    | 0.00%             | 2025-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                             | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 6.75% 08/15/2032 144A                             | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3387385.04    | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                            | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A                            | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4567655.99    | 0.01%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                              | KAISER ALUMINUM CORP 4.5% 06/01/2031 144A                                                               | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205000 | PA      | $188349.12     | 0.00%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 8/28 #466883                                                                                 | CUSIP: 36209BUG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        606 | PA      | $620.94        | 0.00%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                           | ATI INC 7.25% 08/15/2030                                                                                | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1068090.96    | 0.00%             | 2030-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| SUMIT 2022-BVUE MTG TR                                                            | SUMI TRUST CORE RMBS 2022-BVUE F CSTR 02/12/2041 144A                                                   | CUSIP: 865592AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     185000 | PA      | $127574.48     | 0.00%             | 2041-02-12      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 02/01/2042#AJ5602                                                                        | CUSIP: 3138AXGL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     534812 | PA      | $508335.10     | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP INC/GROUPE MINIER WINDFALL INC                              | WINDFALL MINING GROUP INC/GROUPE MINIER WINDFALL INC 5.854% 05/13/2032 144A                             | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |    1240000 | PA      | $1238113.19    | 0.00%             | 2032-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 11/40 #734032                                                                                | CUSIP: 3620AMPR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2947 | PA      | $2959.25       | 0.00%             | 2040-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRM5 TR 2025-PRM5                                                                 | PRM5 TR 2025-PRM5 E CSTR 03/10/2033 144A                                                                | CUSIP: 693980AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3907000 | PA      | $3891761.92    | 0.01%             | 2033-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 2/40 #737015                                                                                 | CUSIP: 3620AQYL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      76514 | PA      | $75208.48      | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK42                                                                   | BANK 2022-BNK42 A5 CSTR 06/15/2055                                                                      | CUSIP: 06541MBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1746000 | PA      | $1667436.46    | 0.00%             | 2055-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 1.5% 10/25/2051                                                          | CUSIP: 3137H2UC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2474874 | PA      | $2076439.54    | 0.01%             | 2051-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 02/01/2036#MA4260                                                                        | CUSIP: 31418DWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     233845 | PA      | $206250.18     | 0.00%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 11/01/2050#QB5148                                                                          | CUSIP: 3133ABWH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     248371 | PA      | $194581.85     | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2024-X1                                            | AFFIRM ASSET SECURITIZATION TR 2024-X1 6.27% 05/15/2029 144A                                            | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1031410 | PA      | $1032542.51    | 0.00%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 2/40 #735359                                                                                 | CUSIP: 3620AN5U0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24302 | PA      | $23887.76      | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/29 #513652                                                                                 | CUSIP: 36211HTH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        244 | PA      | $249.20        | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 6/35 #826971                                                                                 | CUSIP: 31407CW86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        228 | PA      | $236.85        | 0.00%             | 2035-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE CD 2016-CD2 MTG TR                                            | CD 2016-CD2 C CSTR 3.031% 11/49                                                                         | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     619000 | PA      | $363541.73     | 0.00%             | 2049-11-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES LV CLO LTD                                                                   | ARES LV CLO LTD A1R2 TSFR3M+137 10/15/2037 144A                                                         | CUSIP: 04018BAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16637000 | PA      | $16641408.81   | 0.04%             | 2037-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WFCM 2022                                                                         | WFCM 2022 2.5% 04/15/2055 144A                                                                          | CUSIP: 95003MBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1365000 | PA      | $909316.32     | 0.00%             | 2055-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                              | COLOMBIA REPUBLIC OF 5.2% 05/15/2049                                                                    | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1660000 | PA      | $1092280.00    | 0.00%             | 2049-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2019-GC42                                                          | GS MTG SECS TR 2019-GC42 CSTR 09/01/2052                                                                | CUSIP: 36257UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3532000 | PA      | $3022771.78    | 0.01%             | 2052-09-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 1/1/42 #Q05962                                                                           | CUSIP: 3132GMJF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3470 | PA      | $3304.44       | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                  | CALIFORNIA RES CORP 8.25% 06/15/2029 144A                                                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    6445000 | PA      | $6456684.79    | 0.02%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                            | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.5% 11/25/2051                                  | CUSIP: 3137H3V82<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    3142085 | PA      | $2642145.95    | 0.01%             | 2051-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 02/01/2043#AR0015                                                                        | CUSIP: 3138NWAR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     162431 | PA      | $146211.67     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2035#AB8197                                                                        | CUSIP: 31417FDB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      76828 | PA      | $75984.37      | 0.00%             | 2035-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 11 LTD                                                                  | AIMCO CLO 11 LTD A1R2 TSFR3M+134 07/17/2037 144A                                                        | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |   23628000 | PA      | $23630221.03   | 0.06%             | 2037-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/28 #442336                                                                                 | CUSIP: 36207ULR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         22 | PA      | $22.64         | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                                  | MOBICO GROUP PLC 4.875% 09/26/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    4150000 | PA      | $4312798.52    | 0.01%             | 2031-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                             | TENET HEALTHCARE CORP 6.75% 05/15/2031                                                                  | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     665000 | PA      | $684984.58     | 0.00%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| BANK 2022-BNK40                                                                   | BANK 2022-BNK40 CSTR 03/15/2064                                                                         | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     522000 | PA      | $471963.32     | 0.00%             | 2064-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/31 #474776                                                                                 | CUSIP: 36209LMZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        166 | PA      | $170.15        | 0.00%             | 2031-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK27                                                                   | BANK 2020-BNK27 2.5% 04/15/2063 144A                                                                    | CUSIP: 06539YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     430000 | PA      | $317437.31     | 0.00%             | 2063-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                        | CLUB CAR TERM 1LN 06/01/2028                                                                            | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    3048912 | PA      | $2963176.51    | 0.01%             | 2028-06-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 01/01/2052#QD5561                                                                          | CUSIP: 3133B3FA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     702126 | PA      | $603295.17     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 02/01/43#AB8499                                                                            | CUSIP: 31417FNR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     172421 | PA      | $155283.42     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 03/20/2043#AA6141                                                                          | CUSIP: 36178DZE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1158127 | PA      | $1075126.09    | 0.00%             | 2043-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DBJPM 2020-C9                                                                     | DBJPM 2020-C9 AM 2.34% 08/15/2053                                                                       | CUSIP: 233063AZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     639000 | PA      | $548199.06     | 0.00%             | 2053-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2.5% 04/20/2052#                                                                                | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28609090 | PA      | $23992063.29   | 0.06%             | 2052-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREEN LAKES PARK CLO LLC                                                          | GREEN LAKES PARK CLO LLC ARR TSFR3M+118 01/25/2038 144A                                                 | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22967000 | PA      | $22951612.11   | 0.06%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 4/31 #575585                                                                                 | CUSIP: 31386WNA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        200 | PA      | $209.46        | 0.00%             | 2031-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 4/27 #440301                                                                                 | CUSIP: 36207SDE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         22 | PA      | $22.03         | 0.00%             | 2027-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 7/41 #769513                                                                                 | CUSIP: 36176LVE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4839 | PA      | $4630.30       | 0.00%             | 2041-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                                           | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 5.5% 05/08/2034 144A                                            | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     835000 | PA      | $857327.90     | 0.00%             | 2034-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GNR 2010-160 DY 4% 12/20/2040                                                                           | CUSIP: 38377RLW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    2262714 | PA      | $2190617.71    | 0.01%             | 2040-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMBB COML MTG SECS TR 2015-C30                                                   | JPMBB COML MTG SECS TR 2015-C30 XA CSTR 07/15/2048                                                      | CUSIP: 46644UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28317961 | PA      | $345.48        | 0.00%             | 2048-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 7.00% 7/26 #D97040                                                                            | CUSIP: 3128E3ZD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        224 | PA      | $224.86        | 0.00%             | 2026-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM                                                                     | AXIAN TELECOM 7.375% 02/16/2027 144A                                                                    | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |    3040000 | PA      | $3052342.40    | 0.01%             | 2027-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                                | CFMT 2024-HB13 LLC VAR 05/25/2034 144A                                                                  | CUSIP: 12530VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8236897 | PA      | $8076952.59    | 0.02%             | 2034-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6% 11/37 #953087                                                                                   | CUSIP: 31413RJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16374 | PA      | $17165.18      | 0.00%             | 2037-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                       | BANK GOSPODARSTWA KRAJOWEGO 5.375% 05/22/2033 144A                                                      | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     780000 | PA      | $773830.20     | 0.00%             | 2033-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                            | RADIOLOGY PARTNERS INC PIK VAR 02/15/2030 144A                                                          | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     256981 | PA      | $248106.22     | 0.00%             | 2030-02-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                                          | ASGN INC 4.625% 05/15/2028 144A                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1644819.81    | 0.00%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.50% 9/39 #G06670                                                                                 | CUSIP: 3128M8W75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     180458 | PA      | $191552.32     | 0.00%             | 2039-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B20 MTG TR                                                         | BENCHMARK 2020-B20 E 2% 10/15/2053 144A                                                                 | CUSIP: 08162XAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1029000 | PA      | $588837.33     | 0.00%             | 2053-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6.5% 11/01/2053#CB7520                                                                        | CUSIP: 3140QTLA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9642865 | PA      | $9992636.33    | 0.03%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG                                          | SELF COMMERCIAL MORTGAGE TRUST 2024-STRG F TSFR1M+518.702 11/15/2034 144A                               | CUSIP: 81631WAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2107000 | PA      | $2095003.37    | 0.01%             | 2034-11-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/28 #474023                                                                                 | CUSIP: 36209KSL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         15 | PA      | $14.99         | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2.5% 07/01/2055 #TBA                                                                            | CUSIP: 21H022671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   99800000 | PA      | $83604605.70   | 0.21%             | 2055-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                | ALLY FINL INC 6.7% 02/14/2033                                                                           | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $5136146.08    | 0.01%             | 2033-02-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                                                   | DIGICERT TERM 1LN 10/16/2026                                                                            | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   25158585 | PA      | $24800830.28   | 0.06%             | 2026-10-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 05/01/2042#RB0710                                                                        | CUSIP: 3133KTYF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     575568 | PA      | $503568.00     | 0.00%             | 2042-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2.5% 03/01/2033#G18680                                                                        | CUSIP: 3128MMXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     829749 | PA      | $790683.58     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 4.58% 7/35 #995273                                                                             | CUSIP: 31416BT65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4196 | PA      | $4313.23       | 0.00%             | 2035-07-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                 | CHILE REPUBLIC OF 5.33% 01/05/2054                                                                      | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1440000 | PA      | $1321920.00    | 0.00%             | 2054-01-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                | ALLY FINL INC 5.543%/VAR 01/17/2031                                                                     | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    5005000 | PA      | $4995446.41    | 0.01%             | 2031-01-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                       | STARWOOD PPTY TR INC 6.5% 07/01/2030 144A                                                               | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2439134.17    | 0.01%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                  | ALTICE FRANCE SA 5.5% 01/15/2028 144A                                                                   | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    4686000 | PA      | $4033769.72    | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                               | MSCS SWAP CY873248 04/17/65 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |    1670000 | NC      | $284733.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 03/01/2052#RA6986                                                                        | CUSIP: 3133KNXP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2309008 | PA      | $2066831.06    | 0.01%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 03/01/2032#C91403                                                                        | CUSIP: 3128P7RY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4295114 | PA      | $4195573.66    | 0.01%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 02/01/2051#SD7535                                                                        | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14148795 | PA      | $11754456.27   | 0.03%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/39 #AA9357                                                                                 | CUSIP: 31416TMF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2524 | PA      | $2484.79       | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.5% 02/20/2055#MB0203                                                                          | CUSIP: 3618N5GM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22580194 | PA      | $21321747.66   | 0.05%             | 2055-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 08/01/2049#FM1338                                                                        | CUSIP: 3140X4PY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10299794 | PA      | $9855063.89    | 0.03%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 10/35 #612663                                                                                | CUSIP: 36202XTU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21054 | PA      | $21424.58      | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 3/32 #639703                                                                                 | CUSIP: 31389YU41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        411 | PA      | $432.70        | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 11/39 #726095                                                                                | CUSIP: 3620ACUU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27239 | PA      | $27364.89      | 0.00%             | 2039-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 1.5% 11/01/2040#MA4175                                                                        | CUSIP: 31418DT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1860060 | PA      | $1537184.56    | 0.00%             | 2040-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 08/01/2053#CB6911                                                                        | CUSIP: 3140QSVD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15427098 | PA      | $15450892.78   | 0.04%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                               | SANCHEZ TERM 1LN DIP 12/31/2055                                                                         | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |    2102309 | PA      | $0.21          | 0.00%             | 2055-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| WALKER and DUNLOP INC                                                             | WALKER and DUNLOP INC 6.625% 04/01/2033 144A                                                            | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1777092.29    | 0.00%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BJS WHOLESALE CLUB INC                                                            | BJ'S TERM B 1LN 02/05/2029                                                                              | CUSIP: N/A<br>LEI: 549300H2XDOGOSR9L398       | Long             | LON              | CORP              | US        |    1895078 | PA      | $1900213.17    | 0.00%             | 2029-02-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                          | COREBRIDGE FINANCIAL INC 3.85% 04/05/2029                                                               | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    9902000 | PA      | $9608080.62    | 0.02%             | 2029-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 11/25 #419884                                                                                | CUSIP: 36206SM92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         17 | PA      | $17.36         | 0.00%             | 2025-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                              | COLOMBIA REPUBLIC OF 5% 06/15/2045                                                                      | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    5260000 | PA      | $3492640.00    | 0.01%             | 2045-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 12/01/2052#CB5273                                                                          | CUSIP: 3140QQ2F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1669098 | PA      | $1634475.96    | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                     | CORECIVIC INC 4.75% 10/15/2027                                                                          | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    6040000 | PA      | $5895065.37    | 0.02%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 8/35 #255815                                                                                 | CUSIP: 31371MDU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        398 | PA      | $415.49        | 0.00%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                            | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                               | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |   16316752 | PA      | $15672240.56   | 0.04%             | 2026-12-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 5/40 #723747                                                                                 | CUSIP: 3620AABQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      41079 | PA      | $39408.70      | 0.00%             | 2040-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2002-74 SV SOFR30A+743.552 11/32                                                                    | CUSIP: 31392FRK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       6830 | PA      | $178.85        | 0.00%             | 2032-11-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                     | LOWES COS INC 4.45% 04/01/2062                                                                          | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   33905000 | PA      | $25537376.53   | 0.07%             | 2062-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY885802 12/15/56 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    1700000 | NC      | $221325.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIT WORLDWIDE LOGISTICS HOLDINGS INC                                              | AIT WORLDWIDE LOGISTICS TERM B 1LN 04/08/2030                                                           | CUSIP: 00145AAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4307338 | PA      | $4286877.75    | 0.01%             | 2030-04-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A                                                                     | DLLAA 2023-1A 5.64% 02/22/2028 144A                                                                     | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5174000 | PA      | $5232471.89    | 0.01%             | 2028-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DC OFFICE TRUST 2019                                                              | DC OFFICE TRUST 2019-MTC E CSTR 12/31/2049 144A                                                         | CUSIP: 23312BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     449000 | PA      | $340915.42     | 0.00%             | 2045-09-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ESDEC SOLAR GROUP BV                                                              | ESDEC SOLAR TERM B 1LN 8/30/2028                                                                        | CUSIP: N/A<br>LEI: 724500UTJRTIU7878U15       | Long             | LON              | CORP              | NL        |    6402165 | PA      | $4705591.37    | 0.01%             | 2028-08-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                  | HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    6640000 | PA      | $5909932.40    | 0.02%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC                                     | CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC ARR TSFR3M+120 01/25/2038 144A                            | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21618000 | PA      | $21616486.74   | 0.06%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 5/34 #626541                                                                                 | CUSIP: 36291FBJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        721 | PA      | $733.41        | 0.00%             | 2034-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING 2015                                                         | MADISON PARK FUNDING 2015 AR3 TSFR3M+160 01/22/2037 144A                                                | CUSIP: 55819QBJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12766000 | PA      | $12793446.90   | 0.03%             | 2037-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NGG FINANCE PLC                                                                   | NGG FINANCE PLC 2.125%/VAR 09/05/2082 REGS                                                              | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |    6100000 | PA      | $6738585.59    | 0.02%             | 2082-09-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 11/39 #782818                                                                                | CUSIP: 36241LDX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5349 | PA      | $5260.97       | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 02/01/2043#Q15400                                                                        | CUSIP: 3132J6NS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      82645 | PA      | $78298.07      | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC                                          | HAT HOLDINGS I LLC / II LLC 3.375% 06/15/2026 144A                                                      | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2509000 | PA      | $2442504.22    | 0.01%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 02/01/2041#AH5580                                                                        | CUSIP: 3138A7FW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1095388 | PA      | $1077002.20    | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2024-C26                                                             | BBCMS MTG TR 2024-C26 C 6% 05/15/2057                                                                   | CUSIP: 05555AAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     520000 | PA      | $511410.28     | 0.00%             | 2057-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                             | CELANESE US HLDGS LLC 6.75% 04/15/2033                                                                  | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3649800.38    | 0.01%             | 2033-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 01/01/2043#Q15372                                                                        | CUSIP: 3132J6MW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16438 | PA      | $15569.95      | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOROCCO KINGDOM OF                                                                | MOROCCO KINGDOM OF 6.5% 09/08/2033 144A                                                                 | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    1735000 | PA      | $1794926.90    | 0.00%             | 2033-09-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                           | PHILIPPINES REPUBLIC OF 5.95% 10/13/2047                                                                | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1320000 | PA      | $1334850.00    | 0.00%             | 2047-10-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST 2019                                                           | CPT MORTGAGE TRUST 2019-CPT F CSTR 11/13/2039 144A                                                      | CUSIP: 12654YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1196000 | PA      | $890372.25     | 0.00%             | 2039-11-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 06/01/2054#QI7223                                                                          | CUSIP: 3133WEAY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     141341 | PA      | $142822.65     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                                                  | CREATIVE PLANNING TERM B 1LN 5/17/2031                                                                  | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3104400 | PA      | $3097601.36    | 0.01%             | 2031-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 06/01/2042#AO2244                                                                              | CUSIP: 3138LSP61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13778 | PA      | $14305.51      | 0.00%             | 2042-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 1.5% 11/01/2035#SB8073                                                                        | CUSIP: 3132D56J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6277741 | PA      | $5536938.45    | 0.01%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                               | ASCEND LEARNING TERM 2LN 12/10/2029                                                                     | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    1457616 | PA      | $1445313.62    | 0.00%             | 2029-12-10      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                          | QATAR ST 9.75% 06/15/2030 144A                                                                          | CUSIP: 74727PAE1<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     722000 | PA      | $896182.50     | 0.00%             | 2030-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                              | CHART INDUSTRIES TERM B 1LN 3/15/2030                                                                   | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    4190487 | PA      | $4193127.45    | 0.01%             | 2030-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 11/01/2054#CB9501                                                                          | CUSIP: 3140QVRX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1436284 | PA      | $1471649.92    | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPER CO LLC                                                              | GODADDY TERM B8 1LN 11/9/2029                                                                           | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    2415331 | PA      | $2414147.02    | 0.01%             | 2029-11-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 04/01/2043#Q17518                                                                        | CUSIP: 3132J8YQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      57598 | PA      | $54716.09      | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 4.5% 01/23/2026                                                                     | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   22915000 | PA      | $22442034.40   | 0.06%             | 2026-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                                     | ION TRADING TECHNOLOGIES SARL 5.75% 05/15/2028 144A                                                     | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    3043000 | PA      | $2941290.16    | 0.01%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                             | MINERAL RESOURCES LTD 8% 11/01/2027 144A                                                                | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    3912000 | PA      | $3908269.52    | 0.01%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LIGHT and WONDER INTERNATIONAL INC                                                | LIGHT and WONDER TERM B 1LN 04/16/2029                                                                  | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    3334904 | PA      | $3323232.04    | 0.01%             | 2029-04-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                                | UNITED UTILITIES WATER FINANCE PLC 3.5% 02/27/2033 REGS                                                 | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |    2550000 | PA      | $2860567.96    | 0.01%             | 2033-02-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 12/01/2040#AH0984                                                                          | CUSIP: 3138A2CW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8711 | PA      | $8331.38       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 02/01/2035#AB0067                                                                          | CUSIP: 31416VCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1553594 | PA      | $1562025.81    | 0.00%             | 2035-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC / OSCAR FINANCE INC                                       | OSCAR ACQUISITIONCO LLC / OSCAR FINANCE INC 9.5% 04/15/2030 144A                                        | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2970000 | PA      | $2382179.68    | 0.01%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| PCI GAMING AUTHORITY                                                              | PCI GAMING TERM 1LN 07/18/2031                                                                          | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |    2238899 | PA      | $2233659.69    | 0.01%             | 2031-07-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 02/01/2042#AK2415                                                                        | CUSIP: 3138E6VH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8474 | PA      | $8046.60       | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Patagonia Holdco LLC                                                              | PATAGONIA TERM B 1LN 08/01/2029                                                                         | CUSIP: 70289FAD3<br>LEI: 254900OLXUIWWEAJZ984 | Long             | LON              | CORP              | US        |    2007048 | PA      | $1710386.24    | 0.00%             | 2029-08-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 02/01/2043#AR7033                                                                        | CUSIP: 3138W4Y70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92462 | PA      | $83668.34      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2015-MS1                                                  | MSCI TR 2015-MS1 B CSTR 05/15/2048                                                                      | CUSIP: 61765DAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     467000 | PA      | $447559.96     | 0.00%             | 2048-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/28 #462669                                                                                 | CUSIP: 36208V6E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        288 | PA      | $291.71        | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                        | CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032                                                            | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   10185000 | PA      | $8345096.66    | 0.02%             | 2032-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                                                       | PRINCE TERM 1LN 4/23/2029                                                                               | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    2565000 | PA      | $2252403.45    | 0.01%             | 2029-04-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FITNESS INTERNATIONAL LLC                                                         | LA FITNESS TERM B 1LN 02/12/2029                                                                        | CUSIP: 33818XAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1732500 | PA      | $1731425.85    | 0.00%             | 2029-02-12      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2011-C2                                                   | MSC 2011-C2 XB CSTR 6/44 144A                                                                           | CUSIP: 617459AF9<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    2404526 | PA      | $8583.92       | 0.00%             | 2044-06-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/28 #462619                                                                                 | CUSIP: 36208V4C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         50 | PA      | $50.36         | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 01/01/2043#AR3493                                                                        | CUSIP: 3138W03B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87535 | PA      | $78717.13      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/28 #476119                                                                                 | CUSIP: 36209M4C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        105 | PA      | $106.92        | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 10/27 #395593                                                                                | CUSIP: 31378DNJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         52 | PA      | $53.51         | 0.00%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DOWNSTREAM TRADING SARL                                                 | MC BRAZIL DOWNSTREAM TRADING SARL 7.25% 06/30/2031 144A                                                 | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    3461629 | PA      | $2717378.82    | 0.01%             | 2031-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                                                              | REGAL CINEWORLD TERM B 1LN 12/02/2031                                                                   | CUSIP: 22834KAU5<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |   11926575 | PA      | $11930868.57   | 0.03%             | 2031-12-02      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                             | HUB INTERNATIONAL TERM B 1LN 06/20/2030                                                                 | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   15099446 | PA      | $15093859.00   | 0.04%             | 2030-06-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                         | AMGEN INC 5.6% 03/02/2043                                                                               | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   13068000 | PA      | $12682003.95   | 0.03%             | 2043-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 9/40#V81958                                                                              | CUSIP: 3132L7E70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     405888 | PA      | $369256.36     | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 4/40 #739091                                                                                 | CUSIP: 3620ATC47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      76792 | PA      | $75523.40      | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RVR DEALERSHIP HOLDINGS LLC                                                       | RV RETAILER TERM B 1LN 02/08/2028                                                                       | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3240487 | PA      | $2981247.98    | 0.01%             | 2028-02-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 04/01/2051#FM9441                                                                          | CUSIP: 3140XDP34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     356986 | PA      | $279451.36     | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 05/01/2043#AT6907                                                                        | CUSIP: 3138WUU92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49954 | PA      | $44968.88      | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                   | BANK 2020-BNK25 CSTR 01/15/2063                                                                         | CUSIP: 06539WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1375000 | PA      | $1179385.35    | 0.00%             | 2063-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                    | COMMERZBANK AG 3.625%/VAR 01/14/2032 REGS                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    2400000 | PA      | $2744035.65    | 0.01%             | 2032-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                | DOMINICAN REPUBLIC 6.85% 01/27/2045 144A                                                                | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1143000 | PA      | $1104480.90    | 0.00%             | 2045-01-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 12/01/2051#MA4493                                                                        | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     164906 | PA      | $134989.58     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/28 #463468                                                                                 | CUSIP: 36208WZ97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        496 | PA      | $497.83        | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURANCE MANAGMENT INC                                         | NAVACORD TERM B 1LN 03/15/2030                                                                          | CUSIP: N/A<br>LEI: 549300JQIWNFU00E5424       | Long             | LON              | CORP              | CA        |    1945386 | PA      | $1920252.07    | 0.00%             | 2030-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 5.30% 12/35 #850837                                                                            | CUSIP: 31408GHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13191 | PA      | $13624.28      | 0.00%             | 2035-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                           | CORPORACION NACIONAL DEL COBRE DE CHILE 5.125% 02/02/2033 144A                                          | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     790000 | PA      | $755832.50     | 0.00%             | 2033-02-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+51.448 01/20/2049                                                 | CUSIP: 38381BSP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    3015215 | PA      | $2994382.78    | 0.01%             | 2049-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 4/41 #AI0963                                                                                 | CUSIP: 3138AEB93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4297 | PA      | $4229.62       | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 11/01/2047#BJ0856                                                                        | CUSIP: 3140H15S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6253 | PA      | $5968.24       | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 10/01/2033#                                                                                | CUSIP: 31296PHP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        752 | PA      | $757.36        | 0.00%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 02/01/2052#QD6666                                                                          | CUSIP: 3133B4MP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2191972 | PA      | $1877265.96    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 05/01/2034#778194                                                                        | CUSIP: 31404TRP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15432 | PA      | $15261.40      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL7                                                                    | CSMC 2021-RPL7 A1 TRUST VAR 07/27/2061 144A                                                             | CUSIP: 12598JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4426389 | PA      | $4420937.83    | 0.01%             | 2061-07-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                          | AVENTIV TERM 1LN FLSO 07/31/2025                                                                        | CUSIP: 05358AAP9<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |    6677434 | PA      | $3927199.00    | 0.01%             | 2025-07-31      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 7/39 #AC2169                                                                                 | CUSIP: 31417LMT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4634 | PA      | $4448.62       | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 2/26 #331672                                                                                 | CUSIP: 31375DMV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         57 | PA      | $56.59         | 0.00%             | 2026-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 05/01/2052#MA4600                                                                        | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     336037 | PA      | $298901.71     | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.00% 12/37 #A69815                                                                                | CUSIP: 3128L13Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16199 | PA      | $16997.22      | 0.00%             | 2037-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.00% 5/33 #G01785                                                                                 | CUSIP: 31283H6W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      56208 | PA      | $57886.23      | 0.00%             | 2033-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 08/01/2052#BV8024                                                                          | CUSIP: 3140MM4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     882972 | PA      | $810870.43     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#738409                                                                        | CUSIP: 31402UKW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39256 | PA      | $38880.77      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 12/01/2045#BC0532                                                                          | CUSIP: 3140EUSW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67596 | PA      | $63233.19      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORPORATION                                                       | EPICOR SOFTWARE TERM 1LN 05/30/2031                                                                     | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    4866752 | PA      | $4875365.88    | 0.01%             | 2031-05-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 12/34#FM0045                                                                               | CUSIP: 3140X3BP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     859642 | PA      | $818913.39     | 0.00%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2020-VIVA                                            | BX COML MTG TR 2020-VIVA CSTR 03/09/2044 144A                                                           | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5861000 | PA      | $5274962.71    | 0.01%             | 2044-03-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.00% 2/41 #004945                                                                              | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      54770 | PA      | $52490.05      | 0.00%             | 2041-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 03/44#AW1829                                                                             | CUSIP: 3138XRA74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     120016 | PA      | $119917.10     | 0.00%             | 2044-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 12/34 #807947                                                                                | CUSIP: 31406ETC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        752 | PA      | $743.78        | 0.00%             | 2034-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 11/01/2051#                                                                                | CUSIP: 3140XDKE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     141956 | PA      | $122861.32     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/29 #781031                                                                                 | CUSIP: 36225BEC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         90 | PA      | $90.83         | 0.00%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/28 #465792                                                                                 | CUSIP: 36209ANH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         61 | PA      | $61.95         | 0.00%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX LLC                                                              | SMYRNA READY MIX CONCRETE TERM B 1LN 04/02/2029                                                         | CUSIP: 83283EAK9<br>LEI: 549300S7RFWHQFOIOY93 | Long             | LON              | CORP              | US        |    1631281 | PA      | $1630269.37    | 0.00%             | 2029-04-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 11/35 #A47571                                                                                | CUSIP: 3128K8MU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12076 | PA      | $12162.43      | 0.00%             | 2035-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                          | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 7.5% 12/15/2033 144A                                           | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4195000 | PA      | $4441259.09    | 0.01%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 01/20/2044#MA1600                                                                          | CUSIP: 36179NX52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      45358 | PA      | $41610.02      | 0.00%             | 2044-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 8% 11/01/2031#                                                                                | CUSIP: 31287LNP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        663 | PA      | $688.02        | 0.00%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 3% 09/01/2037#MA3127                                                                          | CUSIP: 31418CPM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     181720 | PA      | $169173.47     | 0.00%             | 2037-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                                                        | SOTERA HEALTH HOLDINGS LLC 7.375% 06/01/2031 144A                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    1647000 | PA      | $1710775.13    | 0.00%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                              | 1011778 BC ULC/NEW RED FIN INC 5.625% 09/15/2029 144A                                                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4420000 | PA      | $4445507.82    | 0.01%             | 2029-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                         | EGYPT (ARAB) REPUBLIC OF 7.5% 01/31/2027 144A                                                           | CUSIP: 038461AL3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    2427000 | PA      | $2447787.26    | 0.01%             | 2027-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 05/15/2043#AD6332                                                                        | CUSIP: 36180JA95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31221 | PA      | $28008.83      | 0.00%             | 2043-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.50% 10/35 #643755                                                                                | CUSIP: 36292BE44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8928 | PA      | $9266.92       | 0.00%             | 2035-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                            | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                          | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3150000 | PA      | $2387645.82    | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 05/01/2054#SD7570                                                                          | CUSIP: 3132DVMT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10093299 | PA      | $10338674.85   | 0.03%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 11/01/2050#CA7597                                                                        | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4030501 | PA      | $3359772.42    | 0.01%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 22-53 FG SOFR30A+80 08/25/2052                                           | CUSIP: 3136BNS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   10231838 | PA      | $9921103.77    | 0.03%             | 2052-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                     | CARNIVAL TERM B 1LN 10/18/2028                                                                          | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |    4453823 | PA      | $4447142.32    | 0.01%             | 2028-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2016-GS4                                                           | GS MTG SECS TR 2016-GS4 C 3.804073% 11/10/2049                                                          | CUSIP: 36251XAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     464000 | PA      | $409355.74     | 0.00%             | 2049-11-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 02/01/2041#                                                                                | CUSIP: 312945YK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12839 | PA      | $12917.09      | 0.00%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                          | ENCORE CAP GROUP INC 9.25% 04/01/2029 144A                                                              | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1908587.50    | 0.00%             | 2029-04-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 10/01/2054#CB9336                                                                          | CUSIP: 3140QVLS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7579644 | PA      | $7763910.74    | 0.02%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 03/01/2052#RA6988                                                                          | CUSIP: 3133KNXR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2711775 | PA      | $2323710.51    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/32 #582132                                                                                 | CUSIP: 36201FVZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        304 | PA      | $314.07        | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                             | NABORS INDUSTRIES INC 9.125% 01/31/2030 144A                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     505000 | PA      | $460144.74     | 0.00%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| BMO 2022-C3 MTG TR                                                                | BMO 2022-C3 MTG TR 2.5% 09/15/2054 144A                                                                 | CUSIP: 05602QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     639000 | PA      | $394925.58     | 0.00%             | 2054-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-A                     | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-A 4.63% 07/20/2027 144A                     | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $8001604.00    | 0.02%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                    | GREENSAIF PIPELINES BIDCO SARL 6.1027% 08/23/2042 144A                                                  | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    1390000 | PA      | $1361852.50    | 0.00%             | 2042-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                  | CCO HLDGS LLC/CAP CORP 4.5% 06/01/2033 144A                                                             | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8375000 | PA      | $7448912.60    | 0.02%             | 2033-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 1999-25 Z 6% 6/29                                                                                   | CUSIP: 31359VU27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      22840 | PA      | $22940.72      | 0.00%             | 2029-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 06/01/2052#SD7151                                                                          | CUSIP: 3132DU5L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6909159 | PA      | $5935548.15    | 0.02%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                    | DEUTSCHE BANK AG NEW YORK BNCH 3.729%/VAR 01/14/2032                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   60841000 | PA      | $54801666.20   | 0.14%             | 2032-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 12/01/2052#RA8292                                                                          | CUSIP: 3133KQF92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1415207 | PA      | $1385851.56    | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                               | ACRISURE LLC / ACRISURE FINANCE INC 8.5% 06/15/2029 144A                                                | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1107774.20    | 0.00%             | 2029-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 06/44#AW6246                                                                             | CUSIP: 3138XV5G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95449 | PA      | $95370.28      | 0.00%             | 2044-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY873245 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    9300000 | NC      | $114517.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                             | ZF NORTH AMER CAP INC 7.125% 04/14/2030 144A                                                            | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1002657.03    | 0.00%             | 2030-04-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 03/01/2050#SD8049                                                                        | CUSIP: 3132DV5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3814414 | PA      | $3149845.55    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                                     | ION TRADING TECHNOLOGIES SARL 9.5% 05/30/2029 144A                                                      | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |     840000 | PA      | $866056.80     | 0.00%             | 2029-05-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-A                                          | AFFIRM ASSET SECURITIZATION TRUST 2024-A 5.61% 02/15/2029 144A                                          | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5500000 | PA      | $5522701.80    | 0.01%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 12/20/2041#005258                                                                          | CUSIP: 36202FZX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7722799 | PA      | $7155479.41    | 0.02%             | 2041-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC                                       | NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC PIK 7.65% 07/19/2025 REGS                                   | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |     792803 | PA      | $761090.90     | 0.00%             | 2025-07-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                                                  | PROTECTIVE INDUSTRIAL PRODUCTS TERM B 1LN 1/17/2032                                                     | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4340000 | PA      | $4196780.00    | 0.01%             | 2032-01-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 2/40 #706789                                                                                 | CUSIP: 36297BF63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      69760 | PA      | $67095.99      | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                              | NIELSEN HOLDINGS TERM B 1LN 04/11/2029                                                                  | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   20103621 | PA      | $18765523.89   | 0.05%             | 2029-04-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                            | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 04/15/2028 144A                            | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3269000 | PA      | $3314779.08    | 0.01%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                                                              | TOWNSQUARE MEDIA TERM B 1LN 02/13/2030                                                                  | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |    1085000 | PA      | $981925.00     | 0.00%             | 2030-02-13      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 4.375% 08/15/2043                                                           | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41000000 | PA      | $38347812.50   | 0.10%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CR CLO XVI                                                               | MIDOCEAN CR CLO XVI E TSFR3M+625 10/20/2037 144A                                                        | CUSIP: 597922AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     180000 | PA      | $181201.50     | 0.00%             | 2037-10-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 1/28 #451746                                                                                 | CUSIP: 31380VZK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        784 | PA      | $800.02        | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE17 MTG TR                                                           | COMM 2014-CCRE17 E CSTR 05/10/2047 144A                                                                 | CUSIP: 12631DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     255000 | PA      | $194651.65     | 0.00%             | 2047-05-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 8/31 #769023                                                                                 | CUSIP: 31404HLC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        682 | PA      | $711.53        | 0.00%             | 2031-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C                                          | WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028                                               | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6547000 | PA      | $6569219.21    | 0.02%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | US 5YR NOTE (CBT) FUT SEP25 FVU5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      22114 | NC      | $18807901.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 09/01/2052#BW9350                                                                          | CUSIP: 3140N2L82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     641447 | PA      | $633553.85     | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 10/45#AL7623                                                                               | CUSIP: 3138EQPH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4434045 | PA      | $4186108.79    | 0.01%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 05/15/2043#AE1959                                                                        | CUSIP: 36180UE88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11536 | PA      | $10309.84      | 0.00%             | 2043-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 5/26 #303890                                                                                 | CUSIP: 31373URK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         24 | PA      | $24.42         | 0.00%             | 2026-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |    3166000 | PA      | $2991161.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 04/01/2045#FM2986                                                                          | CUSIP: 3140X6J85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26801414 | PA      | $25266378.66   | 0.06%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2% 07/01/2041#                                                                                | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17656 | PA      | $14928.22      | 0.00%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXXII LTD                                                    | MADISON PARK FUNDING LXXII LTD D2 8.345% 07/23/2038 144A                                                | CUSIP: 55823DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $150209.40     | 0.00%             | 2038-07-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                               | INTESA SANPAOLO SPA 5.71% 01/15/2026 144A                                                               | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   65914000 | PA      | $66064190.98   | 0.17%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2011-C3                                                   | MORGAN STANLEY CAP I TR 2011-C3 F CSTR 07/15/2049 144A                                                  | CUSIP: 61760RAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     332000 | PA      | $308791.21     | 0.00%             | 2049-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 3.875% 05/15/2043                                                           | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $2627047.80    | 0.01%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 10/01/2051#QC9114                                                                          | CUSIP: 3133AUDT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2693827 | PA      | $2127270.24    | 0.01%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 07/01/2052#BW3397                                                                          | CUSIP: 3140MUX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137805 | PA      | $128619.14     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                      | COMCAST CORP 3.9% 03/01/2038                                                                            | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3341000 | PA      | $2828623.81    | 0.01%             | 2038-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 05/01/2034#                                                                                | CUSIP: 31296XSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4195 | PA      | $4223.83       | 0.00%             | 2034-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 05/01/2037#AB8064                                                                        | CUSIP: 31417E6A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28265 | PA      | $27999.24      | 0.00%             | 2037-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                     | ABU DHABI NATL ENERGY CO PJSC 4.375% 01/24/2029 144A                                                    | CUSIP: 00388WAL5<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     880000 | PA      | $871904.00     | 0.00%             | 2029-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                     | HEALTHCARE REALTY HOLDINGS LP 3.5% 08/01/2026                                                           | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    5039000 | PA      | $4953680.61    | 0.01%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                 | ICAHN ENTERPRISES LP/FIN CORP 9.75% 01/15/2029                                                          | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     395000 | PA      | $382747.10     | 0.00%             | 2029-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TNT CRANE and RIGGING LLC                                                         | TNT CRANE and RIGGING LLC WT 10/31/25                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       3648 | NS      | $0.04          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 9/29 #535762                                                                                 | CUSIP: 31384WFB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         93 | PA      | $96.80         | 0.00%             | 2029-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                    | CITI SWAP PAY 4.01 12/20/29                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |   16000000 | NC      | $638155.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | CAPITAL ONE FINANCIAL CORP 3.65% 05/11/2027                                                             | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   52443000 | PA      | $51597038.82   | 0.13%             | 2027-05-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 06/45#Q34074                                                                             | CUSIP: 3132QQQ47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7043 | PA      | $6420.46       | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2021-CIP                                                           | BX COML MTG TR 2025-SPOT B TSFR1M+164.309 04/15/2040 144A                                               | CUSIP: 12433FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18440000 | PA      | $18336706.50   | 0.05%             | 2040-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INC                                                             | AMSTED INDUSTRIES INC 6.375% 03/15/2033 144A                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2435982.07    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 3/42 #783550                                                                                 | CUSIP: 36241L5K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     945025 | PA      | $878228.36     | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 02/52#BV3496                                                                               | CUSIP: 3140MG3E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33461 | PA      | $28750.88      | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUPERANNUATION and INVESTMENTS US LLC                                             | COLONIAL FIRST TERM 1LN 12/01/2028                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2033329 | PA      | $2040100.33    | 0.01%             | 2028-12-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 1.5% 02/01/2041#RB5099                                                                        | CUSIP: 3133KYUY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3504339 | PA      | $2888440.72    | 0.01%             | 2041-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                             | ZF NORTH AMER CAP INC 6.875% 04/23/2032 144A                                                            | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1612336.69    | 0.00%             | 2032-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 2% 07/01/2055 #TBA                                                                            | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  473700000 | PA      | $368412737.91  | 0.95%             | 2055-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC                               | MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC A1 TSFR3M+151 04/25/2037 144A                       | CUSIP: 55821YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   27525000 | PA      | $27607162.13   | 0.07%             | 2037-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                                                 | LCPR SENIOR SECURED FINANCING DAC 5.125% 07/15/2029 144A                                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    4407000 | PA      | $2845619.73    | 0.01%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP 7.125% 09/15/2032                                                                  | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1177279.24    | 0.00%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 03/20/2043 #MA1090                                                                         | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     109118 | PA      | $100567.32     | 0.00%             | 2043-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 3% 02/01/2037#C91912                                                                          | CUSIP: 3128P8DR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34103 | PA      | $31957.52      | 0.00%             | 2037-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 05/01/2051#CB0443                                                                        | CUSIP: 3140QKP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16292856 | PA      | $13510230.45   | 0.03%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2020-HR8                                           | MORGAN STANLEY CAPITAL I TRUST 2020-HR8 2.5% 07/15/2053 144A                                            | CUSIP: 61692BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     756000 | PA      | $574038.89     | 0.00%             | 2053-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                        | VERIZON COMMUNICATIONS INC 4.78% 02/15/2035                                                             | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   26362000 | PA      | $25370456.64   | 0.07%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                         | SUNOCO LP 6.25% 07/01/2033 144A                                                                         | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3074974.48    | 0.01%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GNR 2010-H19 FG TSFR1M+41.448 8/60                                                                      | CUSIP: 38375BFQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      50068 | PA      | $50116.97      | 0.00%             | 2060-08-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                               | AMERICAN TOWER CORP 5.55% 07/15/2033                                                                    | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1475802.87    | 0.00%             | 2033-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE HOLDINGS INC                                                             | ACRISURE HOLDINGS INC SER A-2 PC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     157072 | NS      | $3782293.76    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 8/35 #357953                                                                                 | CUSIP: 31376KTJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3040 | PA      | $3165.55       | 0.00%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 4.5% 05/01/2039#FM1194                                                                        | CUSIP: 3140X4KG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3885059 | PA      | $3818076.98    | 0.01%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 1/26 #330162                                                                                 | CUSIP: 31375BWX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         19 | PA      | $18.81         | 0.00%             | 2026-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GOVERNMENT NAT MTG ASSN HECM TSFR1M+71.448 12/20/2063                                                   | CUSIP: 38375UDY3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     155755 | PA      | $156621.70     | 0.00%             | 2063-12-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 1/36 #850633                                                                                 | CUSIP: 31408GBA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        387 | PA      | $407.89        | 0.00%             | 2036-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 12/01/2033#                                                                                | CUSIP: 31296RHY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8237 | PA      | $8293.29       | 0.00%             | 2033-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 4/42 #AO0004                                                                                 | CUSIP: 3138LQAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14304 | PA      | $13587.71      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP                                                      | TOPGOLF CALLAWAY TERM B 1LN 3/15/2030                                                                   | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |    1659764 | PA      | $1617854.63    | 0.00%             | 2030-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2001-31 ZC 6.5% 7/31                                                                                | CUSIP: 313920CW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      11854 | PA      | $11999.13      | 0.00%             | 2031-07-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/31 #539796                                                                                 | CUSIP: 36212PUV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $37.04         | 0.00%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 08/01/2044#Q27808                                                                        | CUSIP: 3132M8KV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17402 | PA      | $16537.60      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 05/01/2034#BN6318                                                                          | CUSIP: 3140JPAU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     208511 | PA      | $199153.18     | 0.00%             | 2034-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                           | BX COML MTG TR 2024-XL4 TSFR1M+194.132 02/15/2039 144A                                                  | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3449810 | PA      | $3453044.16    | 0.01%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/33 #734408                                                                                 | CUSIP: 31402N3R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17915 | PA      | $17740.48      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 1/41 #AH2999                                                                                 | CUSIP: 3138A4KM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6983 | PA      | $6634.41       | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 6/40 #783008                                                                                 | CUSIP: 36241LKV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     348565 | PA      | $341782.77     | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 3/32 #634294                                                                                 | CUSIP: 31389SUT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        205 | PA      | $214.96        | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                                 | TENCENT HLDGS LTD 3.975% 04/11/2029 144A                                                                | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     480000 | PA      | $471676.80     | 0.00%             | 2029-04-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 01/01/2042#AB4297                                                                        | CUSIP: 31417AX38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2963 | PA      | $2745.08       | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                            | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.875% 09/01/2027                                | CUSIP: 91740PAF5<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |    4605000 | PA      | $4603331.61    | 0.01%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 2.875% 05/15/2032                                                                             | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  263111000 | PA      | $242637675.31  | 0.62%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                              | AMENTUM HOLDINGS INC 7.25% 08/01/2032 144A                                                              | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    2783000 | PA      | $2838893.77    | 0.01%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MHP 2022-MHIL MEZZ                                                                | MHP 2022-MHIL MEZZ SOFR+500 01/09/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4708527 | PA      | $4543728.78    | 0.01%             | 2026-01-09      | Variable      | 0.09%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 8/35 #837316                                                                                 | CUSIP: 31407QGZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        131 | PA      | $136.17        | 0.00%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 01/01/2050#FS3728                                                                        | CUSIP: 3140XKEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12272654 | PA      | $11344117.48   | 0.03%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                            | INEOS QUATTRO TERM B 1LN 3/14/2030                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1277250 | PA      | $1130366.25    | 0.00%             | 2030-03-14      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MHP COML MTG TR 2021-STOR                                                         | MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A                                                         | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3100000 | PA      | $3096125.00    | 0.01%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONITY LOAN INVESTMENT TRUST 2024-HB2                                              | ONITY LOAN INVESTMENT TRUST 2024-HB2 A 5% 08/25/2037 144A                                               | CUSIP: 68278DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3201171 | PA      | $3188772.98    | 0.01%             | 2037-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                        | PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3593683.99    | 0.01%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                   | IHS HOLDING LTD 8.25% 11/29/2031 144A                                                                   | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    2575000 | PA      | $2559704.50    | 0.01%             | 2031-11-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A                                                 | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    2367000 | PA      | $2092546.37    | 0.01%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 4/34 #773747                                                                                 | CUSIP: 31404NTC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41151 | PA      | $40739.35      | 0.00%             | 2034-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/33 #713686                                                                                 | CUSIP: 31401N2T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6544 | PA      | $6484.75       | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 10/41 #Q04092                                                                                | CUSIP: 3132GKF92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     792459 | PA      | $755150.41     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                     | WOLFSPEED INC STEP 06/23/2030 144A                                                                      | CUSIP: 977852AG7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    3946098 | PA      | $3798119.29    | 0.01%             | 2030-06-23      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 10/26 #250701                                                                                | CUSIP: 31371FNS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         14 | PA      | $13.92         | 0.00%             | 2026-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                              | DUKE ENERGY CORP NEW 3.85% 06/15/2034                                                                   | CUSIP: N/A<br>LEI: I1BZKREC126H0VB1BL91       | Long             | DBT              | CORP              | US        |    4500000 | PA      | $5097323.45    | 0.01%             | 2034-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL LLC 4.625% 03/15/2029                                                                     | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    5948000 | PA      | $5790521.23    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                  | PUGET ENERGY INC 4.1% 06/15/2030                                                                        | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   21032000 | PA      | $20028281.66   | 0.05%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                    | BOMBARDIER INC 7.25% 07/01/2031 144A                                                                    | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    2985000 | PA      | $3078284.24    | 0.01%             | 2031-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHARLOTTE BUYER INC                                                               | GENTIVA TERM B 1LN 02/11/2028                                                                           | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3425226 | PA      | $3421561.22    | 0.01%             | 2028-02-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                     | SCHAEFFLER AG 5.375% 04/01/2031 REGS                                                                    | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |    1200000 | PA      | $1382978.10    | 0.00%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 08/01/2048#BK4763                                                                        | CUSIP: 3140HJJH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     212757 | PA      | $215843.92     | 0.00%             | 2048-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 8/42#AP4263                                                                                | CUSIP: 3138M7WZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128554 | PA      | $117439.72     | 0.00%             | 2042-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.875% 04/01/2030 144A                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    3520000 | PA      | $3566256.32    | 0.01%             | 2030-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047                                                  | CUSIP: 3137H5BG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2753339 | PA      | $2427358.63    | 0.01%             | 2047-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                | WELLS FARGO and CO NEW 5.499%/VAR 01/23/2035                                                            | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10279000 | PA      | $10337325.10   | 0.03%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS SIGLO XXI S A                                             | AEROPUERTOS DOMINI SIG XXI SA 7% 06/30/2034 144A                                                        | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    1095000 | PA      | $1108599.90    | 0.00%             | 2034-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 9/27 #449474                                                                                 | CUSIP: 36208FJT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        761 | PA      | $774.66        | 0.00%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                             | QUIKRETE TERM B 1LN 02/10/2032                                                                          | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    8585000 | PA      | $8542075.00    | 0.02%             | 2032-02-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                   | NCR ATLEOS TERM B 1LN 04/16/2029                                                                        | CUSIP: 63001PAF8<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |    1946535 | PA      | $1955060.65    | 0.01%             | 2029-04-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12                                    | WELLS FARGO TR 2020-C58 A4 2.092% 07/15/2053                                                            | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2055000 | PA      | $1772290.98    | 0.00%             | 2053-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                       | EXELON CORP 4.7% 04/15/2050                                                                             | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    3027000 | PA      | $2467459.02    | 0.01%             | 2050-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 02/01/2051#CA8820                                                                          | CUSIP: 3140QGYS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1706752 | PA      | $1338726.06    | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                           | BPCE SA 4.25%/VAR 07/16/2035 REGS                                                                       | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1274109.79    | 0.00%             | 2035-07-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 09/44#MA2082                                                                             | CUSIP: 31418BJ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10503 | PA      | $10494.08      | 0.00%             | 2044-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                                | PRPM 2024-RPL2 A1 LLC VAR 05/25/2054 144A                                                               | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9899700 | PA      | $9536106.21    | 0.02%             | 2054-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GNMA 2004-24 ZM 5% 04/34                                                                                | CUSIP: 38374F2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     192411 | PA      | $190851.37     | 0.00%             | 2034-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAKILAT INC                                                                       | NAKILAT INC 6.067% 12/31/2033 144A                                                                      | CUSIP: 62983PAA3<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |     968572 | PA      | $1007876.60    | 0.00%             | 2033-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2019-1 LTD.                                                            | CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/2035 144A                                              | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   26759000 | PA      | $26612012.81   | 0.07%             | 2035-04-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                       | ROYAL CARIBBEAN CRUISES LTD 4.25% 07/01/2026 144A                                                       | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    2445000 | PA      | $2420676.90    | 0.01%             | 2026-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                | FX Forward: USD/AUD settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $5817.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM RFT1Y+190 9 10/42#849255                                                                       | CUSIP: 31300MH89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      54625 | PA      | $56627.81      | 0.00%             | 2042-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL PLC                                                       | BIOCON BIOLOGICS GLOBAL PLC 6.67% 10/09/2029 144A                                                       | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |    1610000 | PA      | $1497105.24    | 0.00%             | 2029-10-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 07/01/2043#V80168                                                                          | CUSIP: 3132L5FH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     224463 | PA      | $202309.82     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 04/46#BC3920                                                                               | CUSIP: 3140EYLA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138761 | PA      | $129717.11     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE B.V.                                                              | NOURYON TERM B-2 1LN 04/03/2028                                                                         | CUSIP: N/A<br>LEI: 549300GD4NJGLPVYB245       | Long             | LON              | CORP              | NL        |    1629447 | PA      | $1631483.92    | 0.00%             | 2028-04-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B35 MTG TR                                                         | BENCHMARK 2022-B35 MTG TR 2.5% 05/15/2055 144A                                                          | CUSIP: 08163RAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1701000 | PA      | $1121078.58    | 0.00%             | 2055-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 12/41 #711616                                                                                | CUSIP: 36297GSD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     150495 | PA      | $139606.62     | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 7/39 #704628                                                                                 | CUSIP: 36296XYZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27205 | PA      | $27334.23      | 0.00%             | 2039-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                     | LGI HOMES INC 4% 07/15/2029 144A                                                                        | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    1268000 | PA      | $1122984.04    | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| RYAN SPECIALTY LLC                                                                | RYAN SPECIALTY TERM B 1LN 09/15/2031                                                                    | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    3607693 | PA      | $3594164.27    | 0.01%             | 2031-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 01/01/2045#G61419                                                                        | CUSIP: 31335BSG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2499959 | PA      | $2316033.94    | 0.01%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                           | CORPORACION NACIONAL DEL COBRE DE CHILE 6.44% 01/26/2036 144A                                           | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     930000 | PA      | $950343.75     | 0.00%             | 2036-01-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INTER HLDGS INC                                                       | ALERA TERM 2LN 05/23/2033                                                                               | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    2600000 | PA      | $2613000.00    | 0.01%             | 2033-05-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 4/37 #916708                                                                                 | CUSIP: 31411WNZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        720 | PA      | $762.69        | 0.00%             | 2037-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                       | SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS                                                      | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |    1170000 | PA      | $1451217.61    | 0.00%             | 2034-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO                                                     | EMPRESA NACIONAL DEL PETROLEO 6.15% 05/10/2033 144A                                                     | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    1065000 | PA      | $1074989.70    | 0.00%             | 2033-05-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 5/34 #623459                                                                                 | CUSIP: 36291BTQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        838 | PA      | $851.73        | 0.00%             | 2034-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 3/32 #636867                                                                                 | CUSIP: 31389VQU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        137 | PA      | $143.97        | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 12/27 #455358                                                                                | CUSIP: 36208MZX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         25 | PA      | $25.10         | 0.00%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 11/40 #AE9949                                                                                | CUSIP: 31419MBT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27755 | PA      | $26297.01      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/29 #434145                                                                                 | CUSIP: 36207KHW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        122 | PA      | $123.67        | 0.00%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2002-16 ZD 6.50% 4/32                                                                               | CUSIP: 31392CVK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      14002 | PA      | $14399.06      | 0.00%             | 2032-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 02/01/2048#CA1218                                                                        | CUSIP: 3140Q8K87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83440 | PA      | $79941.33      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 4.64% 1/35 #813730                                                                             | CUSIP: 31406MA71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3024 | PA      | $3071.61       | 0.00%             | 2035-01-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 03/01/2045#Q32008                                                                        | CUSIP: 3132QNGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1018074 | PA      | $933190.13     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 12/27 #461139                                                                                | CUSIP: 36208UHQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        208 | PA      | $211.56        | 0.00%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                     | METHANEX CORP 5.65% 12/01/2044                                                                          | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    4732000 | PA      | $3631245.95    | 0.01%             | 2044-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 09/46#BC2843                                                                               | CUSIP: 3140EXER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     755209 | PA      | $708821.29     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                | TURKEY REPUBLIC OF 5.875% 06/26/2031                                                                    | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1330000 | PA      | $1236567.50    | 0.00%             | 2031-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | BOEING CO 6.858% 05/01/2054                                                                             | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   10596000 | PA      | $11300728.09   | 0.03%             | 2054-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/32 #582240                                                                                 | CUSIP: 36201FZD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        663 | PA      | $681.10        | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LCCM 2017-LC26 MTG TR                                                             | LCCM 2017-LC26 MTG TR 3.289% 07/12/2050 144A                                                            | CUSIP: 50190DAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2795563 | PA      | $2708664.08    | 0.01%             | 2050-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                | DOMINICAN REPUBLIC 6.5% 02/15/2048 144A                                                                 | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     635000 | PA      | $589915.00     | 0.00%             | 2048-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 3.5% 06/01/2055 #TBA                                                                          | CUSIP: 01F032666<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  110550000 | PA      | $98061254.94   | 0.25%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 8/41 #Q02592                                                                                 | CUSIP: 3132GF2Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     174483 | PA      | $171685.90     | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 01/15/2042#778794                                                                        | CUSIP: 36176W7F2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3142 | PA      | $2922.15       | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                                           | CABINETWORKS TERM B 1LN 05/17/2028                                                                      | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    5008769 | PA      | $3677287.97    | 0.01%             | 2028-05-17      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                | FX Forward: EUR/USD settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $18139.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                         | CLECO CORPORATE HLDGS LLC 3.375% 09/15/2029                                                             | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   12555000 | PA      | $11594788.45   | 0.03%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                    | YUM BRANDS INC 5.375% 04/01/2032                                                                        | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     760000 | PA      | $751200.93     | 0.00%             | 2032-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                               | MSCS SWAP REC 4.075 04/24/30                                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |   38180000 | NC      | $1442595.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                          | WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027                                                              | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    6746000 | PA      | $6539381.22    | 0.02%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                     | GOLDMAN SACHS GROUP INC (THE) 3.102%/VAR 02/24/2033                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   64036000 | PA      | $56555493.14   | 0.15%             | 2033-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                          | JEFFERSON CAPITAL HOLDIN 8.25% 05/15/2030 144A                                                          | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2471923.97    | 0.01%             | 2030-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIP FIN RECEIVABLES XV LLC                                                 | AMUR EQUIP FIN RECEIVABLES XV LLC 4.7% 09/22/2031 144A                                                  | CUSIP: 03237FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8465000 | PA      | $8482675.77    | 0.02%             | 2031-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 07/01/2041#CB2014                                                                        | CUSIP: 3140QMGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1487414 | PA      | $1304508.83    | 0.00%             | 2041-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                        | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 10.5% 02/15/2028 144A                        | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9043000 | PA      | $9593528.80    | 0.02%             | 2028-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NYT MORTGAGE TRUST 2019                                                           | NYT MORTGAGE TRUST 2019 TSFR1M+304.7 11/15/2035 144A                                                    | CUSIP: 62954PAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1385000 | PA      | $1191818.54    | 0.00%             | 2035-12-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 8.5% 01/01/2028#                                                                              | CUSIP: 31283G7J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         10 | PA      | $10.26         | 0.00%             | 2028-01-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 1.5% 01/01/2051#SD8120                                                                        | CUSIP: 3132DWAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32328782 | PA      | $23912090.62   | 0.06%             | 2051-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PKHL COML MTG TR 2021-MF                                                          | PKHL COML MTG TR 2021-MF F TSFR1M+346.448 07/15/2038 144A                                               | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     986000 | PA      | $489065.96     | 0.00%             | 2038-07-15      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.0% 01/46#MA3377                                                                               | CUSIP: 36179RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     117725 | PA      | $110125.89     | 0.00%             | 2046-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 5/33 #781598                                                                                 | CUSIP: 36225BX37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25568 | PA      | $25668.47      | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 01/01/2052#RA6604                                                                          | CUSIP: 3133KNKR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1533528 | PA      | $1317669.03    | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                           | SAUDI ARABIA KINGDOM OF 3.25% 10/22/2030 144A                                                           | CUSIP: 80413TAT6<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |   10790000 | PA      | $10044842.60   | 0.03%             | 2030-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 04/01/2048#Q55725                                                                          | CUSIP: 3132XYLF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     430796 | PA      | $402032.09     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 12/41 #AJ7472                                                                                | CUSIP: 3138E0JS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18942 | PA      | $18039.14      | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                                | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3128569.46    | 0.01%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMM 2012-LC4 MTG TR                                                              | COMM 2012-LC4 C CSTR 12/44                                                                              | CUSIP: 126192AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38396 | PA      | $35804.30      | 0.00%             | 2044-12-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 05/01/2051#SD0702                                                                        | CUSIP: 3132DMX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4354341 | PA      | $3641968.32    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                               | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4135000 | PA      | $3884110.12    | 0.01%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHR TR 2024-LXRY                                                                  | SHR TR 2024-LXRY E TSFR1M+450 10/15/2041 144A                                                           | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1166000 | PA      | $1155061.40    | 0.00%             | 2041-10-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TRANSDIGM INC 7.125% 12/01/2031 144A                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     415000 | PA      | $429297.17     | 0.00%             | 2031-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 6% 06/01/2055 #TBA                                                                            | CUSIP: 01F060667<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -304075000 | PA      | $-307127639.33 | -0.79%            | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                            | BX COMMERCIAL MORTGAGE TRUST 22-LP2 TSFR1M+196.27 02/15/2039 144A                                       | CUSIP: 05610HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8991500 | PA      | $8946542.28    | 0.02%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2% 12/20/2050#MA7051                                                                            | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38286304 | PA      | $30773562.48   | 0.08%             | 2050-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 09/01/2052#CB4669                                                                          | CUSIP: 3140QQFK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1419629 | PA      | $1324556.01    | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 3/41 #A97528                                                                                 | CUSIP: 312946LH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26209 | PA      | $25783.52      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2024-BPR2                                                 | MORGAN STANLEY CAP I TR 2024-BPR2 7.291% 05/05/2029 144A                                                | CUSIP: 61776EAA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    1462928 | PA      | $1516495.74    | 0.00%             | 2029-05-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                     | CLEARWAY ENERGY OPER LLC 3.75% 02/15/2031 144A                                                          | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    4015000 | PA      | $3623526.38    | 0.01%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                                             | LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028                                                       | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |    7468958 | PA      | $7085352.33    | 0.02%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ANTICIMEX GLOBAL AB                                                               | ANTICIMEX TERM B6 1LN 11/16/2028                                                                        | CUSIP: 03703HAB2<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |    1459701 | PA      | $1459700.76    | 0.00%             | 2028-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 11/29 #518019                                                                                | CUSIP: 36211NPC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1237 | PA      | $1264.82       | 0.00%             | 2029-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/32 #534007                                                                                 | CUSIP: 36212HGQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        338 | PA      | $349.13        | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C9                                   | MSBAM 2013 - C9 C 4.2117% 5/46                                                                          | CUSIP: 61762DBB6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |     920000 | PA      | $844566.90     | 0.00%             | 2046-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 7/39 #670624                                                                                 | CUSIP: 36295HAZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13910 | PA      | $14190.48      | 0.00%             | 2039-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                    | 1261229 BC LTD 10% 04/15/2032 144A                                                                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    8899000 | PA      | $8810160.57    | 0.02%             | 2032-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 08/01/2033#731728                                                                        | CUSIP: 31402K4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19110 | PA      | $18927.44      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 12/39 #AC6795                                                                                | CUSIP: 31417TRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     200229 | PA      | $197100.91     | 0.00%             | 2039-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                         | PROSUS NV 3.68% 01/21/2030 144A                                                                         | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    1370000 | PA      | $1265112.80    | 0.00%             | 2030-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                      | MEXICO UNITED MEXICAN STATES 3.75% 04/19/2071                                                           | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3325000 | PA      | $1795084.38    | 0.00%             | 2071-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2013-C10                                        | JP MORGAN CHASE COML MTG SECS TR 19-OSB A 3.3973% 06/05/2039 144A                                       | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1569000 | PA      | $1456895.26    | 0.00%             | 2039-06-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 09/01/2035#                                                                                | CUSIP: 31297S6M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        192 | PA      | $193.52        | 0.00%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                      | COMCAST CORP 6.45% 03/15/2037                                                                           | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1506755.92    | 0.00%             | 2037-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 4683 LM 3% 05/15/2047                                                                               | CUSIP: 3137BYKR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1355986 | PA      | $1292743.10    | 0.00%             | 2047-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 3/26 #422511                                                                                 | CUSIP: 36206VKY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         24 | PA      | $23.87         | 0.00%             | 2026-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                                                      | DP WORLD PLC 5.625% 09/25/2048 144A                                                                     | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    1480000 | PA      | $1350500.00    | 0.00%             | 2048-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1                                          | CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A B 5.095% 04/15/2039 144A                                      | CUSIP: 14855MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7616545 | PA      | $6321780.35    | 0.02%             | 2039-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 3% 02/01/2038#ZA2493                                                                          | CUSIP: 31329KXW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     337744 | PA      | $313370.33     | 0.00%             | 2038-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD                                  | SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD PIK VAR 03/06/2030 144A                                | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     548649 | PA      | $425202.98     | 0.00%             | 2030-03-06      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 10/27 #429990                                                                                | CUSIP: 36207EUP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         69 | PA      | $69.56         | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 6% 06/25/2045                                                            | CUSIP: 3136ANY68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     995579 | PA      | $144784.43     | 0.00%             | 2045-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 07/15/2043#AD2512                                                                        | CUSIP: 36180DYH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      50056 | PA      | $44887.09      | 0.00%             | 2043-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                       | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                              | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5025000 | PA      | $4577824.25    | 0.01%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 11/01/2051#QD1244                                                                          | CUSIP: 3133AXLZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     227886 | PA      | $212695.97     | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 08/01/2042#AL2266                                                                        | CUSIP: 3138EJQU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     427872 | PA      | $396413.71     | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 01/01/2036#AB8259                                                                        | CUSIP: 31417FE95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62451 | PA      | $61793.00      | 0.00%             | 2036-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 10/40 #AE4428                                                                                | CUSIP: 31419E4N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51760 | PA      | $49417.93      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 08/01/2051#MA4398                                                                          | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104026 | PA      | $81237.57      | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                             | CELANESE US HLDGS LLC VAR 11/15/2033                                                                    | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    7713000 | PA      | $8051639.27    | 0.02%             | 2033-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2.5% 04/01/2042#SC0270                                                                        | CUSIP: 3132D9JP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     706573 | PA      | $617931.81     | 0.00%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 7.50% 11/30 #C01086                                                                                | CUSIP: 31292HF33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         17 | PA      | $18.19         | 0.00%             | 2030-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 2/34 #725162                                                                                 | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     131883 | PA      | $136855.91     | 0.00%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 4% 04/15/2043                                                            | CUSIP: 3137BVEX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      79524 | PA      | $79295.25      | 0.00%             | 2043-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                               | RESIDEO FUNDING INC 6.5% 07/15/2032 144A                                                                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1522419.75    | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRIORITY HOLDINGS LLC                                                             | PRIORITY TECHNOLOGY TERM B 1LN 05/16/2031                                                               | CUSIP: 74275TAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1798805 | PA      | $1805550.09    | 0.00%             | 2031-05-16      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                                                                 | DARKTRACE TERM 2LN 10/9/2032                                                                            | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2465000 | PA      | $2402142.50    | 0.01%             | 2032-10-09      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 03/01/2051#FM7498                                                                        | CUSIP: 3140XBKL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20788994 | PA      | $18589077.91   | 0.05%             | 2051-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/32 #582099                                                                                 | CUSIP: 36201FUY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        786 | PA      | $811.21        | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 11/42#G60488                                                                               | CUSIP: 31335ARH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1453980 | PA      | $1386878.30    | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 02/01/2052#CB2924                                                                          | CUSIP: 3140QNHA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     549946 | PA      | $513287.87     | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                          | BAYER AG 4.625% 05/26/2033 REGS                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    2550000 | PA      | $3049693.23    | 0.01%             | 2033-05-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 8/41 #773093                                                                                 | CUSIP: 36176QUS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1510 | PA      | $1517.41       | 0.00%             | 2041-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVESCO US CLO 2024-1 LTD                                                         | INVESCO US CLO 2024-1 LTD AR TSFR3M+155 04/15/2037 144A                                                 | CUSIP: 46148JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21493000 | PA      | $21541101.33   | 0.06%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BBCMS 2022                                                                        | BBCMS 2022 3.662% 04/15/2055                                                                            | CUSIP: 05552FBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2126000 | PA      | $1924915.90    | 0.00%             | 2055-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII 15YR 3% 02/20/2031#MA3428                                                                          | CUSIP: 36179RYZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     122317 | PA      | $118761.93     | 0.00%             | 2031-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 7/27 #190284                                                                                 | CUSIP: 31368HJ53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        184 | PA      | $187.20        | 0.00%             | 2027-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 07/01/2040#CA6462                                                                        | CUSIP: 3140QEFC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3044432 | PA      | $2690253.03    | 0.01%             | 2040-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 2.625% 07/31/2029                                                                             | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11000000 | PA      | $10455585.91   | 0.03%             | 2029-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#738380                                                                        | CUSIP: 31402UJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10041 | PA      | $9938.21       | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                                                       | MEGLOBAL BV 2.625% 04/28/2028 144A                                                                      | CUSIP: 29441WAD7<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    1085000 | PA      | $1017523.85    | 0.00%             | 2028-04-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                             | ZF NORTH AMER CAP INC 6.875% 04/14/2028 144A                                                            | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1030712.07    | 0.00%             | 2028-04-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 11/01/2040#AB1801                                                                        | CUSIP: 31416XAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1637863 | PA      | $1563054.69    | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 5/27 #379801                                                                                 | CUSIP: 31377K3J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        890 | PA      | $907.18        | 0.00%             | 2027-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 12/40 #AH0921                                                                                | CUSIP: 3138A2AX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     164866 | PA      | $157366.53     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 3.50% 10/42 #Q11886                                                                                | CUSIP: 3132HNCX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      68969 | PA      | $63898.05      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2.5% 08/01/2032#G18654                                                                        | CUSIP: 3128MMWQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      85184 | PA      | $81347.90      | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TNT CRANE and RIGGING INC                                                         | TNT CRANE and RIGGING TERM 2LN 12/03/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1037872 | PA      | $921007.94     | 0.00%             | 2026-12-03      | Variable      | 0.13%                 | No            |                  3 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047                                                            | CUSIP: 3136BLES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   26936556 | PA      | $23267756.38   | 0.06%             | 2047-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2% 10/01/2041#RB5131                                                                          | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18423 | PA      | $15545.52      | 0.00%             | 2041-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                             | INDONESIA REPUBLIC OF 6.75% 01/15/2044 144A                                                             | CUSIP: 455780BR6<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     690000 | PA      | $760380.00     | 0.00%             | 2044-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/29 #487516                                                                                 | CUSIP: 36210BSD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        543 | PA      | $554.06        | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 12/39 #704808                                                                                | CUSIP: 36296YAH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      26356 | PA      | $25956.54      | 0.00%             | 2039-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                       | ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1930000 | PA      | $1931750.20    | 0.00%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 09/01/2042#AB6181                                                                        | CUSIP: 31417C2P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     405056 | PA      | $365469.79     | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BONOS PARA LA RECONSTRUCCION DE UNA ARGENTINA LIBRE                               | BONOS PARA LA RECONSTRUCCION DE UNA ARGENTINA LIBRE 0% 06/30/2025                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AR        |     431695 | PA      | $72347.77      | 0.00%             | 2025-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 11/27 #412374                                                                                | CUSIP: 36206JCK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         61 | PA      | $61.93         | 0.00%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 9/33 #740225                                                                                 | CUSIP: 31402WLE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23479 | PA      | $23247.77      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 11/28 #572167                                                                                | CUSIP: 31386STY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         89 | PA      | $92.91         | 0.00%             | 2028-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 12/01/2051#QD3419                                                                          | CUSIP: 3133B0YQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47381 | PA      | $36912.64      | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/40 #737532                                                                                | CUSIP: 3620ARLM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11345 | PA      | $10893.32      | 0.00%             | 2040-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 10/01/2047#BH4092                                                                        | CUSIP: 3140GSRN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     230639 | PA      | $221112.88     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS GROUP AG 2.125%/VAR 11/15/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    3900000 | PA      | $4784346.19    | 0.01%             | 2029-11-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 06/01/2040#V81792                                                                        | CUSIP: 3132L67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     824250 | PA      | $754755.33     | 0.00%             | 2040-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6.5% 09/01/2053#QH0300                                                                        | CUSIP: 3133CCKM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3964896 | PA      | $4108713.07    | 0.01%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 3.472% 12/01/2040#AE0653                                                                       | CUSIP: 31419AWP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     519178 | PA      | $540434.29     | 0.00%             | 2040-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 6/33 #254851                                                                                 | CUSIP: 31371LBU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28418 | PA      | $28158.33      | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                            | BX COMMERCIAL MORTGAGE TRUST 22-LP2 B TSFR1M+126.27 02/15/2039 144A                                     | CUSIP: 05610HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10531500 | PA      | $10498588.79   | 0.03%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                              | ZF EUROPE FINANCE BV 4.75% 01/31/2029 REGS                                                              | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |    4600000 | PA      | $4983827.27    | 0.01%             | 2029-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 4.56% 6/33 #780605                                                                             | CUSIP: 31342AU64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23529 | PA      | $23835.59      | 0.00%             | 2033-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049                                                 | CUSIP: 3136BLYE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2785029 | PA      | $2390960.24    | 0.01%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/31 #538864                                                                                 | CUSIP: 36212NTV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        927 | PA      | $953.66        | 0.00%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 11/47#BH5768                                                                             | CUSIP: 3140GUMS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     112591 | PA      | $107940.43     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 10/25 #416564                                                                                | CUSIP: 36206NWZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         10 | PA      | $10.24         | 0.00%             | 2025-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 3.25% 05/15/2042                                                            | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  183189000 | PA      | $148597765.53  | 0.38%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 5/29 #252492                                                                                 | CUSIP: 31371HNH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         94 | PA      | $97.31         | 0.00%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                         | AMERICAN ROCK SALT TERM 1LN 6/9/2028                                                                    | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |     745321 | PA      | $610544.20     | 0.00%             | 2028-06-09      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL   | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033         | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24687000 | PA      | $22771450.01   | 0.06%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 02/46#Q38879                                                                               | CUSIP: 3132QV2M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39164 | PA      | $36756.62      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                                          | IMPERIAL DADE TERM B 1LN 12/11/2030                                                                     | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    7126260 | PA      | $7055923.88    | 0.02%             | 2030-12-11      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 3/40 #727324                                                                                 | CUSIP: 3620AEAZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7589 | PA      | $7625.49       | 0.00%             | 2040-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 4.801% 2/33 #695019                                                                            | CUSIP: 31400RDY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        203 | PA      | $206.03        | 0.00%             | 2033-02-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES  | APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES 7.875% 11/01/2029 144A | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4105000 | PA      | $4061528.75    | 0.01%             | 2029-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 1.5% 04/01/2051#SD8139                                                                        | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18455704 | PA      | $13639287.44   | 0.04%             | 2051-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 7/40 #719216                                                                                 | CUSIP: 3620A5AR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     102189 | PA      | $100469.27     | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | BOAM SWAP PAY 3.89 04/21/26                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |  -26200000 | NC      | $-809894.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                   | BANK 2018-BNK15 E 3% 11/15/2061 144A                                                                    | CUSIP: 06036FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     735000 | PA      | $550804.00     | 0.00%             | 2061-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC            | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A             | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4205000 | PA      | $3950719.45    | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6.5% 07/01/2054#CB8875                                                                        | CUSIP: 3140QU2H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9296225 | PA      | $9556437.07    | 0.02%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                       | ASURION TERM B10 1LN 08/19/2028                                                                         | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    4320244 | PA      | $4295056.60    | 0.01%             | 2028-08-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                  | HILTON DOMESTIC OPERATING CO INC 6.125% 04/01/2032 144A                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1782084.92    | 0.00%             | 2032-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| BXP TR 2021-601L                                                                  | BXP TR 2021-601L VAR 01/15/2044 144A                                                                    | CUSIP: 05607TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     336000 | PA      | $240528.86     | 0.00%             | 2044-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 06/46#AS7009                                                                               | CUSIP: 36193SYE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      58143 | PA      | $52363.86      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 03/01/2033#MA3312                                                                          | CUSIP: 31418CVE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1723973 | PA      | $1662198.89    | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DK TR 2024-SPBX                                                                   | DK TR 2024-SPBX TSFR1M+400 03/15/2034 144A                                                              | CUSIP: 23346LAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2848000 | PA      | $2852149.54    | 0.01%             | 2034-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020 MORTGAGE TRUST                                                     | BENCHMARK 2020 MORTGAGE TRUST 1.973% 01/15/2054                                                         | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1043000 | PA      | $883051.47     | 0.00%             | 2054-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                  | CSC HOLDINGS LLC 5.375% 02/01/2028 144A                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    5145000 | PA      | $4692327.98    | 0.01%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 01/01/2042#AJ5572                                                                        | CUSIP: 3138AXFN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     719612 | PA      | $686298.63     | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 10/01/2048#CA2506                                                                        | CUSIP: 3140Q9YC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     908117 | PA      | $921153.08     | 0.00%             | 2048-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 5/32 #646414                                                                                 | CUSIP: 31390HDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        587 | PA      | $616.08        | 0.00%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 5/32 #645346                                                                                 | CUSIP: 31390F5F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        106 | PA      | $111.00        | 0.00%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                             | INDONESIA REPUBLIC OF 8.5% 10/12/2035 144A                                                              | CUSIP: 455780AT3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    4030000 | PA      | $5029440.00    | 0.01%             | 2035-10-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                             | ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A                                                            | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   20758000 | PA      | $21186607.86   | 0.05%             | 2029-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                                          | MEDCO MAPLE TREE PTE LTD 8.96% 04/27/2029 144A                                                          | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |    1995000 | PA      | $2064825.00    | 0.01%             | 2029-04-27      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/26 #780299                                                                                 | CUSIP: 36225AKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          5 | PA      | $4.95          | 0.00%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                            | HARVEST MIDSTREAM I LP 7.5% 09/01/2028 144A                                                             | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $3873747.19    | 0.01%             | 2028-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/01/2051#BU3339                                                                          | CUSIP: 3140M4V96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128896 | PA      | $120344.51     | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 05/01/2043#AT4165                                                                        | CUSIP: 3138WRTX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13565 | PA      | $12152.33      | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 2/28 #438403                                                                                 | CUSIP: 36207QAC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        250 | PA      | $251.59        | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                    | PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A                                                   | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6380000 | PA      | $5546151.23    | 0.01%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 10/01/2051#BU0525                                                                          | CUSIP: 3140M1SP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1523772 | PA      | $1307381.47    | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXVIII LTD                                                              | MAGNETITE XXVIII LTD A1RR TSFR3M+124 01/15/2038 144A                                                    | CUSIP: 55955LAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   29999000 | PA      | $29934292.16   | 0.08%             | 2038-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TURKIYE IHRACAT KREDI BANKASI AS                                                  | TURKIYE IHRACAT KREDI BANKASI AS 9% 01/28/2027 144A                                                     | CUSIP: 90015LAH0<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |    1080000 | PA      | $1127587.50    | 0.00%             | 2027-01-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                        | KASEYA TERM B 1LN 3/20/2032                                                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    9660000 | PA      | $9653141.40    | 0.02%             | 2032-03-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHR 2162 PH 6 6/29                                                                                      | CUSIP: 3133TLBA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       3864 | PA      | $3924.36       | 0.00%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 5.00% 7/41 #MA0791                                                                                 | CUSIP: 31417Y2Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28368 | PA      | $28510.76      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC                                     | SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC AR TSFR3M+134.161 04/20/2033 144A                         | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   24801783 | PA      | $24810909.60   | 0.06%             | 2033-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                         | SAUDI ARABIAN OIL COMPANY 2.25% 11/24/2030 144A                                                         | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    5210000 | PA      | $4582195.00    | 0.01%             | 2030-11-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 09/01/2040#G06023                                                                          | CUSIP: 3128M8AY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      53884 | PA      | $51490.43      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 9/40 #AE3950                                                                                 | CUSIP: 31419EL80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18924 | PA      | $18025.15      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVERNMENT OF                                                            | MONGOLIA GOVERNMENT OF 6.625% 02/25/2030 144A                                                           | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    1405000 | PA      | $1366362.50    | 0.00%             | 2030-02-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4% 12/20/2045#MA3311                                                                            | CUSIP: 36179RVC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     150139 | PA      | $140447.20     | 0.00%             | 2045-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 07/01/2050#FM3611                                                                        | CUSIP: 3140X7AM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7999316 | PA      | $6633128.27    | 0.02%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 08/01/2032#J37452                                                                          | CUSIP: 31307UH50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60134 | PA      | $58195.33      | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.25% 06/30/2031                                                                              | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  353100000 | PA      | $356051697.08  | 0.91%             | 2031-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 2998 LY 5.5 7/25                                                                                    | CUSIP: 31395VV55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        106 | PA      | $105.62        | 0.00%             | 2025-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/41 #748242                                                                                | CUSIP: 3620C4HT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9991 | PA      | $9571.08       | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP/OTG CO-ISSUER INC                                           | ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 8% 08/01/2030 144A                                              | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      97000 | PA      | $95883.91      | 0.00%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 10/01/2050#CA7229                                                                        | CUSIP: 3140QFA74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31756595 | PA      | $26372641.94   | 0.07%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                             | INDONESIA REPUBLIC OF 4.2% 10/15/2050                                                                   | CUSIP: 455780CT1<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   44910000 | PA      | $35478900.00   | 0.09%             | 2050-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTURA SAA                                                     | CIA DE MINAS BUENAVENTURA SAA 5.5% 07/23/2026 144A                                                      | CUSIP: 204448AA2<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    1420000 | PA      | $1409776.00    | 0.00%             | 2026-07-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                  | CSC HOLDINGS LLC 4.125% 12/01/2030 144A                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3005000 | PA      | $2062194.17    | 0.01%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 12/01/2050#FS1103                                                                          | CUSIP: 3140XGGM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100274 | PA      | $78557.99      | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 3.50% 4/42 #G06993                                                                                 | CUSIP: 3128M9C67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26155 | PA      | $24308.24      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 03/01/2047#G08751                                                                        | CUSIP: 3128MJZR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      56225 | PA      | $50992.43      | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 04/01/2046#V82292                                                                          | CUSIP: 3132L7RM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     576833 | PA      | $541021.45     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2% 06/01/2041#RB5114                                                                          | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3955418 | PA      | $3349605.82    | 0.01%             | 2041-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 04/01/2034#357561                                                                        | CUSIP: 31376KFA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27534 | PA      | $27249.97      | 0.00%             | 2034-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                      | TELEVISAUNIVISION TERM B 1LN 01/31/2029                                                                 | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    1647550 | PA      | $1595372.09    | 0.00%             | 2029-01-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 10/28 #481840                                                                                | CUSIP: 31382GHR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         36 | PA      | $37.37         | 0.00%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1                                       | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 4.41% 11/15/2027 144A                                       | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4950000 | PA      | $4942493.33    | 0.01%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.00% 7/27 #451326                                                                                 | CUSIP: 36208HLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        153 | PA      | $155.03        | 0.00%             | 2027-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 04/01/2048#Q55500                                                                        | CUSIP: 3132XYDE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     145418 | PA      | $139639.19     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 04/01/2050#FM3830                                                                          | CUSIP: 3140X7HG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44375541 | PA      | $38455133.80   | 0.10%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC DEL                                             | ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A                                              | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    3285000 | PA      | $2508905.94    | 0.01%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 10/33 #748267                                                                                | CUSIP: 31403GJL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12034 | PA      | $11913.98      | 0.00%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 4% 06/01/2055 #TBA                                                                            | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   46300000 | PA      | $42451289.35   | 0.11%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                         | AMGEN INC 5.25% 03/02/2033                                                                              | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   13756000 | PA      | $13882250.64   | 0.04%             | 2033-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 01/01/2047#BE6903                                                                        | CUSIP: 3140FSU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72033 | PA      | $65243.71      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                | LUMEN TECHNOLOGIES 4.5% 01/15/2029 144A                                                                 | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     515000 | PA      | $455775.00     | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                             | AMERICAN AIRLINES INC 8.5% 05/15/2029 144A                                                              | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1937535.05    | 0.00%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 05/15/2033#604338                                                                        | CUSIP: 36200MLT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3297 | PA      | $3310.59       | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 4/28 #418412                                                                                 | CUSIP: 31379FYH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         71 | PA      | $74.07         | 0.00%             | 2028-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIEMAE 30YR 6.5% 07/01/2054#FA0028                                                                   | CUSIP: 3140W0A62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117183 | PA      | $121662.22     | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5% 07/15/2025                                      | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   13367000 | PA      | $13372750.62   | 0.03%             | 2025-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL KPN NV (KONINKLIJKE KPN)                                                    | ROYAL KPN NV (KONINKLIJKE KPN) 3.875% 02/16/2036 REGS                                                   | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |     900000 | PA      | $1032326.95    | 0.00%             | 2036-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2023-IV                                                           | BARINGS CLO LTD 2023-IV A TSFR3M+175 01/20/2037 144A                                                    | CUSIP: 06763MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   30407000 | PA      | $30498251.41   | 0.08%             | 2037-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | BARCLAYS PLC 5.69%/VAR 03/12/2030                                                                       | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   28747000 | PA      | $29472784.42   | 0.08%             | 2030-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 02/01/2044#Q24572                                                                        | CUSIP: 3132M4W92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25118 | PA      | $24595.01      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 3258 PM 5.5 12/36                                                                                   | CUSIP: 31397CXF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      38306 | PA      | $39240.14      | 0.00%             | 2036-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TRANSDIGM INC 6.625% 03/01/2032 144A                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1695698.30    | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | CAPITAL ONE FINANCIAL CORP 6.377%/VAR 06/08/2034                                                        | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3572000 | PA      | $3733317.31    | 0.01%             | 2034-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 4% 07/01/2039#CA3891                                                                          | CUSIP: 3140QBKD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2164078 | PA      | $2064290.85    | 0.01%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DRYDEN 98 CLO LTD                                                                 | DRYDEN 98 CLO LTD A TSFR3M+130 04/20/2035 144A                                                          | CUSIP: 26248AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16182000 | PA      | $16184394.94   | 0.04%             | 2035-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                           | EL SALVADOR REPUBLIC OF 7.625% 02/01/2041 144A                                                          | CUSIP: 283875AQ5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     230000 | PA      | $206540.00     | 0.00%             | 2041-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                | LUMEN TECHNOLOGIES TERM B1 1LN 4/16/2029                                                                | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    4750846 | PA      | $4700058.98    | 0.01%             | 2029-04-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                              | ROMANIA REPUBLIC OF 7.125% 01/17/2033 144A                                                              | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     350000 | PA      | $355075.00     | 0.00%             | 2033-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 11/25 #416022                                                                                | CUSIP: 36206ND36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         17 | PA      | $17.19         | 0.00%             | 2025-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                | WELLS FARGO and CO NEW 2.572%/VAR 02/11/2031                                                            | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9034277.60    | 0.02%             | 2031-02-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LASERSHIP INC                                                                     | LASERSHIP TERM NEW MONEY FLFO TL 1LN 01/02/2029                                                         | CUSIP: 51809EAL9<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |     843178 | PA      | $829476.62     | 0.00%             | 2029-01-02      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                             | INDONESIA REPUBLIC OF 3.85% 10/15/2030                                                                  | CUSIP: 455780CS3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     855000 | PA      | $824134.50     | 0.00%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                      | NCL CORP LTD 6.75% 02/01/2032 144A                                                                      | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    2300000 | PA      | $2302782.61    | 0.01%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                 | CLEAN HARBORS INC 6.375% 02/01/2031 144A                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     945000 | PA      | $961642.40     | 0.00%             | 2031-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/28 #458877                                                                                 | CUSIP: 36208RXE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        170 | PA      | $172.38        | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HLDGS LTD                                                              | ENN ENERGY HLDGS LTD 4.625% 05/17/2027 144A                                                             | CUSIP: 29336EAA1<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |    2045000 | PA      | $2039345.58    | 0.01%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                              | GRUBHUB HOLDINGS INC 5.5% 07/01/2027 144A                                                               | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2605000 | PA      | $2403110.94    | 0.01%             | 2027-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C4 MTG TR                                                                | BMO 2023-C4 D MTG TR 5.86361% 02/15/2056 144A                                                           | CUSIP: 05610CAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     520000 | PA      | $465182.17     | 0.00%             | 2056-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 7/26 #352776                                                                                 | CUSIP: 31376D2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          5 | PA      | $5.14          | 0.00%             | 2026-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 5.31% 2/36 #822116                                                                             | CUSIP: 31406WK52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8718 | PA      | $9001.02       | 0.00%             | 2036-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| APPLIED SYS INC                                                                   | APPLIED SYSTEMS TERM B 1LN 02/24/2031                                                                   | CUSIP: N/A<br>LEI: 549300NSKGF0SY5SWQ62       | Long             | LON              | CORP              | US        |    5791832 | PA      | $5809960.03    | 0.01%             | 2031-02-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2005-102 CO 0% 11/35                                                                                | CUSIP: 31394UHV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      15424 | PA      | $13300.56      | 0.00%             | 2035-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 1.5% 02/25/2050                                                          | CUSIP: 3137FRDX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2678269 | PA      | $2139966.45    | 0.01%             | 2050-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.5% 09/30/2029                                                                               | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  298200000 | PA      | $293074687.50  | 0.75%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 12/01/2031#G18623                                                                          | CUSIP: 3128MMVR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9792 | PA      | $9487.89       | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 2/41 #738002                                                                                 | CUSIP: 3620AR3K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40619 | PA      | $38996.80      | 0.00%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 11/01/2051#FM9517                                                                        | CUSIP: 3140XDSF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9460252 | PA      | $7785427.20    | 0.02%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 01/15/2047#AX5855                                                                          | CUSIP: 36196HQG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27589 | PA      | $25558.07      | 0.00%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMBB COML MTG SECS TR 2014-C23                                                   | JPMBB 2014-C23 UH5 4.7094% 09/15/2047 144A                                                              | CUSIP: 46643AAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     194000 | PA      | $188787.03     | 0.00%             | 2047-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                           | UKG INC 6.875% 02/01/2031 144A                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2328692.70    | 0.01%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO COMMERCIAL MORTGAGE 2018-C43 C                                        | WELLS FARGO COMMERCIAL MORTGAGE 2018-C43 C 4.514% 03/15/2051                                            | CUSIP: 95001LAZ5<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |     401000 | PA      | $368839.00     | 0.00%             | 2051-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO                                                     | EMPRESA NACIONAL DEL PETROLEO 5.95% 07/30/2034 144A                                                     | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     730000 | PA      | $730456.25     | 0.00%             | 2034-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                      | DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030                                                          | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   22575000 | PA      | $19964308.03   | 0.05%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 3.50% 12/41 #739352                                                                                | CUSIP: 3620ATL96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     135782 | PA      | $125810.48     | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                                         | EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    3360000 | PA      | $2544931.20    | 0.01%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 1.5% 12/01/2050#BQ9522                                                                        | CUSIP: 3140KVSL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      71356 | PA      | $53425.66      | 0.00%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 07/15/2046#AT7623                                                                          | CUSIP: 36194GPG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      42281 | PA      | $39301.10      | 0.00%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 07/01/2050#CA6275                                                                          | CUSIP: 3140QD6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3553399 | PA      | $2798286.86    | 0.01%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/29 #513680                                                                                 | CUSIP: 36211HUD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        170 | PA      | $173.48        | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                  | T-MOBILE USA INC 5.05% 07/15/2033                                                                       | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $28752803.13   | 0.07%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4% 09/20/2042#MA0393                                                                            | CUSIP: 36179MNJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16832 | PA      | $16070.64      | 0.00%             | 2042-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                                | ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059                                                          | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   36395000 | PA      | $36356176.73   | 0.09%             | 2059-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2005-73 SA SOFR30A+1725.235 8/35                                                                    | CUSIP: 31394EB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       2883 | PA      | $2994.26       | 0.00%             | 2035-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                       | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    6590000 | PA      | $6456562.32    | 0.02%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 11/28 #457257                                                                                | CUSIP: 31381C5S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        251 | PA      | $255.52        | 0.00%             | 2028-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIATION HOLDINGS INC                                                      | SPIRIT AVIATION HOLDINGS INC                                                                            | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      21525 | NS      | $128934.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 12/01/2051#BU7103                                                                          | CUSIP: 3140M83M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26361 | PA      | $20561.09      | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 03/01/2052#SD2219                                                                          | CUSIP: 3132DPPC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5633365 | PA      | $4837773.48    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 4/39 #AB0042                                                                                 | CUSIP: 31416VBL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     798979 | PA      | $790818.10     | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 5/30 #590851                                                                                 | CUSIP: 31387QL81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10254 | PA      | $10695.49      | 0.00%             | 2030-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII 15YR 3% 10/20/2031#MA3979                                                                          | CUSIP: 36179SM46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     938962 | PA      | $908945.45     | 0.00%             | 2031-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 12/27 #405830                                                                                | CUSIP: 31378QY39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        254 | PA      | $261.07        | 0.00%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 1.5% 03/01/2036#SB8092                                                                        | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     180454 | PA      | $159159.75     | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6.5% 10/01/2053#RJ0001                                                                        | CUSIP: 3142GQAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3883687 | PA      | $4026985.54    | 0.01%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 10/25 #250359                                                                                | CUSIP: 31371FB43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          7 | PA      | $6.51          | 0.00%             | 2025-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                           | JETBLUE AIRWAYS/LOYALTY 9.875% 09/20/2031 144A                                                          | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3595000 | PA      | $3556050.76    | 0.01%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PHOENIX NEWCO INC                                                                 | PAREXEL TERM B 1LN 11/15/2028                                                                           | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    6248480 | PA      | $6247042.73    | 0.02%             | 2028-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+56.448 02/20/2049                                                 | CUSIP: 38381RQS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    1967241 | PA      | $1931428.47    | 0.00%             | 2049-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | BNPI SWAP CDS 06/20/30 ASSGEN B                                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    6250000 | NC      | $6291.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                                                            | SEMPRA 6% 10/15/2039                                                                                    | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    9562000 | PA      | $9492201.51    | 0.02%             | 2039-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 07/01/2049#SD3738                                                                        | CUSIP: 3132E0EK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29916042 | PA      | $25199385.83   | 0.06%             | 2049-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                 | POST HLDGS INC 6.25% 10/15/2034 144A                                                                    | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1239662.77    | 0.00%             | 2034-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII 15YR 3% 07/20/2031#MA3778                                                                          | CUSIP: 36179SFT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25825 | PA      | $25023.50      | 0.00%             | 2031-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/01/2040#AE4056                                                                          | CUSIP: 31419EQJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82363 | PA      | $78335.08      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 9/39 #AC1876                                                                                 | CUSIP: 31417LCN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     189094 | PA      | $180950.28     | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | BOAM SWAP REC 4.08 04/24/30                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   35310000 | NC      | $1336985.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MHP COML MTG TR 2021-STOR                                                         | MHP 2021-STOR J TSFR1M+406.448 07/15/2038 144A                                                          | CUSIP: 55293BAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1281000 | PA      | $1275770.32    | 0.00%             | 2038-07-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GNR 2014-25 HC 3% 2/44                                                                                  | CUSIP: 38379AEF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    1761808 | PA      | $1567200.73    | 0.00%             | 2044-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 12/31 #614978                                                                                | CUSIP: 31388UFT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        483 | PA      | $507.45        | 0.00%             | 2031-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 7/40 #733784                                                                                 | CUSIP: 3620AMFZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13125 | PA      | $13184.83      | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MORGAN STANLEY 3.955%/VAR 03/21/2035                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2950276.86    | 0.01%             | 2035-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/33 #726923                                                                                 | CUSIP: 31402ESL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14568 | PA      | $14435.22      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2% 01/25/2045                                                            | CUSIP: 3137FU4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2365042 | PA      | $2154562.72    | 0.01%             | 2045-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN LIMITED                                                   | MISC CAPITAL TWO LABUAN LIMITED 3.75% 04/06/2027 144A                                                   | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    2601000 | PA      | $2556262.80    | 0.01%             | 2027-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 1/41 #AH1256                                                                                 | CUSIP: 3138A2ME6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82043 | PA      | $78147.99      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2021-C12                                                             | BBCMS MTG TR 2021-C12 A5 2.689% 11/15/2054                                                              | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     501000 | PA      | $435690.49     | 0.00%             | 2054-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/32 #562581                                                                                 | CUSIP: 36213R6S1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        320 | PA      | $328.94        | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/32 #553440                                                                                 | CUSIP: 36213FZD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        473 | PA      | $482.12        | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BXSC 2022-WSS F                                                                   | BXSC 2022-WSS F 5.579% 03/15/2035 144A                                                                  | CUSIP: 05610BAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2721000 | PA      | $2714220.90    | 0.01%             | 2035-03-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| SOVOS COMPLIANCE LLC                                                              | SOVOS COMPLIANCE TERM B 1LN 8/13/2029                                                                   | CUSIP: 84611YAE0<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |    1336301 | PA      | $1335632.46    | 0.00%             | 2029-08-13      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                               | AMERICAN TOWER CORP 3.625% 05/30/2032                                                                   | CUSIP: 03027XCQ1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $4130535.92    | 0.01%             | 2032-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                            | JEFFERIES FIN LLC/JFIN 6.625% 10/15/2031 144A                                                           | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1346294.74    | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2% 09/20/2050#MA6864                                                                            | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11607379 | PA      | $9336971.87    | 0.02%             | 2050-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP REALTY TRUST INC/DUPE                                                | FRANKLIN BSP RE 7.5% PFD PERP                                                                           | CUSIP: 35243J200<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EP               | CORP              | US        |      34000 | NS      | $685780.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MTG-BACKED SECS TR 2024-RPL2                                                   | GS MTG-BACKED SECS TR 2024-RPL2 A1 3.75% 07/25/2061 144A                                                | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8013376 | PA      | $7764198.67    | 0.02%             | 2061-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/28 #467737                                                                                 | CUSIP: 36209CS23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         20 | PA      | $20.24         | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 4/40 #727849                                                                                 | CUSIP: 3620AETE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6939 | PA      | $6797.97       | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                | CENOVUS ENERGY INC 5.4% 06/15/2047                                                                      | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    2422000 | PA      | $2084137.59    | 0.01%             | 2047-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 6/35 #828064                                                                                 | CUSIP: 31407D5Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2575 | PA      | $2682.73       | 0.00%             | 2035-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-C                                    | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-C 4.62% 04/17/2028 144A                                    | CUSIP: 448984AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14100000 | PA      | $14131495.17   | 0.04%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 07/01/2046#AS7594                                                                        | CUSIP: 3138WHNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68279 | PA      | $61970.76      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 06/15/2043#AE9860                                                                        | CUSIP: 36181D5V4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4642 | PA      | $4285.00       | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                               | MESQUITE ENERGY INC                                                                                     | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |     113725 | NS      | $9948673.68    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| LIFE 2021-BMR MTG TR                                                              | LIFE 2021-BMR MTG TR TSFR1M+121.448 03/15/2036 144A                                                     | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     451123 | PA      | $448021.09     | 0.00%             | 2038-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 3.50% 9/42 #AP6523                                                                                 | CUSIP: 3138MAG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20476 | PA      | $19028.37      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                             | REYNOLDS AMERICAN INC 5.7% 08/15/2035                                                                   | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    2699000 | PA      | $2707656.21    | 0.01%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/32 #565960                                                                                 | CUSIP: 36213VWV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1494 | PA      | $1535.94       | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 8.5% 11/01/2026#                                                                              | CUSIP: 31335GP74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          4 | PA      | $4.48          | 0.00%             | 2026-11-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ARES TR 2024-IND2                                                                 | ARES TR 2024-IND2 F TSFR1M+403.9 10/15/2034 144A                                                        | CUSIP: 04021EAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2069000 | PA      | $2070137.95    | 0.01%             | 2034-10-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 10/39 #723247                                                                                | CUSIP: 3620A9P88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5215 | PA      | $5131.51       | 0.00%             | 2039-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RPL1 TR                                                                 | PRET 2024-RPL1 TR 3.9% 10/25/2063 144A                                                                  | CUSIP: 693989AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7760610 | PA      | $7278944.29    | 0.02%             | 2063-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                      | UNIVISION COMMUNICATIONS INC 6.625% 06/01/2027 144A                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    4393000 | PA      | $4393076.26    | 0.01%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                            | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                              | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11869000 | PA      | $10345020.40   | 0.03%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                          | CUSIP: 3137H5FF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3174510 | PA      | $2719615.03    | 0.01%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 9/33 #727147                                                                                 | CUSIP: 31402EZL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32995 | PA      | $32682.07      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 7/35 #G01838                                                                                 | CUSIP: 3128LXBF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     312677 | PA      | $314866.65     | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 12/01/2040#AE0675                                                                        | CUSIP: 31419AXD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92062 | PA      | $90439.21      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MORGAN STANLEY 3.622%/VAR 04/01/2031                                                                    | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   39278000 | PA      | $37242154.88   | 0.10%             | 2031-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 09/20/2043#MA1285                                                                          | CUSIP: 36179NNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1167096 | PA      | $1072265.40    | 0.00%             | 2043-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 08/51#CB1310                                                                               | CUSIP: 3140QLN44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1619190 | PA      | $1264479.42    | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 03/01/2048#FS8330                                                                          | CUSIP: 3140XQHG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93184 | PA      | $82032.81      | 0.00%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 05/01/2048#Q55839                                                                        | CUSIP: 3132XYPZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     296706 | PA      | $284914.99     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT TR 2024-EXTR                                                                  | EQT TR 2024-EXTR B 1ML+0 07/05/2041 144A                                                                | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1911000 | PA      | $1926064.22    | 0.00%             | 2041-07-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 07/01/2054#CB8821                                                                          | CUSIP: 3140QUYT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19093324 | PA      | $19432197.76   | 0.05%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 10/01/2033#742197                                                                        | CUSIP: 31402YRS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        861 | PA      | $855.23        | 0.00%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                       | COMMONWEALTH BANK AUSTRALIA 2.688% 03/11/2031 144A                                                      | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    4591000 | PA      | $4023809.96    | 0.01%             | 2031-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2024-NSTB                                                 | MORGAN STANLEY CAP I TR 2024-NSTB VAR 09/20/2032 144A                                                   | CUSIP: 61690BAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1713000 | PA      | $1600667.80    | 0.00%             | 2057-09-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WOK HOLDINGS INC                                                                  | PF CHANGS TERM B 1LN 09/03/2029                                                                         | CUSIP: 69345YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2213644 | PA      | $2102962.22    | 0.01%             | 2029-09-03      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                        | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A                                        | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1107012.29    | 0.00%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERSCHEND ENTERTAINMENT CO LLC                                                    | HERSCHEND TERM 1LN 05/17/2032                                                                           | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |    1615000 | PA      | $1618698.35    | 0.00%             | 2032-05-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 3% 09/25/2027                                                            | CUSIP: 3136A8PY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     263144 | PA      | $5838.92       | 0.00%             | 2027-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC / SALLY CAP INC                                                | SALLY HOLDINGS LLC / CAP INC 6.75% 03/01/2032                                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2103059.97    | 0.01%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 10/39 #711463                                                                                | CUSIP: 36297GML1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16072 | PA      | $15765.84      | 0.00%             | 2039-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAKESIDE PK CLO LTD / LAKESIDE PK CLO LLC                                         | LAKESIDE PK CLO LTD / LLC A TSFR3M+115 04/15/2038 144A                                                  | CUSIP: 51218YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16948000 | PA      | $16897156.00   | 0.04%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 10/01/2054#RJ2642                                                                          | CUSIP: 3142GS5C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9991163 | PA      | $10234055.71   | 0.03%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                                 | TENCENT HLDGS LTD 1.81% 01/26/2026 144A                                                                 | CUSIP: 88032WAT3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     845000 | PA      | $829249.20     | 0.00%             | 2026-01-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.50% 11/34 #605771                                                                                | CUSIP: 36200N6G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3527 | PA      | $3615.81       | 0.00%             | 2034-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 02/01/2029#                                                                                | CUSIP: 31293JKZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        154 | PA      | $156.64        | 0.00%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                       | AVOLON HOLDINGS FUNDING LTD 5.375% 05/30/2030 144A                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   13121000 | PA      | $13123361.78   | 0.03%             | 2030-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 5/35 #G01818                                                                                 | CUSIP: 3128LXAT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47892 | PA      | $48233.31      | 0.00%             | 2035-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                      | MEXICO UNITED MEXICAN STATES 6.35% 02/09/2035                                                           | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1240000 | PA      | $1235660.00    | 0.00%             | 2035-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 10/27 #458667                                                                                | CUSIP: 36208RQU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        150 | PA      | $153.19        | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                             | BERMUDA GOVERNMENT OF 3.717% 01/25/2027 144A                                                            | CUSIP: 085209AD6<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    2220000 | PA      | $2182537.50    | 0.01%             | 2027-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMBB COML MTG SECS TR 2014-C26                                                   | JPMBB 2014-C26 D CSTR 01/15/2048 144A                                                                   | CUSIP: 46643TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3811000 | PA      | $3163091.89    | 0.01%             | 2048-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 6% 11/01/2054#RJ2748                                                                          | CUSIP: 3142GTBS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7773453 | PA      | $7938139.62    | 0.02%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 5% 06/01/2055 #TBA                                                                              | CUSIP: 21H050664<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   82375000 | PA      | $79930983.18   | 0.21%             | 2055-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 2/41 #A96876                                                                                 | CUSIP: 312945T99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28025 | PA      | $27604.13      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 8/39 #698433                                                                                 | CUSIP: 36296Q4S5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9222 | PA      | $9265.43       | 0.00%             | 2039-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 01/01/2043#AB7457                                                                        | CUSIP: 31417EJB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1018124 | PA      | $918082.68     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                 | ICAHN ENTERPRISES LP/FIN CORP 10% 11/15/2029 144A                                                       | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1281853.32    | 0.00%             | 2029-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                              | ROMANIA REPUBLIC OF 6.625% 02/17/2028 144A                                                              | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     610000 | PA      | $623054.00     | 0.00%             | 2028-02-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 10/39 #723228                                                                                | CUSIP: 3620A9PM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10015 | PA      | $10062.15      | 0.00%             | 2039-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                                                    | JOHN BEAN TECHNOLOGIES TERM B 1LN 01/02/2032                                                            | CUSIP: 47783YAP4<br>LEI: 5493007CT6ATBZ2L6826 | Long             | LON              | CORP              | US        |    1190000 | PA      | $1191785.00    | 0.00%             | 2032-01-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 11/01/2051#FM9632                                                                          | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7583580 | PA      | $6532707.03    | 0.02%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN-WUERTTEM AG                                                    | ENBW ENERGIE BADEN-WUERTTEM AG EUSA5+NA 08/31/2081 REGS                                                 | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |    3700000 | PA      | $3900764.10    | 0.01%             | 2081-08-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                               | ASCEND LEARNING TERM B 1LN 12/11/2028                                                                   | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   10134000 | PA      | $10081202.33   | 0.03%             | 2028-12-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/31 #564706                                                                                 | CUSIP: 36213UKT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         10 | PA      | $10.01         | 0.00%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 3/41 #A97620                                                                                 | CUSIP: 312946PD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7694 | PA      | $7573.32       | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 3.50% 9/42 #Q11420                                                                                 | CUSIP: 3132HMSH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3721 | PA      | $3441.68       | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 07/01/2033#730005                                                                        | CUSIP: 31402JAE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4871 | PA      | $4826.45       | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK32                                                                   | BANK 2021-BNK32 2.643% 04/15/2054                                                                       | CUSIP: 06542BBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     630000 | PA      | $555985.14     | 0.00%             | 2054-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 5.5% 05/01/2053#RA9058                                                                        | CUSIP: 3133KRB37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5393670 | PA      | $5400303.65    | 0.01%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                       | STAPLES INC 12.75% 01/15/2030 144A                                                                      | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    3167485 | PA      | $2038951.27    | 0.01%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 10/28 #464231                                                                                | CUSIP: 36208XVY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1327 | PA      | $1347.21       | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 3/35 #808198                                                                                 | CUSIP: 31406E3F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15906 | PA      | $15720.21      | 0.00%             | 2035-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PTT TREASURY CENTER CO LTD                                                        | PTT TREASURY CENTER CO LTD 3.7% 07/16/2070 144A                                                         | CUSIP: 74446T2C6<br>LEI: 254900FBQLIN5XACCX50 | Long             | DBT              | CORP              | TH        |    1375000 | PA      | $877896.25     | 0.00%             | 2070-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 4/15/43 #AD2356                                                                          | CUSIP: 36180DTM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6820 | PA      | $6120.80       | 0.00%             | 2043-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-KING                                                          | BX COML MTG TR 2024-KING E TSFR1M+368.795 05/15/2039 144A                                               | CUSIP: 05612RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6108582 | PA      | $6085674.50    | 0.02%             | 2034-05-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BFLD 2024-WRHS                                                                    | BFLD 2024-WRHS E TSFR1M+393.8 08/15/2026 144A                                                           | CUSIP: 05555HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1878096 | PA      | $1876020.15    | 0.00%             | 2026-08-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 10/01/2051#RA6076                                                                          | CUSIP: 3133KMXD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16455805 | PA      | $12938307.83   | 0.03%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2011-C2                                                   | MSC 2011-C2 D CSTR 6/44                                                                                 | CUSIP: 617459AJ1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     648345 | PA      | $641861.88     | 0.00%             | 2044-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                                    | VOC ESCROW LTD 5% 02/15/2028 144A                                                                       | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1305000 | PA      | $1287228.12    | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 08/01/2051#FM9973                                                                          | CUSIP: 3140XECK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4544401 | PA      | $3921063.70    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                       | AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A                                                      | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   16881000 | PA      | $16767260.21   | 0.04%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                                            | CNTL AMR BOTTLING CORP 5.25% 04/27/2029 144A                                                            | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    2520000 | PA      | $2421720.00    | 0.01%             | 2029-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 7/40 #745231                                                                                 | CUSIP: 3620C04Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     133025 | PA      | $130745.02     | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 2.967% 8/41#AI8879                                                                             | CUSIP: 3138AN2M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32728 | PA      | $33977.02      | 0.00%             | 2041-08-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                       | PAYCHEX INC 5.6% 04/15/2035                                                                             | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    3253000 | PA      | $3307723.76    | 0.01%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                    | BOMBARDIER INC 7% 06/01/2032 144A                                                                       | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     595000 | PA      | $608515.43     | 0.00%             | 2032-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                             | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                                                                | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    2122000 | PA      | $2289213.60    | 0.01%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                         | OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030                                                             | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $28118178.00   | 0.07%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                             | INDONESIA REPUBLIC OF 3.2% 09/23/2061                                                                   | CUSIP: 455780DG8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1380000 | PA      | $845250.00     | 0.00%             | 2061-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FINANCE LLC                                                      | HILTON TERM B 1LN 11/08/2030                                                                            | CUSIP: 43289DAK9<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |    2008852 | PA      | $2014838.15    | 0.01%             | 2030-11-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                           | PHILIPPINES REPUBLIC OF 2.95% 05/05/2045                                                                | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     430000 | PA      | $287562.50     | 0.00%             | 2045-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ENERGY TRANSFER LP 6% 06/15/2048                                                                        | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6263000 | PA      | $5815341.62    | 0.01%             | 2048-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                             | TIME WARNER CABLE LLC 4.5% 09/15/2042                                                                   | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   18291000 | PA      | $14076057.63   | 0.04%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/29 #502272                                                                                 | CUSIP: 36210T6H4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        638 | PA      | $649.15        | 0.00%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-C30                                                     | BBCMS MORTGAGE TRUST 2024-C30 C 6.048% 11/15/2057                                                       | CUSIP: 05493YAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1264000 | PA      | $1235575.55    | 0.00%             | 2057-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                          | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM C TSFR1M+219.158 12/15/2039 144A                       | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5027000 | PA      | $4995351.01    | 0.01%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6.5% 01/01/2054#RJ0706                                                                        | CUSIP: 3142GQYC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14751952 | PA      | $15296262.63   | 0.04%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 6/26 #349340                                                                                 | CUSIP: 31376ABH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         33 | PA      | $33.29         | 0.00%             | 2026-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 7/32 #639103                                                                                 | CUSIP: 31389YAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        155 | PA      | $163.46        | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                                | AVIS BUDG CAR RENT LLC/FIN INC 8.375% 06/15/2032 144A                                                   | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2362662.61    | 0.01%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                   | CANO HEALTH LLC WT                                                                                      | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |      10520 | NS      | $47129.60      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM ARM 5.12% 10/36 #1A1201                                                                            | CUSIP: 3128NFKN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15675 | PA      | $15943.46      | 0.00%             | 2036-10-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                        | CARVANA CO PIK VAR 12/01/2028 144A                                                                      | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1861036 | PA      | $1912179.13    | 0.00%             | 2028-12-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 06/01/2052#CB3994                                                                          | CUSIP: 3140QPNL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87291 | PA      | $68004.42      | 0.00%             | 2052-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHR 3189 PD 6% 7/36                                                                                     | CUSIP: 31396UAR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     125216 | PA      | $129681.46     | 0.00%             | 2036-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                    | OMEGA HEALTHCARE INVESTORS INC 5.25% 01/15/2026                                                         | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   18623000 | PA      | $18643028.11   | 0.05%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 08/01/2052#SD8238                                                                        | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23827463 | PA      | $22567799.88   | 0.06%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                 | GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029                                                     | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2440000 | PA      | $2450084.52    | 0.01%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                       | TENGIZCHEVROIL FIN CO IN 3.25% 08/15/2030 144A                                                          | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    1507000 | PA      | $1318625.00    | 0.00%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/31 #545159                                                                                 | CUSIP: 36212VTQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        829 | PA      | $851.95        | 0.00%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 5.00% 3/34 #755628                                                                                 | CUSIP: 31403RPM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5784 | PA      | $5816.84       | 0.00%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/28 #450349                                                                                 | CUSIP: 36208GH27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         75 | PA      | $76.39         | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/41 #479430                                                                                | CUSIP: 36209RST1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     146382 | PA      | $140290.25     | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                              | COLOMBIA REPUBLIC OF 3% 01/30/2030                                                                      | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2720000 | PA      | $2329680.00    | 0.01%             | 2030-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                             | CELANESE US HLDGS LLC 6.5% 04/15/2030                                                                   | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1899505.08    | 0.00%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 5/34 #572257                                                                                 | CUSIP: 36200TWS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5673 | PA      | $5768.91       | 0.00%             | 2034-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                     | METHANEX CORP 5.25% 12/15/2029                                                                          | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     510000 | PA      | $494655.07     | 0.00%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                    | FHR 2043 ZH 6% 4/28                                                                                     | CUSIP: 3133TDPN0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |       7267 | PA      | $7371.02       | 0.00%             | 2028-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/40#AE7390                                                                               | CUSIP: 31419JF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98383 | PA      | $94178.66      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA                                                             | VOLCAN CIA MINERA SAA 8.75% 01/24/2030 144A                                                             | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    5597000 | PA      | $5433567.60    | 0.01%             | 2030-01-24      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 08/20/2043#MA1224                                                                          | CUSIP: 36179NLD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27394 | PA      | $25231.24      | 0.00%             | 2043-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES                                                    | BANCO DE CREDITO E INVERSIONES 8.75%/VAR PERP 144A                                                      | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | EP               | CORP              | CL        |    1075000 | PA      | $1117301.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIEMAE 20YR 3.5% 05/01/2036#BM3697                                                                   | CUSIP: 3140J8DB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2298101 | PA      | $2223332.49    | 0.01%             | 2036-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                                                   | GRUMA SAB DE CV 5.761% 12/09/2054 144A                                                                  | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |    1750000 | PA      | $1611120.00    | 0.00%             | 2054-12-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 05/01/2048#BJ5507                                                                        | CUSIP: 3140H7DM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74849 | PA      | $71780.62      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                    | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.5%/VAR 03/01/2055 144A                                 | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    2650000 | PA      | $2642504.21    | 0.01%             | 2055-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 07/15/2041#769171                                                                          | CUSIP: 36176LJQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2589 | PA      | $2568.33       | 0.00%             | 2041-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 1.5% 04/01/2041#RB5107                                                                        | CUSIP: 3133KYU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2827095 | PA      | $2326505.96    | 0.01%             | 2041-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FNR 2001-52 YZ 6.5% 10/31                                                                               | CUSIP: 313921MN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       4294 | PA      | $4425.15       | 0.00%             | 2031-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 10/27 #401913                                                                                | CUSIP: 31378LN65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          8 | PA      | $7.93          | 0.00%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 05/01/2051#FM7401                                                                        | CUSIP: 3140XBGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11155352 | PA      | $9239692.81    | 0.02%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                      | SBA TOWER TR 2.328% 07/15/2052 144A                                                                     | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6959000 | PA      | $6472071.12    | 0.02%             | 2052-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2016-C4                                                    | JPMDB COML MTG SECS TR 2016-C4 2.8822% 12/15/2049                                                       | CUSIP: 46646RAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3040167 | PA      | $2977183.79    | 0.01%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 07/01/2050#CA6312                                                                          | CUSIP: 3140QEAN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9744742 | PA      | $8429411.19    | 0.02%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                               | LIGHTNING POWER LLC 7.25% 08/15/2032 144A                                                               | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $2117880.59    | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 8/36 #888034                                                                                 | CUSIP: 31410FSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24426 | PA      | $25444.02      | 0.00%             | 2036-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 5/41 #Q00736                                                                                 | CUSIP: 3132GDY97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      54034 | PA      | $53056.21      | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 8/29 #506458                                                                                 | CUSIP: 31383LTP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         45 | PA      | $45.51         | 0.00%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.0% 08/20/2044#MA2149                                                                          | CUSIP: 36179QL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5530620 | PA      | $5250755.59    | 0.01%             | 2044-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                 | CHILE REPUBLIC OF 2.75% 01/31/2027                                                                      | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     790000 | PA      | $766300.00     | 0.00%             | 2027-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2020-GC47                                                          | GS MTG SECS TR 2020-GC47 D CSTR 05/12/2053 144A                                                         | CUSIP: 36258RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     336000 | PA      | $247559.89     | 0.00%             | 2053-05-12      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                              | PARAGUAY REPUBLIC OF 4.95% 04/28/2031 144A                                                              | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1525000 | PA      | $1495929.69    | 0.00%             | 2031-04-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | BARCLAYS PLC 8.875%/VAR PERP REGS                                                                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EP               | CORP              | GB        |    1600000 | PA      | $2255463.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 02/01/2041#AH3520                                                                        | CUSIP: 3138A44E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101848 | PA      | $97111.90      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-TAIL                                                                   | BX TR 2025-TAIL A VAR 06/15/2035 144A                                                                   | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9063000 | PA      | $9075226.89    | 0.02%             | 2035-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                       | SAKS GLOBAL ENTERPRISES LLC CO-OP 11% 12/15/2029 144A                                                   | CUSIP: 79380IAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4145000 | PA      | $1989600.00    | 0.01%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 7% 04/01/2032#                                                                                | CUSIP: 31287RQL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2426 | PA      | $2558.53       | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                      | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                      | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   10525000 | PA      | $9008927.11    | 0.02%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 3/41 #783276                                                                                 | CUSIP: 36241LT97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9907 | PA      | $9734.97       | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 08/01/2033#730501                                                                        | CUSIP: 31402JRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10515 | PA      | $10420.88      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 06/01/2047#Q48754                                                                          | CUSIP: 3132WNWQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     415065 | PA      | $388777.98     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4.0% 11/15/2041#778597                                                                        | CUSIP: 36176WX22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4536 | PA      | $4353.55       | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL   | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029         | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16353000 | PA      | $17023491.48   | 0.04%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.00% 12/27 #461047                                                                                | CUSIP: 36208UEU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         64 | PA      | $64.65         | 0.00%             | 2027-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 4/42 #AK8237                                                                                 | CUSIP: 3138EDEK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     290927 | PA      | $276732.43     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 6/41 #738418                                                                                 | CUSIP: 3620ASK73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3767 | PA      | $3784.60       | 0.00%             | 2041-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2% 06/01/2055 #TBA                                                                              | CUSIP: 21H020667<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  491325000 | PA      | $394743574.25  | 1.01%             | 2055-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 2/41 #AE9269                                                                                 | CUSIP: 31419LJP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11172 | PA      | $10682.98      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                | TURKEY REPUBLIC OF 4.25% 04/14/2026                                                                     | CUSIP: 900123CJ7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2035000 | PA      | $2009114.80    | 0.01%             | 2026-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 12/01/2033#AL5321                                                                        | CUSIP: 3138EM4F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52036 | PA      | $51537.82      | 0.00%             | 2033-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 10/01/2040#A94586                                                                        | CUSIP: 312943CX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      92181 | PA      | $90731.95      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM, LLC                                                                | PAR PACIFIC TERM B 1LN 02/28/2030                                                                       | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    1858227 | PA      | $1802870.83    | 0.00%             | 2030-02-28      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 02/01/2052#QD6998                                                                          | CUSIP: 3133B4X34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     956199 | PA      | $818915.56     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 05/15/2043#AD9112                                                                        | CUSIP: 36180NDR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24894 | PA      | $23183.89      | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.00% 4/42 #Q07573                                                                                 | CUSIP: 3132GSXA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19279 | PA      | $18443.93      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 1/39 #782557                                                                                 | CUSIP: 36241KZW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      34247 | PA      | $34413.29      | 0.00%             | 2039-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 3% 08/01/2037#ZA2468                                                                          | CUSIP: 31329KW59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     253168 | PA      | $235688.71     | 0.00%             | 2037-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 02/01/2046#Q39899                                                                          | CUSIP: 3132QW7M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      91666 | PA      | $85860.23      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                    | OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027                                                          | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   32478000 | PA      | $32401394.14   | 0.08%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 03/01/2044#Q25336                                                                        | CUSIP: 3132M5SZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39714 | PA      | $38632.35      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021 MORTGAGE TRUST                                                     | BENCHMARK MORTGAGE TRUST 2021-B25 300E CSTR 04/15/2054 144A                                             | CUSIP: 08163DBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     504000 | PA      | $199315.82     | 0.00%             | 2054-04-15      | Variable      | 0.03%                 | No            |                  3 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 7% 04/01/2032#                                                                                | CUSIP: 31283HRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5567 | PA      | $5821.75       | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 09/01/2033#738546                                                                        | CUSIP: 31402UP71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28017 | PA      | $27761.12      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK42                                                                   | BANK 2022-BNK42 E 2.5% 06/15/2055 144A                                                                  | CUSIP: 06541MAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     738000 | PA      | $500740.97     | 0.00%             | 2055-06-15      | Fixed         | 0.03%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 03/01/2042#AK6743                                                                          | CUSIP: 3138EBP58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23858 | PA      | $22672.55      | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LT                                                                   | FLATIRON CLO LT A1R TSFR3M+136 10/19/2037 144A                                                          | CUSIP: 33883PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   27878000 | PA      | $27942732.72   | 0.07%             | 2037-10-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.50% 4/41 #005017                                                                              | CUSIP: 36202FSE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     110175 | PA      | $108343.81     | 0.00%             | 2041-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CZ030008 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    2700000 | NC      | $206375.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 11/39 #710987                                                                                | CUSIP: 36297F2U5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10795 | PA      | $10845.34      | 0.00%             | 2039-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 09/01/2043#AS0961                                                                        | CUSIP: 3138WAB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85391 | PA      | $76662.41      | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 6/32 #552620                                                                                 | CUSIP: 36213E4D5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        261 | PA      | $268.55        | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 04/47#AS9614                                                                             | CUSIP: 3138WKVG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      73250 | PA      | $70338.93      | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 9/35 #840657                                                                                 | CUSIP: 31407T5S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1110 | PA      | $1159.80       | 0.00%             | 2035-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MORGAN STANLEY 5.192%/VAR 04/17/2031                                                                    | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   22172000 | PA      | $22495792.13   | 0.06%             | 2031-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                                   | MARB BONDCO PLC 3.95% 01/29/2031 144A                                                                   | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    1235000 | PA      | $1077537.50    | 0.00%             | 2031-01-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 4/40 #727850                                                                                 | CUSIP: 3620AETF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17612 | PA      | $17289.68      | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STWD TR 2021-LIH                                                                  | STWD TR 2021-LIH TSFR1M+359.8 1 11/15/2036 144A                                                         | CUSIP: 78486EAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2492000 | PA      | $2455333.96    | 0.01%             | 2036-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                          | PAKISTAN ISLAMIC REP OF 6.875% 12/05/2027 144A                                                          | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    1525000 | PA      | $1414940.75    | 0.00%             | 2027-12-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 11/01/2040#AE7374                                                                          | CUSIP: 31419JFQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75230 | PA      | $71809.90      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                               | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                               | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1505868.00    | 0.00%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 5/40 #704984                                                                                 | CUSIP: 36296YFZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7058 | PA      | $7091.19       | 0.00%             | 2040-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                  | ALTICE FRANCE SA 5.5% 10/15/2029 144A                                                                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1335000 | PA      | $1134203.58    | 0.00%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/30 #526311                                                                                 | CUSIP: 36211XVC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        390 | PA      | $396.63        | 0.00%             | 2030-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                    | CITI SWAP REC 3.753 10/31/29                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |   69400000 | NC      | $2170178.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                          | SOUTH AFRICA REPUBLIC OF 5.75% 09/30/2049                                                               | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2045000 | PA      | $1477512.50    | 0.00%             | 2049-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 6.50% 2/37 #A57709                                                                                 | CUSIP: 3128KLR66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1825 | PA      | $1920.27       | 0.00%             | 2037-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 1 LTD                                                        | DIAMETER CAPITAL CLO 1 LTD DR TSFR3M+615 10/15/2037 144A                                                | CUSIP: 25255FAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $506704.00     | 0.00%             | 2037-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                   | IHS HOLDING LTD 6.25% 11/29/2028 144A                                                                   | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     730000 | PA      | $704906.25     | 0.00%             | 2028-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                                                           | DIGITALBRIDGE GROUP INC SER H 7.125% PERP PFD                                                           | CUSIP: 25401T504<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |      21855 | NS      | $449994.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 03/01/2046#AL8321                                                                          | CUSIP: 3138ETG75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     486188 | PA      | $457084.04     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                  | CENTENE CORP 4.25% 12/15/2027                                                                           | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   15485000 | PA      | $15123832.51   | 0.04%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA ARM 3.54% 12/39 #AC8301                                                                            | CUSIP: 31417VGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6693 | PA      | $6941.37       | 0.00%             | 2039-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 12/41 #709061                                                                                | CUSIP: 36297DWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6235 | PA      | $5991.97       | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     510000 | NC      | $86954.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                | PANAMA REPUBLIC OF 6.4% 02/14/2035                                                                      | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1005000 | PA      | $947966.25     | 0.00%             | 2035-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                    | BRAZIL FEDERATIVE REPUBLIC OF 3.875% 06/12/2030                                                         | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2310000 | PA      | $2149455.00    | 0.01%             | 2030-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONAIR HOLDINGS LLC                                                               | CONAIR TERM B 1LN 05/17/2028                                                                            | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    3705600 | PA      | $2603184.00    | 0.01%             | 2028-05-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                           | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                               | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |   29580500 | PA      | $16006304.36   | 0.04%             | 2028-10-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 06/01/2043#AB9671                                                                        | CUSIP: 31417GW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     659769 | PA      | $608383.33     | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                                            | ARRAY TECHNOLOGIES TERM B 1LN 10/14/2027                                                                | CUSIP: 04270YAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | LON              | CORP              | US        |    1797237 | PA      | $1788251.09    | 0.00%             | 2027-10-14      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA GTD MTG PASS THRU CTF 2025-7 DF SOFR30A+140 09/25/2054                                             | CUSIP: 3136BUWX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    9957538 | PA      | $9926932.56    | 0.03%             | 2054-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ENERGY TRANSFER LP 5.4% 10/01/2047                                                                      | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   33221000 | PA      | $28643253.17   | 0.07%             | 2047-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/28 #458374                                                                                 | CUSIP: 36208RFP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        251 | PA      | $252.54        | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 12/01/2034#800327                                                                        | CUSIP: 31405VD87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18851 | PA      | $18634.87      | 0.00%             | 2034-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 4/40 #733601                                                                                 | CUSIP: 3620AMAA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2162 | PA      | $2171.66       | 0.00%             | 2040-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                  | WAND NEWCO 3 INC 7.625% 01/30/2032 144A                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1508437.90    | 0.00%             | 2032-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 7/35 #837280                                                                                 | CUSIP: 31407QFV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        856 | PA      | $891.92        | 0.00%             | 2035-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                      | FMG RES AUGUST 2006 PTY LTD 4.375% 04/01/2031 144A                                                      | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     950000 | PA      | $872132.68     | 0.00%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 6/40 #729548                                                                                 | CUSIP: 3620AGP90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2176 | PA      | $2185.46       | 0.00%             | 2040-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 11/01/2040#                                                                                | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35540569 | PA      | $30312391.15   | 0.08%             | 2040-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                              | OLYMPUS WATER US HOLDING CORPORATION 9.75% 11/15/2028 144A                                              | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    5805000 | PA      | $6086345.13    | 0.02%             | 2028-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2012-C6                                   | MORGAN STAN BAML TR-2012-C6 VAR 11/15/2045 144A                                                         | CUSIP: 61761DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1469000 | PA      | $1189904.69    | 0.00%             | 2045-11-15      | Variable      | 0.04%                 | No            |                  3 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                                        | BMO 2022-C1 MORTGAGE TRUST 3.374% 02/15/2055                                                            | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2917000 | PA      | $2628556.54    | 0.01%             | 2055-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                | WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033                                                            | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   54000000 | PA      | $53073189.90   | 0.14%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020                                                | VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A                                                | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25554000 | PA      | $21179661.17   | 0.05%             | 2042-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 2.5% 01/20/2052#785831                                                                          | CUSIP: 3622ABLL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7312033 | PA      | $6076011.51    | 0.02%             | 2052-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 5/34 #255229                                                                                 | CUSIP: 31371LPN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30933 | PA      | $30637.06      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 7.5% 05/01/2031#                                                                              | CUSIP: 31298VSX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        246 | PA      | $257.79        | 0.00%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 3.5% 01/25/2051                                                          | CUSIP: 3137H77F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    4823508 | PA      | $4539093.80    | 0.01%             | 2051-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2021-IP                                                       | GSMS 2021-IP B TSFR1M+166.448 10/15/2036 144A                                                           | CUSIP: 36262MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2414000 | PA      | $2395895.00    | 0.01%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                | VICI PROPERTIES LP 4.95% 02/15/2030                                                                     | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   33145000 | PA      | $32884582.72   | 0.08%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 9/27 #398564                                                                                 | CUSIP: 31378GWZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         18 | PA      | $18.73         | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                     | UNICREDIT SPA 5.459%/VAR 06/30/2035 144A                                                                | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    3269000 | PA      | $3197450.81    | 0.01%             | 2035-06-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR3 TR                                                 | PROGRESS RESIDENTIAL 2022-SFR3 TR 6.6% 04/17/2039 144A                                                  | CUSIP: 74331UAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1450000 | PA      | $1440853.98    | 0.00%             | 2039-04-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-WPT                                                           | BX COML MTG TR 2024-WPT TSFR1M+358.84 03/15/2034 144A                                                   | CUSIP: 05612JAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1930000 | PA      | $1921768.16    | 0.00%             | 2034-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                               | MESQUITE ENERGY INC 7.25% PERP                                                                          | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EP               | CORP              | US        |    7883000 | PA      | $78830.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                              | FRONTIER TERM B 1LN 07/01/2031                                                                          | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4829500 | PA      | $4823463.13    | 0.01%             | 2031-07-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 5 LLC                                                             | BIRCH GROVE CLO 5 LLC ER TSFR3M+675 10/20/2037 144A                                                     | CUSIP: 090985AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     153000 | PA      | $153688.81     | 0.00%             | 2037-10-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.5% 01/01/2055#SL0002                                                                        | CUSIP: 31427MAC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11470101 | PA      | $11459116.84   | 0.03%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 3.5% 05/25/2042                                                          | CUSIP: 3136AATT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     476106 | PA      | $464844.47     | 0.00%             | 2042-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 04/01/2048#Q55661                                                                          | CUSIP: 3132XYJF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     360236 | PA      | $335844.98     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 11/01/2037#                                                                                | CUSIP: 3128L1GA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1038 | PA      | $1045.10       | 0.00%             | 2037-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                   | BANK 2018-BNK15 D 3% 11/15/2061 144A                                                                    | CUSIP: 06036FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     735000 | PA      | $598859.85     | 0.00%             | 2061-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 6/41 #AB3143                                                                                 | CUSIP: 31416YP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     130164 | PA      | $124182.79     | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                        | UNUM GROUP 3.875% 11/05/2025                                                                            | CUSIP: 91529YAL0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   13752000 | PA      | $13669252.70   | 0.04%             | 2025-11-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 09/01/2051#RA5901                                                                          | CUSIP: 3133KMRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4167367 | PA      | $3584676.34    | 0.01%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 12/01/2051#FM9850                                                                          | CUSIP: 3140XD5L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1569713 | PA      | $1346798.52    | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DRYDEN 83 CLO LTD                                                                 | DRYDEN 83 CLO LTD AR TSFR3M+153 04/18/2037 144A                                                         | CUSIP: 26246EAL2<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |   24322000 | PA      | $24382805.00   | 0.06%             | 2037-04-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                       | STARWOOD PPTY TR INC 6.5% 10/15/2030 144A                                                               | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     700000 | PA      | $708400.00     | 0.00%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                            | OCP SA 6.75% 05/02/2034 144A                                                                            | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     935000 | PA      | $945285.00     | 0.00%             | 2034-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES                         | FNS 359 19 6% 7/35                                                                                      | CUSIP: 3136FCUL8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |       9577 | PA      | $1689.68       | 0.00%             | 2035-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 09/01/2051#                                                                              | CUSIP: 3140XCWW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4868034 | PA      | $4345286.30    | 0.01%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.5% 05/20/2055#MB0364                                                                          | CUSIP: 3618N5MN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     500000 | PA      | $472133.85     | 0.00%             | 2055-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 12/01/2051#CB2289                                                                        | CUSIP: 3140QMRK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9516332 | PA      | $7831579.03    | 0.02%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 12/01/2046#Q45023                                                                        | CUSIP: 3132WJSM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1191316 | PA      | $1081566.07    | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                                   | BANK 2022-BNK43 D 3% 08/15/2055 144A                                                                    | CUSIP: 06541QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1759000 | PA      | $1217281.65    | 0.00%             | 2055-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/32 #552668                                                                                 | CUSIP: 36213E6D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         85 | PA      | $88.09         | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                               | OWENS and MINOR INC 6.625% 04/01/2030 144A                                                              | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1147508.04    | 0.00%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                                                         | CONSTRUCTION PARTNERS TERM B 1LN 11/03/2031                                                             | CUSIP: 21043XAH5<br>LEI: 549300G4ICXJKQN32X70 | Long             | LON              | CORP              | US        |    2797988 | PA      | $2797120.12    | 0.01%             | 2031-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 12/28 #490977                                                                                | CUSIP: 36210FM29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        510 | PA      | $518.18        | 0.00%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE (IRELAND) DAC                                                      | ZURICH FINANCE (IRELAND) DAC 3.5%/VAR 05/02/2052 REGS                                                   | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |    4950000 | PA      | $4293630.00    | 0.01%             | 2052-05-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-FNX                                                                 | BX TRUST 2024-FNX TSFR1M+393.874 11/15/2026 144A                                                        | CUSIP: 05593TAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4615161 | PA      | $4590649.01    | 0.01%             | 2041-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 5.5% 01/20/2055#787767                                                                          | CUSIP: 3622ADQU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11645879 | PA      | $11627925.40   | 0.03%             | 2055-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAMONDROCK HOSPITALITY CO                                                        | DIAMONDROCK HOSPITALITY CO 8.25% PFD PERP                                                               | CUSIP: 252784400<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EP               | CORP              | US        |      12600 | NS      | $316260.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCOLOMBIA SA                                                                    | BANCOLOMBIA SA 8.625%/VAR 12/24/2034                                                                    | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    1080000 | PA      | $1131165.00    | 0.00%             | 2034-12-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 9/40 #AC9247                                                                                 | CUSIP: 31417WHZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3665 | PA      | $3595.61       | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 6/1/52#CB3766                                                                              | CUSIP: 3140QPFG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6309814 | PA      | $5828090.11    | 0.01%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                | FX Forward: USD/AUD settle 2025-07-08                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $585.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 2/36 #851529                                                                                 | CUSIP: 31408HA62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2910 | PA      | $2877.83       | 0.00%             | 2036-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 5/26 #303913                                                                                 | CUSIP: 31373USA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         20 | PA      | $19.91         | 0.00%             | 2026-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                               | NOVOLEX TERM 1LN 04/13/2029                                                                             | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   16412355 | PA      | $16335873.25   | 0.04%             | 2029-04-13      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/33 #734421                                                                                 | CUSIP: 31402N4E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        613 | PA      | $608.45        | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                      | SBA TOWER TR 1.884% 07/15/2050 144A                                                                     | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9101000 | PA      | $8912492.81    | 0.02%             | 2050-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS INC                                                            | GTT COMMUNICATIONS INC                                                                                  | CUSIP: 362393308<br>LEI: 549300ETSL7K1ZX05H30 | Long             | EC               | CORP              | US        |      80353 | NS      | $3685792.11    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| NEWELL BRANDS INC                                                                 | NEWELL BRANDS INC 6.375% 05/15/2030                                                                     | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2369364.05    | 0.01%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | BOAM SWAP PAY 4.08 04/24/30                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   35310000 | NC      | $1424237.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                      | MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030                                                           | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2460000 | PA      | $2243520.00    | 0.01%             | 2030-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PARTNERS LLC                                                  | SOUTHERN VETERINARY PARTNERS TERM B 1LN 12/04/2031                                                      | CUSIP: 84410HAN0<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    7165000 | PA      | $7166218.05    | 0.02%             | 2031-12-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2% 07/20/2051#MA7471                                                                            | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     148352 | PA      | $119334.24     | 0.00%             | 2051-07-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 6/35 #G01839                                                                                 | CUSIP: 3128LXBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8969 | PA      | $9031.91       | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | BROADCOM INC 3.5% 02/15/2041 144A                                                                       | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   44880000 | PA      | $34787629.75   | 0.09%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                        | FIRST QUANTUM MINERALS LTD 6.875% 10/15/2027 144A                                                       | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    2322000 | PA      | $2293439.40    | 0.01%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-5C33                                                            | BBCMS MTG TR 2025-5C33 C 6.025% 03/15/2058                                                              | CUSIP: 072924AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     948000 | PA      | $945305.03     | 0.00%             | 2058-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 03/01/2049#BN5332                                                                        | CUSIP: 3140JM4S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     804533 | PA      | $813567.99     | 0.00%             | 2049-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 11/01/2051#FM9505                                                                        | CUSIP: 3140XDR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7335019 | PA      | $6036441.22    | 0.02%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                              | PARAGUAY REPUBLIC OF 6% 02/09/2036 144A                                                                 | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     560000 | PA      | $560691.60     | 0.00%             | 2036-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG ENERGY INC 6% 02/01/2033 144A                                                                       | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    4490000 | PA      | $4449351.13    | 0.01%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.00% 6/32 #648542                                                                                 | CUSIP: 31390KP36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1021 | PA      | $1079.92       | 0.00%             | 2032-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 11/01/2040#FM9485                                                                        | CUSIP: 3140XDRF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3373867 | PA      | $2981297.37    | 0.01%             | 2040-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                | LIFE FINANCIAL SERVICES TRUST 2022-BMR2 C TSFR1M+209.31 05/15/2039 144A                                 | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13877000 | PA      | $12489300.00   | 0.03%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 08/01/2033#732122                                                                        | CUSIP: 31402LLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29230 | PA      | $28964.54      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2023-A                                                   | TOYOTA LEASE OWNER TRUST 2023-A 4.93% 04/20/2026 144A                                                   | CUSIP: 89239MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1296661 | PA      | $1296932.70    | 0.00%             | 2026-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 08/01/2033#730494                                                                        | CUSIP: 31402JRP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12206 | PA      | $12106.15      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 6/39 #714690                                                                                 | CUSIP: 36297K7B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2188 | PA      | $2229.99       | 0.00%             | 2039-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/28 #465988                                                                                 | CUSIP: 36209AUM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        245 | PA      | $247.75        | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CFMT 2023-HB12 LLC                                                                | CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A                                                                | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3712850 | PA      | $3674190.85    | 0.01%             | 2033-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.5% 07/15/2043#AF1083                                                                        | CUSIP: 36181GFY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20027 | PA      | $18508.20      | 0.00%             | 2043-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                                | NUMERICABLE / ALTICE FRANCE TERM B-13 1LN 08/14/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     468801 | PA      | $417378.24     | 0.00%             | 2026-08-14      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.00% 1/41#AH3161                                                                             | CUSIP: 3138A4QP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21393 | PA      | $20384.15      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 5/32 #587974                                                                                 | CUSIP: 36201NFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        458 | PA      | $465.49        | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 11/40 #AE3874                                                                                | CUSIP: 31419EJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100848 | PA      | $99152.64      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                   | PERMIAN RESOURCES OPERATING LLC 5.875% 07/01/2029 144A                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2349225.00    | 0.01%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                         | BLOCK INC 3.5% 06/01/2031                                                                               | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    5189000 | PA      | $4688687.00    | 0.01%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1                                       | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 A4 3.209% 05/10/2049                                        | CUSIP: 17290YAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3539305 | PA      | $3481532.22    | 0.01%             | 2049-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                | UKRAINE GOVERNMENT STEP 02/01/2035 144A                                                                 | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1822305 | PA      | $879262.16     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 05/01/2046#G60553                                                                        | CUSIP: 31335ATJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4690749 | PA      | $4283531.95    | 0.01%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-B38 MTG TR                                                         | BENCHMARK MORTGAGE TRUST 2023-B38 C 6.244668% 04/15/2056                                                | CUSIP: 081916AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1415000 | PA      | $1393082.92    | 0.00%             | 2056-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 4/29 #323645                                                                                 | CUSIP: 31374TP60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         20 | PA      | $20.63         | 0.00%             | 2029-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 3.0% 09/15/2042#AB7633                                                                        | CUSIP: 36178UPS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      45205 | PA      | $40640.90      | 0.00%             | 2042-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/28 #427235                                                                                 | CUSIP: 36207BSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        185 | PA      | $187.36        | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                      | BX 2024-CNYN TSFR1M+194.12 04/15/2029 144A                                                              | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5037141 | PA      | $5043437.72    | 0.01%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    2200000 | NC      | $375098.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                        | DCP MIDSTREAM OPER LP 6.45% 11/03/2036 144A                                                             | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    8754000 | PA      | $8846904.54    | 0.02%             | 2036-11-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                       | ASURION TERM B12 1LN 09/19/2030                                                                         | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   20022178 | PA      | $19775104.46   | 0.05%             | 2030-09-19      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                       | IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A                                                       | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1212000 | PA      | $1210612.47    | 0.00%             | 2025-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 4/32 #584369                                                                                 | CUSIP: 36201JFJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        344 | PA      | $353.66        | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 12/01/2042#AB7271                                                                        | CUSIP: 31417ECH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7377 | PA      | $6651.53       | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.0% 04/01/2041#Q00409                                                                        | CUSIP: 3132GDN24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2675 | PA      | $2690.22       | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 5/34 #778318                                                                                 | CUSIP: 31404TVK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27752 | PA      | $27484.26      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                          | COOPERATIEVE RABOBANK UA 1.125% 05/07/2031 REGS                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    5300000 | PA      | $5369187.08    | 0.01%             | 2031-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                                      | REALPAGE TERM B 1LN 4/24/2028                                                                           | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    6131097 | PA      | $6078859.73    | 0.02%             | 2028-04-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                           | MNGT SWAP CY885802 12/15/56 B                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     800000 | NC      | $104153.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 3% 01/15/2033                                                            | CUSIP: 3137AXRF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     310533 | PA      | $20469.82      | 0.00%             | 2033-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 03/01/2041#AE1147                                                                        | CUSIP: 31419BHZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38313 | PA      | $36391.75      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                         | EGYPT (ARAB) REPUBLIC OF 7.0529% 01/15/2032 144A                                                        | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      45000 | PA      | $39334.95      | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 07/01/2050#CA6423                                                                          | CUSIP: 3140QED58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10838 | PA      | $9327.57       | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 11/40 #A95028                                                                                | CUSIP: 312943SR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4306 | PA      | $4333.82       | 0.00%             | 2040-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CTRS ISSUER LLC / VANTAGE DATA CTRS CDA QC4 LTD PARTNERSHIP | RETAINED VANTAGE DATA CTRS ISSUER LLC / VANTAGE DATA CTRS CDA QC4 LTD PARTNERSHIP 6% 09/15/2049 144A    | CUSIP: 76134KAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1286000 | PA      | $1254152.60    | 0.00%             | 2049-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/ FIN CORP                                                       | GENESIS ENERGY LP/ FIN CORP 8% 05/15/2033                                                               | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5790000 | PA      | $5874858.24    | 0.02%             | 2033-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 12/01/2045#BA5343                                                                        | CUSIP: 3140E95D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68659 | PA      | $62509.03      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA GTD MTG PASS THRU CTF SOFR30A+ 09/25/2054                                                          | CUSIP: 3136BUW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    6029526 | PA      | $6010875.71    | 0.02%             | 2054-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.50% 10/34 #635855                                                                                | CUSIP: 36291RMC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13841 | PA      | $14320.44      | 0.00%             | 2034-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2011-C2                                                   | MSC 2011-C2 F CSTR 6/44                                                                                 | CUSIP: 617459AL6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     499000 | PA      | $344310.00     | 0.00%             | 2044-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 10/01/2048#BK7888                                                                        | CUSIP: 3140HMXS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     351324 | PA      | $356366.79     | 0.00%             | 2048-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/28 #449952                                                                                 | CUSIP: 36208FZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        280 | PA      | $284.16        | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                | DOMINICAN REPUBLIC 7.05% 02/03/2031 144A                                                                | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1295000 | PA      | $1343692.00    | 0.00%             | 2031-02-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 4/34 #777077                                                                                 | CUSIP: 31404SJW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8350 | PA      | $8272.34       | 0.00%             | 2034-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 03/01/2036#                                                                              | CUSIP: 31418DXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     301226 | PA      | $265679.60     | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 7/35 #826613                                                                                 | CUSIP: 31407CK22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5912 | PA      | $6166.53       | 0.00%             | 2035-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 7/35 #A36061                                                                                 | CUSIP: 31297RWW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2666 | PA      | $2685.36       | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                  | GGAM FINANCE LTD 8% 02/15/2027 144A                                                                     | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    4725000 | PA      | $4861958.85    | 0.01%             | 2027-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FANATICS COMMERCE INTERMEDIATE HOLDCO LLC                                         | FANATICS COMMERCE TERM B 1LN 11/24/2028                                                                 | CUSIP: 30709UAB0<br>LEI: 254900YDIRBC66RGAG10 | Long             | LON              | CORP              | US        |     445802 | PA      | $444687.03     | 0.00%             | 2028-11-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 06/01/2047#BH0561                                                                        | CUSIP: 3140GNTT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     151293 | PA      | $145139.05     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/33 #726928                                                                                 | CUSIP: 31402ESR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23131 | PA      | $22907.73      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 6.5% 8/31 #003120                                                                               | CUSIP: 36202DPD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        232 | PA      | $238.75        | 0.00%             | 2031-08-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                             | MINERAL RESOURCES LTD 8.125% 05/01/2027 144A                                                            | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    3787000 | PA      | $3789897.06    | 0.01%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                                       | BX 2021-LBA FV TSFR1M+251.448 02/15/2028 144A                                                           | CUSIP: 05609BBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270457 | PA      | $267076.23     | 0.00%             | 2036-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 12/01/2051#QD3434                                                                          | CUSIP: 3133B0Y72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     928770 | PA      | $729951.03     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                   | SEALED AIR CORP 5% 04/15/2029 144A                                                                      | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1801676.40    | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6.5% 12/01/2053#SD4621                                                                        | CUSIP: 3132DSD25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      87825 | PA      | $91249.77      | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 3/41 #750197                                                                                 | CUSIP: 3620C6NN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4371 | PA      | $4291.51       | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                     | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 5.25% 12/01/2027 144A                                     | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3285439.03    | 0.01%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 6/41 #G06596                                                                                 | CUSIP: 3128M8UV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1384579 | PA      | $1393408.04    | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                          | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2024-DPM B TSFR1M+179.21 12/15/2029 144A                      | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6820000 | PA      | $6794407.27    | 0.02%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 5.5% 06/01/2055 #TBA                                                                          | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   85600000 | PA      | $84770809.92   | 0.22%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 4135 AB 1.75% 06/15/2042                                                 | CUSIP: 3137AWAE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     869102 | PA      | $808120.82     | 0.00%             | 2042-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CEC ENTERTAINMENT LLC                                                             | CEC ENTERTAINMENT LLC 6.75% 05/01/2026 144A                                                             | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4230000 | PA      | $4161234.37    | 0.01%             | 2026-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                  | GMF FLOORPLAN OWNER REVOLVING TR 4.79% 03/15/2029 144A                                                  | CUSIP: 361886DZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2800000 | PA      | $2801551.48    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPER CO LLC                                                              | GODADDY TERM B7 1LN 5/30/2031                                                                           | CUSIP: 38017BAW6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    5427114 | PA      | $5422663.74    | 0.01%             | 2031-05-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                           | BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A                                                | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13154514 | PA      | $13208039.60   | 0.03%             | 2040-12-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 03/01/2044#V81065                                                                        | CUSIP: 3132L6FE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20559 | PA      | $19999.39      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV                                         | AXALTA COATING SYSTEMS DUTCH HOLDING B BV 7.25% 02/15/2031 144A                                         | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     970000 | PA      | $1014623.88    | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 04/01/2052#SD1215                                                                          | CUSIP: 3132DNK44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8346748 | PA      | $7239679.43    | 0.02%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                            | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                            | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3257494.26    | 0.01%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 04/01/2052#QE0547                                                                          | CUSIP: 3133B9TC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     166397 | PA      | $155305.42     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 12/28 #323424                                                                                | CUSIP: 31374TG94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        489 | PA      | $500.34        | 0.00%             | 2028-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                           | XPO INC 7.125% 02/01/2032 144A                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $3819630.24    | 0.01%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORAL-US CO-BORROWER LLC                                                          | CABLE and WIRELESS TERM B6 1LN 10/15/2029                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1415000 | PA      | $1409439.05    | 0.00%             | 2029-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                    | BLACKSTONE PRIVATE CREDIT FUND 4.875% 04/14/2026 REGS                                                   | CUSIP: N/A<br>LEI: 549300ORP3TTCNXSYO43       | Long             | DBT              | CORP              | US        |    3591000 | PA      | $4802259.21    | 0.01%             | 2026-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 6.5% 06/01/2055 #TBA                                                                          | CUSIP: 01F062663<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -103850000 | PA      | $-106640916.83 | -0.27%            | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 11/01/2040#V82091                                                                        | CUSIP: 3132L7KC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     388504 | PA      | $355505.18     | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 8.5% 05/01/2027#                                                                              | CUSIP: 31283GYN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          9 | PA      | $9.34          | 0.00%             | 2027-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 12/01/2040#A95413                                                                        | CUSIP: 312944AN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28992 | PA      | $28490.10      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 10/01/2052#SD1772                                                                          | CUSIP: 3132DN6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6913295 | PA      | $6415743.32    | 0.02%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 04/01/2049#CA3384                                                                        | CUSIP: 3140QAXN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72956 | PA      | $73775.27      | 0.00%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 04/01/2038#983071                                                                        | CUSIP: 31415LCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3511 | PA      | $3528.95       | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC19 MTG TR                                                             | COMM 2015-LC19 C MTG TR CSTR 02/10/2048                                                                 | CUSIP: 200474BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2097600 | PA      | $2021946.91    | 0.01%             | 2048-02-10      | Variable      | 0.04%                 | No            |                  3 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 5.5% 07/01/2055 #TBA                                                                            | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  354775000 | PA      | $352009209.58  | 0.90%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 12/27 #433517                                                                                | CUSIP: 36207JSE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         44 | PA      | $44.29         | 0.00%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.00% 12/40 #AA4757                                                                                | CUSIP: 31416NJB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9662 | PA      | $9225.08       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 2.25% 08/15/2046                                                            | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     750000 | PA      | $479912.11     | 0.00%             | 2046-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.875% 08/15/2033                                                                             | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  158871000 | PA      | $154539283.68  | 0.40%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                              | FIESTA PURCHASER INC 9.625% 09/15/2032 144A                                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1312884.37    | 0.00%             | 2032-09-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C8                                             | UBS COMMERCIAL MORTGAGE TRUST 2018-C8 CSTR 02/15/2051                                                   | CUSIP: 90276VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     336000 | PA      | $289220.90     | 0.00%             | 2051-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MSWF COML MTG TR 2023-1                                                           | MSWF COML MTG TR 2023-1 6.90553% 05/15/2056                                                             | CUSIP: 55376CBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1083000 | PA      | $1084546.85    | 0.00%             | 2056-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 8.5% 05/01/2027#                                                                              | CUSIP: 31283GYU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         25 | PA      | $25.82         | 0.00%             | 2027-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 4.50% 8/33 #726949                                                                                 | CUSIP: 31402ETE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37853 | PA      | $37504.36      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GOVERNMENT NAT MA 2016-H20 FM TSFR1M+51.448 12/20/2062                                                  | CUSIP: 38376RYJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      23993 | PA      | $23864.60      | 0.00%             | 2062-12-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2025-1 LLC                                                               | DEXT ABS 2025-1 LLC 4.59% 08/16/2027 144A                                                               | CUSIP: 252154AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22785000 | PA      | $22745766.51   | 0.06%             | 2027-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                          | WARNERMEDIA HOLDINGS INC 4.054% 03/15/2029                                                              | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $4399932.95    | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 10/34 #AL2130                                                                                | CUSIP: 3138EJLL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88549 | PA      | $92096.79      | 0.00%             | 2034-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                   | IHS HOLDING LTD 7.875% 05/29/2030 144A                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    3545000 | PA      | $3496256.25    | 0.01%             | 2030-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 7/28 #463983                                                                                 | CUSIP: 36208XM81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        279 | PA      | $283.24        | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I LTD                                                                 | BBAM US CLO I LTD D1R TSFR3M+300 03/30/2038 144A                                                        | CUSIP: 054978AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     177000 | PA      | $173763.91     | 0.00%             | 2038-03-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 11/01/2052#BW7449                                                                          | CUSIP: 3140N0H32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     611950 | PA      | $594666.64     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                              | WESTERN DIGITAL CORP 2.85% 02/01/2029                                                                   | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    3915000 | PA      | $3577908.71    | 0.01%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                          | CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A                                                         | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    4935000 | PA      | $4879606.11    | 0.01%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KRE COML MTG TR 2025-AIP4                                                         | KRE COML MTG TR 2025-AIP4 E TSFR1M+300 03/15/2030 144A                                                  | CUSIP: 50077KAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2226000 | PA      | $2207028.92    | 0.01%             | 2042-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                             | WILLIAMS SCOTSMAN INC 6.625% 04/15/2030 144A                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    1635000 | PA      | $1675768.73    | 0.00%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIEMAE 30YR 4% 02/01/2050#BP1614                                                                     | CUSIP: 3140K8YL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     330779 | PA      | $306739.74     | 0.00%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 01/01/2051#MA4239                                                                          | CUSIP: 31418DV90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10992450 | PA      | $9453742.98    | 0.02%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                     | PARKLAND CORP 4.625% 05/01/2030 144A                                                                    | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    5315000 | PA      | $4993886.30    | 0.01%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                     | SCHAEFFLER AG 4.75% 08/14/2029 REGS                                                                     | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |    3000000 | PA      | $3440277.24    | 0.01%             | 2029-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                               | INTESA SANPAOLO SPA 3.875% 07/14/2027 144A                                                              | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    5666000 | PA      | $5567484.52    | 0.01%             | 2027-07-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                               | CSN ISLANDS XI CORP 6.75% 01/28/2028 144A                                                               | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    1630000 | PA      | $1541165.00    | 0.00%             | 2028-01-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIE MAE 2010-95 ZC 5% 09/25/2040                                                                     | CUSIP: 31398NFC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3014379 | PA      | $2842175.34    | 0.01%             | 2040-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                    | COMMERZBANK AG 4.875%/VAR 10/16/2034 REGS                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    2600000 | PA      | $3071520.33    | 0.01%             | 2034-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5% 08/01/2035#                                                                                | CUSIP: 31297SW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        865 | PA      | $871.08        | 0.00%             | 2035-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 1/40 #A90893                                                                                 | CUSIP: 3129387E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     163709 | PA      | $164781.52     | 0.00%             | 2040-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 09/01/2035#FS0112                                                                          | CUSIP: 3140XFDS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4906722 | PA      | $4754897.79    | 0.01%             | 2035-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RWANDA REPUBLIC OF                                                                | RWANDA REPUBLIC OF 5.5% 08/09/2031 144A                                                                 | CUSIP: 78347YAL7<br>LEI: 213800AKFASSQE52AZ88 | Long             | DBT              | NUSS              | RW        |    1800000 | PA      | $1514250.00    | 0.00%             | 2031-08-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 3/28 #436264                                                                                 | CUSIP: 36207MTV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         90 | PA      | $90.84         | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                          | SENSATA TECHNOLOGIES INC 3.75% 02/15/2031 144A                                                          | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     950000 | PA      | $843540.82     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                          | ACADIA HEALTHCARE CO INC 7.375% 03/15/2033 144A                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1793343.20    | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 8/27 #353768                                                                                 | CUSIP: 36203M6D7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         86 | PA      | $86.39         | 0.00%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.50% 5/39 #670200                                                                                 | CUSIP: 36295GRV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15475 | PA      | $15779.58      | 0.00%             | 2039-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 04/01/2043#Q17578                                                                        | CUSIP: 3132J82L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     166138 | PA      | $153835.53     | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer