# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-25-001415
**Filing Date:** 2025-10
**Character Count:** 3128481
**Document Hash:** f011e994e036c014b38efb2b120cd1ab
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001415.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001415

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251424462

**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 FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity SAI Total Bond Fund (Series ID: S000062237)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000201533 | Fidelity SAI Total Bond Fund | FSMTX           |

## 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 Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

- **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 SAI Total Bond Fund

- **b. EDGAR series identifier (if any):** S000062237

- **c. LEI of Series:** 549300PXI48DGSRO4U72

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $26027571151.82

**Total Liabilities:** $4558502652.66

**Net Assets:** $21469068499.16

**Delayed Delivery Securities:** $2673663145.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 191404.87572401 | **1-Year:** 1215232.38215434 | **5-Year:** 3940495.10209744 | **10-Year:** 4148823.41508381 | **30-Year:** 2347915.03993088

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

- **3-Month:** 125871.87954218 | **1-Year:** 305258.75545991 | **5-Year:** 293157.33117058 | **10-Year:** 47887.42550058 | **30-Year:** 12500.72260072

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000201533 | 1.71%                | -0.17%               | 1.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-20339627.71            | $284281390.72                              |
| Month 2  | $-2334251.51             | $-107794092.74                             |
| Month 3  | $4184649.33              | $164080642.83                              |

**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        |      44433 | PA      | $37472.95      | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                           | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.5% 07/15/2031 144A                                            | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     315000 | PA      | $334274.36     | 0.00%             | 2031-07-15      | Fixed         | 0.09%                 | 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        |       2110 | PA      | $2112.60       | 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        |    1014347 | PA      | $979286.34     | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | FX Forward: USD/GBP settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $635199.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                                      | JELD-WEN INC 4.875% 12/15/2027 144A                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     605000 | PA      | $595233.24     | 0.00%             | 2027-12-15      | Fixed         | 0.05%                 | 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        |     350000 | PA      | $367283.00     | 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        |      31096 | PA      | $31132.37      | 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        |     905000 | PA      | $904692.30     | 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        |    1407000 | PA      | $1430357.04    | 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        |     335594 | PA      | $271458.93     | 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        |   17495482 | PA      | $15242800.22   | 0.07%             | 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        |    1105000 | PA      | $932001.20     | 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        |    2115000 | PA      | $2235299.09    | 0.01%             | 2030-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MHP 2025-MHIL2                                                                    | MHP 2025-MHIL2 TSFR1M+350 09/15/2030 144A                                                               | CUSIP: 59317DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1675000 | PA      | $1674998.66    | 0.01%             | 2030-09-15      | Variable      | 0.08%                 | 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        |      94843 | PA      | $85224.24      | 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        |     515000 | PA      | $652574.83     | 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        |    3244596 | PA      | $3187815.55    | 0.01%             | 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        |       9506 | PA      | $9518.29       | 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        |    4553275 | PA      | $4563786.32    | 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        |      58223 | PA      | $53731.23      | 0.00%             | 2046-05-20      | 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        |     270000 | PA      | $282468.60     | 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        |      24314 | PA      | $24226.23      | 0.00%             | 2040-06-15      | 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        |       7700 | PA      | $7820.93       | 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        |      59967 | PA      | $63317.49      | 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        |       1587 | PA      | $1607.93       | 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        |     870000 | PA      | $824796.02     | 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        |   10537892 | PA      | $8846668.77    | 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        |     933000 | PA      | $1120448.38    | 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        |       2910 | PA      | $3044.80       | 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        |    1205000 | PA      | $1197770.00    | 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      | $504292.00     | 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        |    1426000 | PA      | $1403862.92    | 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        |     290233 | PA      | $279953.25     | 0.00%             | 2047-11-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                | DOMINICAN REPUBLIC 7.15% 02/24/2055 144A                                                                | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     705000 | PA      | $730847.98     | 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        |       2411 | PA      | $2467.40       | 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        |    9158391 | PA      | $9233418.40    | 0.04%             | 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        |     200000 | PA      | $281281.28     | 0.00%             | 2029-01-15      | Variable      | 0.07%                 | 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        |       7581 | PA      | $7417.34       | 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        |      50655 | PA      | $44722.83      | 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        |     315000 | PA      | $298894.05     | 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        |   19580489 | PA      | $19611083.32   | 0.09%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                          | NAVOI MINING METALLURGIC 6.75% 05/14/2030 144A                                                          | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     910000 | PA      | $946855.00     | 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        |        184 | PA      | $186.71        | 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        |    4763000 | PA      | $4524850.00    | 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        |     370000 | PA      | $367456.25     | 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        |      15134 | PA      | $13781.95      | 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        |        533 | PA      | $558.26        | 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        |    1427000 | PA      | $1419637.54    | 0.01%             | 2034-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-B41 MTG TR                                                         | BENCHMARK 2025-B41 MTG TR 6.13645% 08/15/2035 144A                                                      | CUSIP: 081935BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     430000 | PA      | $434300.00     | 0.00%             | 2035-08-15      | Fixed         | 0.06%                 | 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        |        454 | PA      | $472.41        | 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        |      56410 | PA      | $54800.43      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2023-SHIP                                                     | GS MTG SECS CORP TR 2023-SHIP 7.68138% 09/10/2038 144A                                                  | CUSIP: 36270GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2549000 | PA      | $2565616.93    | 0.01%             | 2038-09-10      | Variable      | 0.08%                 | 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        |   15599669 | PA      | $14688754.00   | 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        |   11454000 | PA      | $11148110.28   | 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        |    3419220 | PA      | $3407116.03    | 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        |    1400000 | PA      | $1314323.92    | 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        |       2755 | PA      | $2799.62       | 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        |       1436 | PA      | $1506.10       | 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        |    8284540 | PA      | $6254827.70    | 0.03%             | 2030-07-09      | Variable      | 0.01%                 | 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        |     851661 | PA      | $822504.55     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                   | PENNYMAC FINANCIAL SERVICES INC 6.75% 02/15/2034 144A                                                   | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1157846.93    | 0.01%             | 2034-02-15      | 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        |      59375 | PA      | $51102.07      | 0.00%             | 2036-03-25      | Fixed         | 0.00%                 | 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        |    2416000 | PA      | $2521004.70    | 0.01%             | 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        |         28 | PA      | $28.67         | 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        |      70384 | PA      | $65682.76      | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                               | MEDLINE TERM B 1LN 10/23/2030                                                                           | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    1169437 | PA      | $1169436.90    | 0.01%             | 2030-10-23      | Variable      | 0.06%                 | 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        |     124000 | PA      | $123925.36     | 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        |    1497000 | PA      | $1375868.21    | 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        |      90568 | PA      | $88724.26      | 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        |      81240 | PA      | $78807.76      | 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        |     278177 | PA      | $260897.19     | 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        |        666 | PA      | $700.09        | 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        |   16502000 | PA      | $17194784.32   | 0.08%             | 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        |      76042 | NS      | $187063.32     | 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        |    4617000 | PA      | $4629985.31    | 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        |       1173 | PA      | $1141.45       | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.5% 10/01/2055 #TBA                                                                            | CUSIP: 21H0426A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     575000 | PA      | $553351.71     | 0.00%             | 2055-10-01      | Fixed         | 0.04%                 | 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        |     157708 | PA      | $153704.14     | 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        |    1202765 | PA      | $1224114.09    | 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        |    5352000 | PA      | $5929925.60    | 0.03%             | 2064-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                               | GRAY TELEVISION TERM D 1LN 12/01/2028                                                                   | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     580238 | PA      | $577255.64     | 0.00%             | 2028-12-01      | Variable      | 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        |    2738000 | PA      | $2676690.98    | 0.01%             |  |  |  | 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        |    1953000 | PA      | $1950013.47    | 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        |        123 | PA      | $126.45        | 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        |    4278376 | PA      | $4277648.24    | 0.02%             | 2031-01-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                     | EW SCRIPPS CO 9.875% 08/15/2030 144A                                                                    | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     620000 | PA      | $582823.54     | 0.00%             | 2030-08-15      | Fixed         | 0.10%                 | 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        |      69464 | PA      | $67372.23      | 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        |      79800 | PA      | $79605.40      | 0.00%             | 2034-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 32 LTD                                                               | FLATIRON CLO 32 LTD 32A A1 TSFR3M+129 10/22/2038 144A                                                   | CUSIP: 33882RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12140000 | PA      | $12198004.92   | 0.06%             | 2038-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4% 03/20/2047#MA4322                                                                            | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     895904 | PA      | $855099.68     | 0.00%             | 2047-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                            | SABLE INTL FIN LTD 7.125% 10/15/2032 144A                                                               | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    2960000 | PA      | $3008100.00    | 0.01%             | 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        |     252000 | PA      | $184560.49     | 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        |      18209 | PA      | $18235.75      | 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        |       4893 | PA      | $5030.51       | 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        |    6019312 | PA      | $5778304.63    | 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        |    1204481 | PA      | $1081121.39    | 0.01%             | 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        |    3465000 | PA      | $3363257.90    | 0.02%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.5% 11/01/2052#SD3410                                                                        | CUSIP: 3132DQYF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7287157 | PA      | $7443292.81    | 0.03%             | 2052-11-01      | Fixed         | 0.06%                 | 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        |    6074000 | PA      | $5307671.97    | 0.02%             | 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        |    9111000 | PA      | $9135386.59    | 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        |     115000 | PA      | $102364.10     | 0.00%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                                                             | BRIGHTSPRING HEALTH TERM B 1LN 02/21/2031                                                               | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    1422054 | PA      | $1422651.26    | 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        |    1675000 | PA      | $1220237.50    | 0.01%             | 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        |      50682 | PA      | $46403.43      | 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        |     637000 | PA      | $689232.22     | 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        |       6816 | PA      | $6794.43       | 0.00%             | 2039-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                              | ROMANIA REPUBLIC OF 6.375% 09/18/2033 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1200000 | PA      | $1474958.45    | 0.01%             | 2033-09-18      | Fixed         | 0.06%                 | 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        |         77 | PA      | $78.46         | 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        |     485000 | PA      | $452990.00     | 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        |    1940000 | PA      | $1763941.70    | 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        |    3044833 | PA      | $3045807.35    | 0.01%             | 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        |        555 | PA      | $564.02        | 0.00%             | 2028-03-01      | Fixed         | 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        |    1050895 | PA      | $1017069.06    | 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        |    3520000 | PA      | $3822966.15    | 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        |      72024 | PA      | $69999.85      | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 04/01/2052#SD0927                                                                        | CUSIP: 3132DNA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2672304 | PA      | $2452556.11    | 0.01%             | 2052-04-01      | 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        |       4310 | PA      | $4165.81       | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | 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        |    3608937 | PA      | $3618861.86    | 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        |    1415000 | PA      | $1368570.31    | 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        |  111000000 | PA      | $105796875.00  | 0.49%             | 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        |    2055000 | PA      | $2081412.92    | 0.01%             | 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        |     205000 | PA      | $206896.25     | 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        |    1450207 | PA      | $1203671.45    | 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        |     468000 | PA      | $468145.55     | 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        |         43 | PA      | $43.90         | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | 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        |      17610 | PA      | $17094.91      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 5.5% 09/01/2055 #TBA                                                                          | CUSIP: 01F052698<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -20500000 | PA      | $-20620117.70  | -0.10%            | 2055-09-01      | Fixed         | 0.06%                 | 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        |       5233 | PA      | $5431.49       | 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        |   10105798 | PA      | $10325483.79   | 0.05%             | 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        |     918950 | PA      | $775201.62     | 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        |        172 | PA      | $175.88        | 0.00%             | 2034-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MONTEGO BAY AIRPORT REVENUE FINANCE LTD                                           | MONTEGO BAY AIRPORT REVENUE FINANCE LTD 6.6% 06/15/2035 144A                                            | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |     320000 | PA      | $326400.00     | 0.00%             | 2035-06-15      | Fixed         | 0.07%                 | 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        |    7299000 | PA      | $6102515.00    | 0.03%             | 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        |       8415 | PA      | $8415.70       | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13                                                                   | BANK 2018-BN13 A5 4.217% 08/15/2061                                                                     | CUSIP: 06539LBB5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    5600000 | PA      | $5578018.32    | 0.03%             | 2061-08-15      | 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        |       1055 | PA      | $1108.85       | 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        |    1431349 | PA      | $1153333.20    | 0.01%             | 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        |         12 | PA      | $12.16         | 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        |        245 | PA      | $250.23        | 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        |     418000 | PA      | $137910.61     | 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        |   12950000 | PA      | $12868418.37   | 0.06%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 09/01/2042#ZS3589                                                                        | CUSIP: 3132A37A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3229187 | PA      | $3044487.22    | 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        |    1838716 | PA      | $1809829.99    | 0.01%             | 2054-12-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                                                | RIOT PLATFORMS INC CONV 0.75% 01/15/2030 144A                                                           | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |    2464000 | PA      | $2954336.00    | 0.01%             | 2030-01-15      | Fixed         | 0.01%                 | 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        |         25 | PA      | $26.03         | 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        |      17787 | PA      | $17302.38      | 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        |     169928 | PA      | $164516.86     | 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        |     874324 | PA      | $847534.04     | 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        |       1385 | PA      | $1422.01       | 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        |    1150000 | PA      | $1192684.55    | 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        |       9618 | PA      | $10176.11      | 0.00%             | 2038-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 5% 09/01/2055 #TBA                                                                              | CUSIP: 21H050698<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -199400000 | PA      | $-197272641.28 | -0.92%            | 2055-09-01      | Fixed         | 0.05%                 | 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        |    3560000 | PA      | $3566134.95    | 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        |    2115000 | PA      | $2084601.53    | 0.01%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 11/52#MA4805                                                                             | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2464028 | PA      | $2380756.74    | 0.01%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                    | CANADIAN NATL RESOURCES LTD 5.85% 02/01/2035                                                            | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    3955000 | PA      | $4058054.25    | 0.02%             | 2035-02-01      | Fixed         | 0.06%                 | 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        |       7577 | PA      | $7936.97       | 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        |      44100 | PA      | $42301.22      | 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        |    4100000 | NC      | $-55030.20     | -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        |     782000 | PA      | $430998.99     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  3 | 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        |    2691614 | PA      | $2783504.86    | 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        |    1515000 | PA      | $1556609.67    | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 12/01/2048#BM5106                                                                        | CUSIP: 3140J9U82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5069559 | PA      | $4982200.01    | 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        |     275000 | PA      | $289781.25     | 0.00%             | 2034-04-09      | Fixed         | 0.07%                 | 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        |    1114712 | PA      | $1113666.86    | 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        |    1260000 | PA      | $1288980.00    | 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        |    3315885 | PA      | $3417690.51    | 0.02%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2015-GC34                                                          | GS MORTGAGE SECURITIES TRUST 2015-GC34 XA CSTR 10/10/2048                                               | CUSIP: 36250VAF9<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    3624598 | PA      | $221.83        | 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        |          3 | PA      | $3.41          | 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        |    6781000 | PA      | $6868329.52    | 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        |    4986576 | PA      | $4393276.02    | 0.02%             | 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        |     600000 | PA      | $210000.00     | 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        |      13479 | PA      | $12443.62      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                      | STRATEGY INC 9%/VAR PERP PFD                                                                            | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      12800 | NS      | $1251200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                             | MINERVA LUXMBOURG SA 8.875% 09/13/2033 144A                                                             | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     605000 | PA      | $664465.45     | 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        |       1332 | PA      | $1352.96       | 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        |      17611 | NS      | $1812700.23    | 0.01%             |  |  |  | No            |                  3 | 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        |     441000 | PA      | $349664.67     | 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        |       3077 | PA      | $3081.04       | 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        |    2040000 | PA      | $2072368.68    | 0.01%             | 2030-02-01      | Fixed         | 0.07%                 | 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        |    1235000 | PA      | $1204832.04    | 0.01%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                             | LCH OIS SOFRV3.75% MAC 09/17/45                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -55564000 | NC      | $-359392.60    | -0.00%            |  |  |  | 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        |       2064 | PA      | $2097.60       | 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        |        988 | PA      | $1002.83       | 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        |     530000 | NC      | $84751.66      | 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        |     935000 | PA      | $950288.19     | 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        |      63072 | PA      | $59206.90      | 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        |       2596 | PA      | $2596.58       | 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        |         18 | PA      | $17.91         | 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        |    1165000 | PA      | $1165000.00    | 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        |      20332 | PA      | $1892.35       | 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        |       9415 | PA      | $9162.25       | 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        |    1350000 | PA      | $1347533.42    | 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        |    1985000 | PA      | $1984229.62    | 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        |        358 | PA      | $361.47        | 0.00%             | 2033-06-15      | Fixed         | 0.05%                 | 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        |         19 | PA      | $19.99         | 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        |      14234 | PA      | $2055.78       | 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        |     956000 | PA      | $1021918.97    | 0.00%             | 2048-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 2.5% 09/01/2055 #TBA                                                                          | CUSIP: 01F022691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   98300000 | PA      | $81608197.99   | 0.38%             | 2055-09-01      | Fixed         | 0.03%                 | 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        |       7949 | PA      | $7320.86       | 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        |    1113000 | PA      | $217591.50     | 0.00%             | 2049-12-31      | Fixed         | 0.06%                 | 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        |    2122647 | PA      | $1704388.12    | 0.01%             | 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        |    4032597 | PA      | $3237990.06    | 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        |    1160000 | PA      | $1181251.56    | 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        |       7333 | PA      | $7095.76       | 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        |      10532 | PA      | $10213.04      | 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        |        234 | PA      | $237.70        | 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        |    3170000 | PA      | $2202056.35    | 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        |     169867 | PA      | $171652.93     | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | 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        |     630342 | PA      | $637464.86     | 0.00%             |  |  |  | No            |                  3 | 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        |     759930 | PA      | $610426.70     | 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        |    3218009 | PA      | $3168159.89    | 0.01%             | 2053-11-25      | Fixed         | 0.04%                 | 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        |    6542439 | PA      | $5271678.76    | 0.02%             | 2052-02-01      | Fixed         | 0.02%                 | 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        |       3484 | PA      | $3671.14       | 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        |    1633000 | PA      | $1578951.62    | 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        |     307599 | PA      | $295399.29     | 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        |     844034 | PA      | $760416.52     | 0.00%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3.5% 11/01/2033#G16677                                                                        | CUSIP: 3128MFUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2060551 | PA      | $2023484.88    | 0.01%             | 2033-11-01      | Fixed         | 0.04%                 | 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        |      34743 | PA      | $36545.17      | 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        |    1388000 | PA      | $1252959.40    | 0.01%             | 2055-02-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 01/01/2052#CB2666                                                                          | CUSIP: 3140QM6C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1970458 | PA      | $1709536.01    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | 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        |    2906000 | PA      | $2456512.62    | 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        |    1490000 | PA      | $1627646.20    | 0.01%             | 2033-06-20      | Fixed         | 0.07%                 | 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        |       9599 | PA      | $9545.56       | 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        |    2174075 | PA      | $2179053.63    | 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        |    1105000 | PA      | $1161841.20    | 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        |      40625 | PA      | $40485.07      | 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        |    1217195 | PA      | $1149024.93    | 0.01%             | 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        |    1582050 | PA      | $1580072.44    | 0.01%             | 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        |   18878000 | PA      | $14735222.90   | 0.07%             | 2047-09-21      | Fixed         | 0.07%                 | 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        |    1500000 | NC      | $176893.80     | 0.00%             |  |  |  | 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        |     315000 | PA      | $283570.34     | 0.00%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MORGAN STANLEY 4.431%/VAR 01/23/2030                                                                    | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8668000 | PA      | $8706105.13    | 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        |      46958 | PA      | $47085.00      | 0.00%             | 2062-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                                | BX TRUST 2025-DIME VAR 02/15/2035 144A                                                                  | CUSIP: 05613UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1590000 | PA      | $1589999.68    | 0.01%             | 2035-02-15      | Variable      | 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        |     504465 | PA      | $489948.01     | 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        |     530000 | PA      | $486129.70     | 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        |    3285000 | PA      | $3364732.86    | 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        |    1210000 | PA      | $1231637.18    | 0.01%             | 2030-02-03      | Fixed         | 0.08%                 | 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        |          1 | PA      | $1.37          | 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        |    2850000 | PA      | $3614432.08    | 0.02%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                                     | FRESNILLO PLC 4.25% 10/02/2050 144A                                                                     | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $528045.00     | 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        |    2040000 | PA      | $2092980.84    | 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        |      30472 | PA      | $27941.36      | 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        |    2915000 | PA      | $2727363.78    | 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        |    1215000 | PA      | $1241431.11    | 0.01%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 7% 2/32 #003202                                                                                 | CUSIP: 36202DRX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4974 | PA      | $5183.63       | 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        |     399000 | PA      | $308931.74     | 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        |       6259 | PA      | $6235.71       | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                | METRONET INFRASTRUCTURE ISSUER LLC 7.83% 08/20/2055 144A                                                | CUSIP: 59170JBB3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-CBDO         | CORP              | US        |     260000 | PA      | $263672.71     | 0.00%             | 2055-08-20      | Fixed         | 0.08%                 | 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        |       5359 | PA      | $5192.82       | 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        |      10590 | PA      | $11040.98      | 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        |    1771000 | PA      | $1755061.00    | 0.01%             | 2026-04-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2% 02/01/2036#BR3300                                                                          | CUSIP: 3140L1U29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     224590 | PA      | $207972.61     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WFRBS COML MTG TR 2013-C11                                                        | WFRBS 2013-C11 D CSTR 3/45                                                                              | CUSIP: 92937EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     443749 | PA      | $386191.56     | 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        |     114506 | PA      | $111252.75     | 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              | JE        |   13131000 | PA      | $13179269.56   | 0.06%             | 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        |      19467 | PA      | $18798.21      | 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        |    1346191 | PA      | $1349300.50    | 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        |     375000 | PA      | $385875.00     | 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        |        351 | NS      | $33969.78      | 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        |      70782 | PA      | $70781.97      | 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        |      29360 | PA      | $28185.60      | 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              | KY        |   10268000 | PA      | $10286841.78   | 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        |     365000 | PA      | $373030.00     | 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        |    1054924 | PA      | $1039017.75    | 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        |     378000 | PA      | $51793.56      | 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        |      10765 | PA      | $10335.86      | 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        |    2588000 | PA      | $2583649.31    | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 10/40 #751249                                                                                | CUSIP: 36230KL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2372 | PA      | $2304.41       | 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        |   22452174 | PA      | $399581.34     | 0.00%             | 2051-08-15      | Variable      | 0.01%                 | 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        |      21589 | PA      | $21589.56      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                           | SRI LANKA GOVT DEMOC SOCIA REP 4% 04/15/2028 144A                                                       | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     305357 | PA      | $290470.67     | 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        |     574040 | PA      | $536029.36     | 0.00%             | 2044-02-20      | Fixed         | 0.03%                 | 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        |       6329 | PA      | $6533.42       | 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        |     360000 | PA      | $224471.53     | 0.00%             | 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        |    3886654 | PA      | $3772502.57    | 0.02%             | 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        |     280000 | PA      | $254520.00     | 0.00%             | 2034-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 5.5% 09/01/2055 #TBA                                                                          | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   65675000 | PA      | $66059816.10   | 0.31%             | 2055-09-01      | Fixed         | 0.06%                 | 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        |     499832 | PA      | $448357.25     | 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        |    1905000 | PA      | $2589353.24    | 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        |       5751 | PA      | $5865.07       | 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        |     288000 | PA      | $287324.58     | 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        |       4054 | PA      | $4162.04       | 0.00%             | 2031-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                        | ARES STRATEGIC INCOME FUND 5.7% 03/15/2028                                                              | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   17019000 | PA      | $17253159.83   | 0.08%             | 2028-03-15      | Fixed         | 0.06%                 | 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        |      28864 | PA      | $29312.28      | 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        |    1050000 | PA      | $693010.50     | 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        |    1960907 | PA      | $1722696.56    | 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        |      20787 | PA      | $1215.64       | 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        |        107 | PA      | $109.50        | 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        |    1940000 | PA      | $1214750.40    | 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        |     710000 | PA      | $726067.30     | 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        |      17538 | PA      | $16039.27      | 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        |      79202 | PA      | $79077.57      | 0.00%             | 2060-12-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 05/01/2052#FS1790                                                                          | CUSIP: 3140XG7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     728880 | PA      | $684178.60     | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                         | AMERICAN AIRLINES TERM B 1LN 5/28/2032                                                                  | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     987525 | PA      | $992156.49     | 0.00%             | 2032-05-28      | Variable      | 0.08%                 | 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        |     775000 | PA      | $719391.66     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | 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        |     299000 | PA      | $75004.30      | 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        |     131638 | PA      | $130812.52     | 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        |    3692356 | PA      | $2802367.28    | 0.01%             | 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        |       3395 | PA      | $3385.41       | 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        |     620000 | PA      | $621308.20     | 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        |     848557 | PA      | $689452.26     | 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        |    1890000 | PA      | $1908829.41    | 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        |    1250000 | PA      | $880611.28     | 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        |    1081000 | PA      | $1072139.69    | 0.00%             | 2039-04-17      | 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        |    2247965 | PA      | $2302507.32    | 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        |    4700000 | PA      | $5368474.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORPORATION                                                   | ENVU TERM B 1LN 10/04/2029                                                                              | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    4427161 | PA      | $4412418.31    | 0.02%             | 2029-10-04      | Variable      | 0.08%                 | 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        |      14071 | PA      | $13710.02      | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | 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        |     525000 | PA      | $520542.28     | 0.00%             | 2038-03-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XIX LTD                                                          | SIXTH STREET CLO XIX LTD A1R TSFR3M+128 07/17/2038 144A                                                 | CUSIP: 83012KAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7970000 | PA      | $7978001.88    | 0.04%             | 2038-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3% 09/01/2055 #TBA                                                                              | CUSIP: 21H030690<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   50000000 | PA      | $44290710.00   | 0.21%             | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 04/01/2051#CB0436                                                                          | CUSIP: 3140QKPW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1831991 | PA      | $1466997.32    | 0.01%             | 2051-04-01      | Fixed         | 0.02%                 | 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        |     757923 | PA      | $744155.95     | 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        |   49610000 | NC      | $1999091.51    | 0.01%             |  |  |  | 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        |     986660 | PA      | $988818.46     | 0.00%             | 2040-12-09      | Variable      | 0.07%                 | 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        |    1578446 | PA      | $1626907.68    | 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        |     405000 | PA      | $362089.72     | 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        |     360000 | PA      | $313380.00     | 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        |    2354000 | PA      | $1341780.00    | 0.01%             | 2033-07-05      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 1.5% 11/01/2035#QN4142                                                                        | CUSIP: 3133GAS72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     233891 | PA      | $210169.29     | 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        |      41331 | PA      | $42239.25      | 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        |    4420000 | PA      | $4736994.84    | 0.02%             | 2033-11-21      | Fixed         | 0.07%                 | 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        |     980000 | PA      | $947689.40     | 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        |     323406 | PA      | $297287.49     | 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        |      31149 | PA      | $30342.76      | 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        |        306 | PA      | $321.81        | 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        |     329912 | PA      | $46869.30      | 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        |    6878254 | PA      | $5809220.35    | 0.03%             | 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        |      37152 | PA      | $35158.22      | 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        |    1020000 | PA      | $1023330.41    | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 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        |    1633800 | PA      | $1644854.28    | 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        |     665000 | PA      | $441801.93     | 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        |    1605000 | PA      | $2213461.28    | 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        |    2610000 | PA      | $2697059.16    | 0.01%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                     | SMYRNA READY MIX LLC 6% 11/01/2028 144A                                                                 | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1643729.36    | 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        |        329 | PA      | $346.32        | 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        |    1505000 | PA      | $1493312.17    | 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        |     768000 | PA      | $675500.24     | 0.00%             | 2039-05-15      | Variable      | 0.04%                 | 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        |         24 | PA      | $25.18         | 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        |       8043 | PA      | $8018.96       | 0.00%             | 2039-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1                                           | ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1 4.82% 07/14/2038 144A                                           | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12900000 | PA      | $13086663.00   | 0.06%             | 2038-07-14      | Fixed         | 0.05%                 | 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        |      16884 | PA      | $16810.14      | 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        |    2039691 | PA      | $1994727.73    | 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        |       6082 | PA      | $5870.74       | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4                                     | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4 STEP 09/25/2061 144A                                      | CUSIP: 362948AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     720075 | PA      | $705426.17     | 0.00%             | 2061-09-25      | Variable      | 0.04%                 | 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        |      65732 | PA      | $63788.34      | 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        |     446000 | PA      | $313317.27     | 0.00%             | 2053-12-17      | Fixed         | 0.02%                 | No            |                  3 | 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        |    2567395 | PA      | $2556964.49    | 0.01%             | 2036-09-15      | Variable      | 0.07%                 | 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        |    4052979 | PA      | $3901762.33    | 0.02%             | 2039-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                              | FX Forward: EUR/USD settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $2293.25       | 0.00%             |  |  |  | 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        |   18441000 | PA      | $18493851.91   | 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        |   19961000 | PA      | $433710.61     | 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        |     250000 | PA      | $229375.06     | 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        |     879403 | PA      | $863354.14     | 0.00%             | 2027-10-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | US 10YR NOTE FUT (CBT)DEC25 TYZ5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       3985 | NC      | $2532128.78    | 0.01%             |  |  |  | No            |                  1 | 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        |        900 | PA      | $900.89        | 0.00%             | 2035-12-01      | Fixed         | 0.04%                 | 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        |    1000000 | PA      | $985477.69     | 0.00%             |  |  |  | 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        |      25109 | PA      | $24263.06      | 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        |    2249895 | PA      | $2261144.78    | 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        |    1828000 | PA      | $1853058.22    | 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        |     714000 | PA      | $732386.29     | 0.00%             | 2041-11-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                          | AES CORP 6.95%/VAR 07/15/2055                                                                           | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1227000 | PA      | $1187103.36    | 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        |    1005000 | PA      | $1011643.05    | 0.00%             | 2032-05-20      | Variable      | 0.00%                 | 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        |     557000 | PA      | $563842.08     | 0.00%             | 2041-08-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                 | NEXSTAR BROADCASTING TERM B 1LN 06/28/2032                                                              | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    2075000 | PA      | $2065268.25    | 0.01%             | 2032-06-28      | Variable      | 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        |       8411 | PA      | $8386.67       | 0.00%             | 2039-09-15      | 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        |    1206000 | PA      | $1206349.74    | 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        |    2190000 | PA      | $2096925.00    | 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        |     558816 | PA      | $537954.60     | 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        |     250000 | PA      | $243000.05     | 0.00%             | 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        |       2280 | PA      | $2276.24       | 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        |    1185000 | PA      | $1216107.44    | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                                      | BROADCOM INC 1.95% 02/15/2028 144A                                                                      | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3204000 | PA      | $3048174.81    | 0.01%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EP PURCHASER LLC                                                                  | ENTERTAINMENT PARTNERS TERM B 1LN 11/6/2028                                                             | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |     323943 | PA      | $313298.52     | 0.00%             | 2028-11-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                            | OCP SA 7.5% 05/02/2054 144A                                                                             | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     365000 | PA      | $377150.85     | 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        |    1400000 | PA      | $1658679.05    | 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        |    8707000 | PA      | $8706882.11    | 0.04%             | 2031-10-15      | Fixed         | 0.05%                 | 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        |    8475468 | PA      | $6861032.02    | 0.03%             | 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        |     710000 | PA      | $740255.94     | 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        |     686000 | PA      | $732053.64     | 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        |        192 | PA      | $202.07        | 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        |    3392000 | PA      | $3062976.00    | 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        |    1146338 | PA      | $1147770.42    | 0.01%             | 2031-05-30      | Variable      | 0.07%                 | 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        |       3248 | PA      | $3505.83       | 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        |      56216 | PA      | $51888.05      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | 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        |        656 | PA      | $688.91        | 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        |    1795000 | PA      | $1851542.50    | 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        |     340000 | PA      | $350306.25     | 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        |    1457982 | PA      | $1458244.94    | 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        |         73 | PA      | $76.20         | 0.00%             | 2029-11-01      | Fixed         | 0.07%                 | 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        |     165223 | PA      | $167837.30     | 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        |       1509 | PA      | $1566.24       | 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        |     198787 | PA      | $178190.37     | 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        |    4720509 | PA      | $4714608.44    | 0.02%             | 2030-12-31      | Variable      | 0.06%                 | 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        |    3220059 | PA      | $3205987.29    | 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        |       8834 | PA      | $9138.52       | 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        |    1933000 | PA      | $2040924.03    | 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        |     644000 | PA      | $587986.04     | 0.00%             | 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        |     515000 | PA      | $483574.87     | 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        |    7550000 | PA      | $7389653.02    | 0.03%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4% 05/31/2030                                                                                 | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  207000000 | PA      | $209870508.33  | 0.98%             | 2030-05-31      | Fixed         | 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        |    2838491 | PA      | $2848983.70    | 0.01%             | 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        |    1151526 | PA      | $279014.75     | 0.00%             | 2028-08-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 2% 09/01/2055 #TBA                                                                            | CUSIP: 01F020695<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  461075000 | PA      | $366086357.23  | 1.71%             | 2055-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARES LOAN FUNDING VII LTD                                                         | ARES LOAN FUNDING VII LTD E TSFR3M+625 10/22/2037 144A                                                  | CUSIP: 04021BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100785.70     | 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        |    1491846 | PA      | $1493293.11    | 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        |      12567 | PA      | $11887.47      | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | 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        |    1459601 | PA      | $1410339.65    | 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        |      26067 | PA      | $25465.40      | 0.00%             | 2041-01-01      | 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        |     410000 | PA      | $441160.00     | 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        |     940000 | PA      | $973370.00     | 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        |       1990 | PA      | $2042.70       | 0.00%             | 2036-06-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                    | EXTENDED STAY AMER TR 2021-ESH F TSFR1M+381.448 07/15/2038 144A                                         | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2950056 | PA      | $2950028.13    | 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        |        756 | PA      | $782.28        | 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        |       7553 | PA      | $7339.39       | 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        |        556 | PA      | $556.97        | 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        |        844 | PA      | $867.94        | 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        |       1075 | PA      | $1076.06       | 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        |    3205992 | PA      | $2814525.88    | 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        |     460000 | PA      | $483920.00     | 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        |    1512000 | PA      | $1152260.42    | 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        |     362098 | PA      | $363231.78     | 0.00%             | 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        |     830000 | PA      | $550095.53     | 0.00%             | 2053-10-15      | Fixed         | 0.02%                 | 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        |       3518 | PA      | $3522.94       | 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        |    3551000 | PA      | $3519398.91    | 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        |      27824 | PA      | $26877.28      | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                                                                 | CHAMBERLAIN GROUP TERM B 1LN 9/8/2032                                                                   | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     195000 | PA      | $195000.00     | 0.00%             | 2032-09-08      | Variable      | 0.00%                 | 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        |    2688487 | PA      | $2687159.17    | 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        |     285000 | PA      | $242348.33     | 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        |     680000 | PA      | $701192.56     | 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        |      57579 | PA      | $53415.46      | 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        |       9933 | PA      | $9344.77       | 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        |    3545067 | PA      | $3104443.92    | 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        |    4418875 | PA      | $4392140.07    | 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        |    2152629 | PA      | $1891800.97    | 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        |       1422 | PA      | $1494.90       | 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        |      21754 | PA      | $21783.19      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2% 02/01/2036#QN5328                                                                          | CUSIP: 3133GB4M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     271294 | PA      | $250543.29     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                    | CVR ENERGY INC 8.5% 01/15/2029 144A                                                                     | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1273573.98    | 0.01%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                   | 180 MEDICAL INC 3.875% 10/15/2029 144A                                                                  | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |     145000 | PA      | $139075.58     | 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        |      22031 | PA      | $16920.64      | 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        |   16076000 | PA      | $16127941.56   | 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        |    1200000 | PA      | $1391231.65    | 0.01%             | 2032-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AZZ INC                                                                           | AZZ TERM B 1LN 05/14/2029                                                                               | CUSIP: N/A<br>LEI: 549300HD1X2NFLWPYC83       | Long             | LON              | CORP              | US        |     565000 | PA      | $565847.50     | 0.00%             | 2029-05-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                                              | VOLKSWAGEN BANK GMBH 3.5% 06/19/2031 REGS                                                               | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |    1100000 | PA      | $1286029.97    | 0.01%             | 2031-06-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                          | ZIGGO BV 4.875% 01/15/2030 144A                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     660000 | PA      | $619384.33     | 0.00%             | 2030-01-15      | Fixed         | 0.05%                 | 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        |         20 | PA      | $20.25         | 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        |    3486199 | PA      | $3057250.01    | 0.01%             | 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        |     581443 | PA      | $589040.58     | 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        |       2237 | PA      | $2237.21       | 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        |    1504000 | PA      | $1477680.00    | 0.01%             | 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        |      16131 | PA      | $15695.79      | 0.00%             | 2043-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                            | FX Forward: USD/EUR settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7556.96      | -0.00%            |  |  |  | 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        |    1462217 | PA      | $1430735.08    | 0.01%             | 2027-03-09      | Variable      | 0.08%                 | 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        |     198000 | PA      | $20167.69      | 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        |    2751300 | PA      | $2476398.39    | 0.01%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                    | EUROPEAN UNION 3.375% 12/12/2035 REGS                                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     145000 | PA      | $172333.38     | 0.00%             | 2035-12-12      | 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        |      11020 | PA      | $10722.43      | 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        |      18259 | PA      | $16815.33      | 0.00%             | 2043-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                           | VEOLIA ENVIRONNEMENT SA 3.324% 06/17/2032 REGS                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |    3300000 | PA      | $3851221.87    | 0.02%             | 2032-06-17      | 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        |         34 | PA      | $33.99         | 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        |    1965000 | PA      | $1943370.85    | 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        |    3330000 | PA      | $3191857.01    | 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        |         78 | PA      | $81.72         | 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        |    2208782 | PA      | $2203010.68    | 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        |   11119000 | PA      | $11123814.53   | 0.05%             | 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        |     189817 | PA      | $6085.75       | 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        |    1115000 | PA      | $1050978.04    | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 10/01/2046#BC4760                                                                        | CUSIP: 3140F0JE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     393364 | PA      | $364428.31     | 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        |    1798292 | PA      | $1799191.23    | 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        |         47 | PA      | $49.13         | 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        |    3331509 | PA      | $3301325.37    | 0.02%             | 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        |    4625471 | PA      | $335346.64     | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | 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        |    3402419 | PA      | $3465750.43    | 0.02%             | 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        |    1049956 | PA      | $1048505.82    | 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        |     741020 | PA      | $649380.41     | 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        |       2399 | PA      | $2514.03       | 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        |    6701355 | PA      | $6060632.54    | 0.03%             | 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        |    3856924 | PA      | $3872274.41    | 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        |    1324068 | PA      | $1166145.81    | 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        |      52692 | PA      | $47777.54      | 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        |     938300 | PA      | $208771.75     | 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        |      53214 | PA      | $52149.97      | 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        |     719000 | PA      | $767700.39     | 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        |      50442 | PA      | $46731.70      | 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        |    6400186 | PA      | $6398185.95    | 0.03%             | 2038-06-15      | Variable      | 0.05%                 | No            |                  3 | On Loan: No      |
| CELANESE US HLDGS LLC                                                             | CELANESE US HLDGS LLC VAR 11/15/2030                                                                    | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    8461000 | PA      | $8797299.37    | 0.04%             | 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        |    2813000 | PA      | $2742675.00    | 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        |    3115575 | PA      | $2746833.06    | 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        |   10997000 | PA      | $11030826.77   | 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        |    3085000 | PA      | $2768787.50    | 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        |     108726 | PA      | $102053.38     | 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        |       6923 | PA      | $6467.25       | 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        |     956970 | PA      | $851703.52     | 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        |    3960000 | PA      | $1734945.58    | 0.01%             | 2030-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                              | VERISK ANALYTICS INC 4.5% 08/15/2030                                                                    | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    4382000 | PA      | $4399636.59    | 0.02%             | 2030-08-15      | 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        |     342127 | PA      | $345582.23     | 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        |     315000 | PA      | $305227.13     | 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        |     710000 | PA      | $708225.00     | 0.00%             | 2027-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 11/01/2051#QD1253                                                                          | CUSIP: 3133AXMA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      62618 | PA      | $50044.43      | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | 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        |        453 | PA      | $467.01        | 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        |    1107399 | PA      | $1095217.97    | 0.01%             | 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        |      31939 | PA      | $32417.85      | 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        |     400000 | PA      | $403851.60     | 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        |     530000 | PA      | $405450.00     | 0.00%             | 2041-08-01      | Floating      | 0.00%                 | 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        |        155 | PA      | $155.70        | 0.00%             | 2028-07-15      | 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                                    | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     179000 | PA      | $186266.68     | 0.00%             | 2055-03-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                                      | COTIVITI TERM 1LN 05/01/2031                                                                            | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     700000 | PA      | $707875.00     | 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        |    1000000 | PA      | $888837.50     | 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        |    2603333 | PA      | $2609424.64    | 0.01%             | 2028-08-24      | Variable      | 0.07%                 | 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        |      31116 | PA      | $31159.01      | 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        |     856163 | PA      | $746563.07     | 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        |     605000 | PA      | $578772.22     | 0.00%             | 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        |        301 | PA      | $307.39        | 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        |    2830000 | PA      | $2946335.64    | 0.01%             | 2055-03-10      | Variable      | 0.07%                 | 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        |     202000 | PA      | $178945.32     | 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        |        624 | PA      | $665.21        | 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        |   26100000 | PA      | $26220488.04   | 0.12%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                          | CHAMPION IRON CANADA INC 7.875% 07/15/2032 144A                                                         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     490000 | PA      | $511382.13     | 0.00%             | 2032-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK                                                                        | JYSKE BANK AS 5.125%/VAR 05/01/2035 REGS                                                                | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |    1052000 | PA      | $1301197.38    | 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        |    2000000 | PA      | $1998408.00    | 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        |   11589000 | PA      | $11545642.07   | 0.05%             | 2036-10-15      | Variable      | 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        |    5000624 | PA      | $4260920.42    | 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        |      13112 | PA      | $12674.65      | 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        |   26296047 | PA      | $26353569.24   | 0.12%             | 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        |    3460000 | PA      | $3573504.44    | 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        |    6251000 | PA      | $2234732.50    | 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        |    4165000 | PA      | $3821387.50    | 0.02%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                             | VENTURE GLOBAL PLAQUE 6.75% 01/15/2036 144A                                                             | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1841784.75    | 0.01%             | 2036-01-15      | Fixed         | 0.07%                 | 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        |      18306 | PA      | $24728.06      | 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        |      11377 | PA      | $10366.69      | 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        |    5090301 | PA      | $5190418.62    | 0.02%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                  | WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A                                                  | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $2728470.93    | 0.01%             | 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        |     255000 | PA      | $207225.75     | 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        |   14512000 | PA      | $14580380.54   | 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        |   55995000 | PA      | $44820060.49   | 0.21%             | 2053-02-15      | Fixed         | 0.04%                 | 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        |       1453 | PA      | $1454.97       | 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        |      18347 | PA      | $18935.90      | 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        |     767000 | PA      | $590140.61     | 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        |      37332 | PA      | $36056.05      | 0.00%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ                                            | VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ E VAR 07/13/2044 144A                                            | CUSIP: 91825CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     540000 | PA      | $544612.46     | 0.00%             | 2044-07-13      | Variable      | 0.08%                 | 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        |        762 | PA      | $766.37        | 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        |    3060000 | PA      | $3071768.76    | 0.01%             | 2028-06-01      | Fixed         | 0.07%                 | 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        |    5144930 | PA      | $5179718.31    | 0.02%             | 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        |     589050 | PA      | $588561.09     | 0.00%             | 2031-05-30      | Variable      | 0.06%                 | 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        |     345791 | PA      | $338685.68     | 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        |     600000 | PA      | $865429.33     | 0.00%             | 2032-11-14      | Variable      | 0.08%                 | 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        |        705 | PA      | $714.17        | 0.00%             | 2040-01-15      | Fixed         | 0.05%                 | 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        |    3474442 | PA      | $2947230.88    | 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        |     844642 | PA      | $824226.83     | 0.00%             | 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        |     487000 | PA      | $474216.25     | 0.00%             | 2027-02-27      | Fixed         | 0.03%                 | 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        |   16750000 | NC      | $582069.87     | 0.00%             |  |  |  | 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        |     934000 | PA      | $734387.39     | 0.00%             | 2042-04-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                               | US LBM TERM B 1LN 06/06/2031                                                                            | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    2079454 | PA      | $2055020.49    | 0.01%             | 2031-06-06      | Variable      | 0.09%                 | 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        |    3355000 | PA      | $3312281.02    | 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        |    1440000 | PA      | $1523769.12    | 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        |       9676 | PA      | $10093.76      | 0.00%             | 2041-05-01      | Variable      | 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        |       1028 | PA      | $1027.35       | 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        |    2000000 | PA      | $2000703.12    | 0.01%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                                     | MIDDLE RIVER POWER TERM DD 1LN 6/4/2032                                                                 | CUSIP: 55351DAC4<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |     108952 | PA      | $107135.39     | 0.00%             | 2032-06-04      | Variable      | 0.03%                 | 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        |    2811000 | PA      | $2841563.33    | 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        |      54486 | PA      | $56124.95      | 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        |      15128 | PA      | $15367.68      | 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        |    1532731 | PA      | $1538003.33    | 0.01%             | 2028-05-31      | Variable      | 0.08%                 | 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        |     134232 | PA      | $126086.36     | 0.00%             | 2043-05-01      | 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        |    1230200 | PA      | $1300198.38    | 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        |     581000 | PA      | $457760.95     | 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        |       5062 | PA      | $4916.91       | 0.00%             | 2040-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPERATING LLC                                                        | CHARTER COMMUNICATIONS TERM B4 1LN 12/7/2030                                                            | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     807700 | PA      | $806795.38     | 0.00%             | 2030-12-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PARTNERS LLC                                                  | MISSION PET HEALTH TERM B 1LN 12/04/2031                                                                | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    4026088 | PA      | $4022423.76    | 0.02%             | 2031-12-04      | Variable      | 0.07%                 | 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        |    1504726 | PA      | $1468262.80    | 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        |    1300000 | PA      | $1757579.97    | 0.01%             | 2034-09-19      | Fixed         | 0.06%                 | 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        |      15873 | PA      | $1499.48       | 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        |       7107 | PA      | $6879.34       | 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        |         21 | PA      | $20.98         | 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        |      10083 | PA      | $10096.16      | 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        |      46824 | PA      | $45521.45      | 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        |    8081222 | PA      | $6826237.88    | 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        |         76 | PA      | $79.85         | 0.00%             | 2031-07-01      | Fixed         | 0.07%                 | 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        |         22 | PA      | $22.00         | 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        |    8329000 | PA      | $8181743.28    | 0.04%             | 2029-10-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4% 09/01/2055 #TBA                                                                              | CUSIP: 21H040699<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   46600000 | PA      | $43456755.44   | 0.20%             | 2055-09-01      | Fixed         | 0.04%                 | 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        |      22747 | PA      | $23109.48      | 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        |       1859 | PA      | $1855.62       | 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        |    3462994 | PA      | $3596190.01    | 0.02%             | 2054-06-01      | Fixed         | 0.07%                 | 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        |          9 | PA      | $9.06          | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                   | INTRAFI NETWORK TERM B 2LN 2/16/2032                                                                    | CUSIP: 65343UAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1165000 | PA      | $1157718.75    | 0.01%             | 2032-02-16      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                             | ELECTRICITE DE FRANCE 4.75% 10/12/2034 REGS                                                             | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     800000 | PA      | $1000526.30    | 0.00%             | 2034-10-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                       | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                             | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1228176.31    | 0.01%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 11/01/2042#Q13425                                                                        | CUSIP: 3132HPYW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      65076 | PA      | $63067.62      | 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        |         40 | PA      | $40.39         | 0.00%             | 2028-02-15      | 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        |       9549 | PA      | $9246.65       | 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        |    3625000 | PA      | $3730187.06    | 0.02%             | 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        |   25294280 | PA      | $22387536.83   | 0.10%             | 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        |   18640694 | PA      | $18109767.56   | 0.08%             | 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        |    1455000 | PA      | $1033857.53    | 0.00%             | 2050-04-16      | 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% 04/25/2049                                                          | CUSIP: 3137H56A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3453473 | PA      | $3031482.06    | 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        |    5564882 | PA      | $4972999.64    | 0.02%             | 2047-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 6.5% 09/01/2055 #TBA                                                                          | CUSIP: 01F062697<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   88125000 | PA      | $91316085.56   | 0.43%             | 2055-09-01      | Fixed         | 0.07%                 | 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        |          2 | PA      | $1.70          | 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        |    1580000 | PA      | $1637556.24    | 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        |    1065000 | PA      | $1073030.10    | 0.00%             | 2029-08-06      | 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        |    1310000 | PA      | $1316143.90    | 0.01%             | 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        |     395000 | PA      | $408133.75     | 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        |      11400 | NS      | $294120.00     | 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        |        661 | PA      | $695.13        | 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        |     970000 | PA      | $815411.10     | 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        |      16219 | PA      | $14068.99      | 0.00%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                   | PHILIP MORRIS INTL INC 3.25% 06/06/2032                                                                 | CUSIP: 718172DW6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $4555203.70    | 0.02%             | 2032-06-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 2% 10/01/2055 #TBA                                                                            | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  283350000 | PA      | $225019767.35  | 1.05%             | 2055-10-01      | 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        |    1913346 | PA      | $1362302.42    | 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        |         74 | PA      | $78.25         | 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        |    7026119 | PA      | $6162626.80    | 0.03%             | 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        |        252 | PA      | $257.73        | 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        |    1150000 | PA      | $1177412.55    | 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        |    5218623 | PA      | $4847788.72    | 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        |    1001831 | PA      | $967537.20     | 0.00%             | 2036-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 12/01/2032#BJ3746                                                                        | CUSIP: 3140H5EU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     517382 | PA      | $497676.01     | 0.00%             | 2032-12-01      | 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        |    2430000 | PA      | $2428517.70    | 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        |   35527528 | PA      | $28449257.63   | 0.13%             | 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        |    1550000 | PA      | $1542268.14    | 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        |    3802976 | PA      | $3807419.99    | 0.02%             | 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        |     800000 | NC      | $100880.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM CORP                                                                          | SLM CORP 6.5% 01/31/2030                                                                                | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |    1101000 | PA      | $1152200.90    | 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        |     597794 | PA      | $5977.94       | 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        |     525000 | PA      | $415061.85     | 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        |        685 | PA      | $719.87        | 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        |        250 | PA      | $258.36        | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | 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        |    1367594 | PA      | $1331202.78    | 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        |         30 | PA      | $30.97         | 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        |      20226 | PA      | $19206.92      | 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        |    1425000 | PA      | $1662930.33    | 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        |        598 | PA      | $619.75        | 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        |      98118 | PA      | $88013.74      | 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        |     929449 | PA      | $846047.86     | 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        |       1444 | PA      | $1521.49       | 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        |    6934000 | PA      | $7066624.68    | 0.03%             | 2029-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                             | ELLUCIAN TERM B 1LN 10/9/2029                                                                           | CUSIP: N/A<br>LEI: 549300RP8NIJ7FY7OS79       | Long             | LON              | CORP              | US        |    3581731 | PA      | $3583987.39    | 0.02%             | 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        |       6574 | PA      | $6678.43       | 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        |    2013746 | PA      | $1765579.53    | 0.01%             | 2049-06-25      | Fixed         | 0.03%                 | 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        |    1658121 | PA      | $1340203.87    | 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        |    5615000 | PA      | $6199538.35    | 0.03%             | 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        |   12953000 | PA      | $12496756.87   | 0.06%             | 2045-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                              | WR GRACE HOLDING LLC 7.375% 03/01/2031 144A                                                             | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     319000 | PA      | $324697.02     | 0.00%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 09/20/2052#MA8266                                                                          | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7522498 | PA      | $6865707.67    | 0.03%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.125% 02/15/2031 144A                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1747138.49    | 0.01%             | 2031-02-15      | Fixed         | 0.07%                 | 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        |   12404067 | PA      | $12711251.67   | 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        |    1951189 | PA      | $117071.35     | 0.00%             | 2026-11-24      | Variable      | 0.00%                 | 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        |        126 | PA      | $130.05        | 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        |     236069 | PA      | $222898.79     | 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        |    3968424 | PA      | $4001366.44    | 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        |     633000 | PA      | $619996.79     | 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        |    4986000 | PA      | $5003389.97    | 0.02%             | 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        |    1158811 | PA      | $1088679.77    | 0.01%             | 2050-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 09/01/2047#BJ0197                                                                          | CUSIP: 3140H1GF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23869 | PA      | $22837.58      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | 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        |        112 | PA      | $112.88        | 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        |   53314000 | PA      | $54054651.95   | 0.25%             | 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        |    4708000 | PA      | $4253935.86    | 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        |     565000 | PA      | $578382.03     | 0.00%             | 2029-04-01      | Fixed         | 0.08%                 | 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        |     267107 | PA      | $265682.05     | 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        |    2640000 | PA      | $2610762.00    | 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        |     295350 | PA      | $308180.00     | 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        |       3680 | PA      | $3675.91       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                          | STONEX ESCROW ISSUER LLC 6.875% 07/15/2032 144A                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $591035.60     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | 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        |    6526000 | PA      | $6448503.75    | 0.03%             | 2034-04-15      | Variable      | 0.06%                 | 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        |     145762 | PA      | $130131.81     | 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        |    6119305 | PA      | $5137219.28    | 0.02%             | 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        |       7201 | PA      | $7511.30       | 0.00%             | 2038-04-01      | Variable      | 0.07%                 | 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        |    2413651 | PA      | $2300729.65    | 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        |      39590 | PA      | $37594.69      | 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        |    1120000 | PA      | $1134548.24    | 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        |      13879 | PA      | $13444.15      | 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        |   12147000 | PA      | $12124224.38   | 0.06%             | 2035-07-24      | Variable      | 0.06%                 | 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        |      33366 | PA      | $32401.09      | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | 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        |     730000 | PA      | $737978.90     | 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        |    4368012 | PA      | $3767410.76    | 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        |    4549000 | PA      | $1043995.50    | 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        |     241191 | PA      | $85022.14      | 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              | JE        |    4241000 | PA      | $4255784.13    | 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        |     172253 | PA      | $154513.18     | 0.00%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 4% 11/15/2052                                                               | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36176000 | PA      | $31046356.07   | 0.14%             | 2052-11-15      | Fixed         | 0.04%                 | 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        |       8701 | PA      | $9062.15       | 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        |       9207 | PA      | $9200.31       | 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        |       1062 | PA      | $1103.56       | 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        |     252000 | PA      | $24572.52      | 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        |     764000 | PA      | $766483.98     | 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        |       6856 | PA      | $6864.59       | 0.00%             | 2034-04-01      | Fixed         | 0.04%                 | 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        |       9324 | PA      | $9725.21       | 0.00%             | 2041-06-01      | Variable      | 0.07%                 | 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        |    1662918 | PA      | $1617121.62    | 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        |    3551000 | PA      | $3473723.85    | 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        |     600000 | PA      | $526248.00     | 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        |   13969607 | PA      | $13191500.99   | 0.06%             | 2037-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                      | ALPHABET INC 3.375% 05/06/2037                                                                          | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     450000 | PA      | $515045.03     | 0.00%             | 2037-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | BNPI SWAP CDS 12/20/30 ALVGR B                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    4150000 | NC      | $-56816.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                     | GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037                                                          | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3974000 | PA      | $4417109.90    | 0.02%             | 2037-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                     | CARNIVAL CORP 5.75% 08/01/2032 144A                                                                     | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     230000 | PA      | $234025.00     | 0.00%             | 2032-08-01      | Fixed         | 0.06%                 | 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        |    2287637 | PA      | $2288597.88    | 0.01%             | 2030-08-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                        | VERIZON COMMUNICATIONS INC 2.355% 03/15/2032                                                            | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   51205000 | PA      | $44452258.70   | 0.21%             | 2032-03-15      | Fixed         | 0.02%                 | 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        |     129657 | PA      | $129787.54     | 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        |    8265744 | PA      | $7123403.52    | 0.03%             | 2041-11-01      | Fixed         | 0.02%                 | 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        |    9990000 | PA      | $10033706.25   | 0.05%             | 2040-06-15      | 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        |   14004000 | PA      | $14027414.69   | 0.07%             | 2034-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                        | VMED O2 UK FINANCING I PLC 7.75% 04/15/2032 144A                                                        | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $156910.20     | 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        |      15363 | PA      | $15546.64      | 0.00%             | 2033-08-15      | Fixed         | 0.05%                 | 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        |    3971000 | PA      | $4003920.78    | 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        |        142 | PA      | $145.14        | 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        |    6670306 | PA      | $6908972.18    | 0.03%             | 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        |       9881 | PA      | $9591.94       | 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        |    3929321 | PA      | $3153836.55    | 0.01%             | 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        |     400000 | NC      | $47171.68      | 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        |        245 | PA      | $251.74        | 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        |       1116 | PA      | $1133.00       | 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        |     572337 | PA      | $525792.75     | 0.00%             | 2047-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-RISE                                                                | BX TRUST 2021-RISE TSFR1M+ 11/15/2036 144A                                                              | CUSIP: 12434EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     875761 | PA      | $876855.65     | 0.00%             | 2036-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                                     | YINSON BERGENIA PRODUCTION BV 8.498% 01/31/2045 144A                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     790000 | PA      | $827920.00     | 0.00%             | 2045-01-31      | Fixed         | 0.08%                 | 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        |      10522 | PA      | $10533.98      | 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        |      28854 | PA      | $26627.77      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INTER HLDGS INC                                                       | ALERA TERM 1LN 05/31/2032                                                                               | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    2885000 | PA      | $2895155.20    | 0.01%             | 2032-05-31      | Variable      | 0.08%                 | 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        |     862068 | PA      | $793074.46     | 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        |       7776 | PA      | $7891.43       | 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        |        739 | PA      | $6.42          | 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        |     726980 | PA      | $665657.08     | 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        |    2529515 | PA      | $2113277.52    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | 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        |    1556000 | PA      | $1237017.71    | 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        |    1350666 | PA      | $1426991.52    | 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        |    5025000 | PA      | $4702305.91    | 0.02%             | 2029-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048                                                   | CUSIP: 3137H5BQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   11948044 | PA      | $10627056.58   | 0.05%             | 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        |         87 | PA      | $88.12         | 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        |     575000 | PA      | $574999.20     | 0.00%             | 2027-06-15      | Fixed         | 0.06%                 | 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        |      20147 | PA      | $20149.50      | 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        |       7545 | PA      | $7114.82       | 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        |       5874 | PA      | $5463.54       | 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        |        504 | PA      | $527.78        | 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        |     220000 | NC      | $35179.94      | 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        |     265000 | PA      | $221937.50     | 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        |     610000 | PA      | $523459.30     | 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        |    5790847 | PA      | $5112712.62    | 0.02%             | 2052-04-01      | Fixed         | 0.03%                 | 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        |    1342697 | PA      | $933174.55     | 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        |       3388 | PA      | $3421.76       | 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        |  575000000 | PA      | $572731446.75  | 2.67%             | 2031-08-31      | Fixed         | 0.04%                 | 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        |     532000 | PA      | $494788.46     | 0.00%             | 2055-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                     | AIA GROUP LTD 0.88%/VAR 09/09/2033 REGS                                                                 | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |     995000 | PA      | $1088964.29    | 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        |    1890000 | PA      | $1619510.42    | 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        |      11338 | PA      | $10984.71      | 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        |      68066 | PA      | $70292.48      | 0.00%             | 2032-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 09/01/2051#SD8168                                                                          | CUSIP: 3132DWCD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     694629 | PA      | $605860.68     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS INC                                                            | NEW FLYER HOLDINGS INC 9.25% 07/01/2030 144A                                                            | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     540000 | PA      | $579255.84     | 0.00%             | 2030-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REWE INT FINANCE                                                                  | REWE INT FINANCE 4.875% 09/13/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 5299003XLG8J4YTHLX44       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $503962.93     | 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        |     378000 | PA      | $377533.89     | 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        |    5344662 | PA      | $4319911.66    | 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        |    5988000 | PA      | $6352011.00    | 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        |    1095000 | PA      | $934308.75     | 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        |      22023 | PA      | $22006.63      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.5% 03/20/2055#MB0257                                                                          | CUSIP: 3618N5JB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7938171 | PA      | $7643682.58    | 0.04%             | 2055-03-20      | Fixed         | 0.04%                 | 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        |         11 | PA      | $10.61         | 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        |    2500000 | PA      | $2514531.50    | 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        |        546 | PA      | $580.41        | 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        |     878875 | PA      | $878048.86     | 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        |     435000 | PA      | $453526.65     | 0.00%             | 2028-07-17      | Fixed         | 0.09%                 | 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        |     427000 | PA      | $431704.69     | 0.00%             | 2026-03-15      | Fixed         | 0.07%                 | 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        |      46699 | PA      | $45054.84      | 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        |    1776600 | PA      | $1761054.76    | 0.01%             | 2038-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.0% 07/20/2044#MA2074                                                                          | CUSIP: 36179QJT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     246244 | PA      | $236633.14     | 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        |    5831421 | PA      | $5121200.83    | 0.02%             | 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        |    3583956 | PA      | $3563348.06    | 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        |     843000 | PA      | $900547.99     | 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        |     715000 | PA      | $458493.75     | 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        |     106359 | PA      | $108039.55     | 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        |    6256692 | PA      | $5976329.85    | 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        |    1612637 | PA      | $1610911.95    | 0.01%             | 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        |     394813 | PA      | $3.95          | 0.00%             | 2052-10-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 3.5% 08/01/2037#MA3128                                                                        | CUSIP: 31418CPN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79995 | PA      | $76985.64      | 0.00%             | 2037-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                    | WHIRLPOOL CORP 5.75% 03/01/2034                                                                         | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     125000 | PA      | $121231.73     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2.5% 11/01/2041#QK1167                                                                        | CUSIP: 3133D4JL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     594713 | PA      | $532813.39     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS SCA SICAV-SIF                                               | CBRE OPEN-ENDED FUNDS SCA SICAV-SIF 4.75% 03/27/2034 REGS                                               | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |     850000 | PA      | $1050061.48    | 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        |    2040443 | PA      | $2029573.92    | 0.01%             | 2034-08-25      | Variable      | 0.04%                 | 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        |       2448 | PA      | $2420.19       | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | 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        |        115 | PA      | $116.35        | 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        |      65791 | PA      | $52580.45      | 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        |        264 | PA      | $266.97        | 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        |    1800000 | PA      | $1840500.00    | 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        |    1725000 | PA      | $1747368.08    | 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        |    6145543 | PA      | $5522249.68    | 0.03%             | 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        |    1463333 | PA      | $1300551.94    | 0.01%             | 2048-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                         | IQVIA INC 6.25% 06/01/2032 144A                                                                         | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    2495000 | PA      | $2571888.42    | 0.01%             | 2032-06-01      | Fixed         | 0.06%                 | 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        |     315000 | PA      | $170375.28     | 0.00%             | 2048-09-15      | Variable      | 0.03%                 | No            |                  3 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 8/39 #724223                                                                                 | CUSIP: 3620AASL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     140699 | PA      | $140273.24     | 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        |       3965 | PA      | $3969.66       | 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        |       8790 | PA      | $8622.46       | 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        |         15 | PA      | $15.19         | 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        |     441000 | PA      | $413377.92     | 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        |     664000 | PA      | $673470.63     | 0.00%             | 2062-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 04/01/2052#FS7061                                                                          | CUSIP: 3140XNZ31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     983717 | PA      | $853455.75     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 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        |     580000 | PA      | $549097.25     | 0.00%             | 2034-05-15      | Fixed         | 0.07%                 | 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        |    3400000 | PA      | $3398937.50    | 0.02%             | 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        |     650000 | PA      | $634765.63     | 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        |    1315000 | PA      | $1326657.74    | 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        |    1160000 | PA      | $1231055.80    | 0.01%             | 2031-03-01      | Fixed         | 0.08%                 | 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        |    1880000 | PA      | $1874666.06    | 0.01%             | 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        |      16020 | PA      | $16270.32      | 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        |    2828999 | PA      | $2825462.81    | 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        |    1255000 | PA      | $1119585.50    | 0.01%             | 2030-10-14      | Fixed         | 0.02%                 | 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        |       5664 | PA      | $5524.13       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HOLDING 3 OY                                                             | AHLSTROM HOLDING 3 OY 4.875% 02/04/2028 144A                                                            | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |     965000 | PA      | $926729.56     | 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        |    2726127 | PA      | $2388142.99    | 0.01%             | 2051-05-01      | 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        |       2784 | PA      | $2697.61       | 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        |     659317 | PA      | $632202.72     | 0.00%             | 2040-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOURISH BUYER I INC                                                               | ACTUS NUTRITION TERM B 1LN 07/12/2032                                                                   | CUSIP: 66979CAH4<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |    3790000 | PA      | $3761575.00    | 0.02%             | 2032-07-12      | Variable      | 0.09%                 | 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        |       3501 | PA      | $3503.81       | 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        |     254000 | PA      | $177607.95     | 0.00%             | 2049-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                   | QATAR PETROLEUM 3.125% 07/12/2041 144A                                                                  | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    2485000 | PA      | $1868096.76    | 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        |     320000 | PA      | $320000.00     | 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        |      11727 | PA      | $11355.72      | 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        |     467046 | PA      | $457537.97     | 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        |    1077000 | PA      | $935663.89     | 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      | $253908.00     | 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        |    3198230 | PA      | $3205226.25    | 0.01%             | 2041-04-15      | Variable      | 0.06%                 | 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        |       2321 | PA      | $2317.60       | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | 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        |     250379 | PA      | $229748.15     | 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        |      34510 | PA      | $32469.89      | 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        |    1600000 | PA      | $1611280.00    | 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        |    1472000 | PA      | $1514259.65    | 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        |       2357 | PA      | $2445.04       | 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        |      13658 | PA      | $13334.31      | 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        |       5950 | PA      | $5802.68       | 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        |       8955 | PA      | $8967.78       | 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        |   10520000 | PA      | $10855709.51   | 0.05%             | 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        |   12152000 | PA      | $12185126.35   | 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        |     416000 | PA      | $394170.98     | 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        |    1155000 | PA      | $1184916.89    | 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        |    1554000 | PA      | $1569734.25    | 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        |   17154000 | PA      | $17666794.81   | 0.08%             | 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        |    1920000 | PA      | $1121280.00    | 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        |     407000 | PA      | $877.09        | 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        |    2535447 | PA      | $2142795.61    | 0.01%             | 2052-04-01      | 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        |    8621000 | PA      | $7683994.72    | 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        |     545000 | PA      | $566289.06     | 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        |        819 | PA      | $831.47        | 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        |        151 | PA      | $150.93        | 0.00%             | 2026-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 04/01/2051#SD8142                                                                          | CUSIP: 3132DWBK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2192787 | PA      | $1920241.04    | 0.01%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H4 MTG TR                                                              | CROSS 2025-H4 MTG TR A1 VAR 06/25/2070 144A                                                             | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4058200 | PA      | $4091094.25    | 0.02%             | 2070-06-25      | Variable      | 0.06%                 | 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        |     390000 | PA      | $19500.00      | 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        |        753 | PA      | $768.58        | 0.00%             | 2034-07-01      | 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        |      10133 | PA      | $10146.18      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 05/01/2051#CB0506                                                                        | CUSIP: 3140QKR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9302698 | PA      | $7885294.80    | 0.04%             | 2051-05-01      | Fixed         | 0.03%                 | 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        |      45381 | PA      | $3953.60       | 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        |    1216401 | PA      | $1185849.07    | 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        |    1510000 | PA      | $1546632.60    | 0.01%             | 2029-06-15      | Fixed         | 0.06%                 | 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        |        919 | PA      | $931.03        | 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        |      39468 | PA      | $33103.80      | 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        |       2206 | PA      | $2166.77       | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 12/01/2033#FM4036                                                                        | CUSIP: 3140X7PW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5328115 | PA      | $5138000.86    | 0.02%             | 2033-12-01      | Fixed         | 0.03%                 | 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        |    1748690 | PA      | $1700601.33    | 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        |     689354 | PA      | $689353.85     | 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        |     652513 | PA      | $678460.31     | 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        |    2199488 | PA      | $2168562.71    | 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        |     977960 | PA      | $817177.95     | 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        |         28 | PA      | $28.44         | 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        |       7253 | PA      | $6621.45       | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 4% 09/01/2055 #TBA                                                                            | CUSIP: 01F040693<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   42000000 | PA      | $39199452.60   | 0.18%             | 2055-09-01      | Fixed         | 0.04%                 | 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        |    1725000 | PA      | $1918407.00    | 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        |      10004 | PA      | $9647.54       | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | 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        |    3220000 | PA      | $3211749.65    | 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        |    1185000 | PA      | $1299794.51    | 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        |     319063 | PA      | $327864.06     | 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        |      68812 | PA      | $66785.35      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                  | WILLIAMS COS INC 5.75% 06/24/2044                                                                       | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    6964000 | PA      | $6793316.19    | 0.03%             | 2044-06-24      | Fixed         | 0.06%                 | 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        |      15471 | PA      | $15026.72      | 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        |    5107224 | PA      | $5089910.35    | 0.02%             | 2027-10-30      | Variable      | 0.08%                 | 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        |    1628550 | PA      | $1626009.46    | 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        |    1615000 | PA      | $1219325.00    | 0.01%             | 2035-07-31      | Variable      | 0.07%                 | 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        |    1960000 | PA      | $1937950.00    | 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        |     340000 | PA      | $331819.60     | 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        |        569 | PA      | $569.15        | 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        |     619000 | PA      | $607845.37     | 0.00%             | 2055-07-15      | Fixed         | 0.04%                 | 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        |      18016 | PA      | $17474.53      | 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        |    5631000 | PA      | $5324791.68    | 0.02%             | 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        |    1716000 | PA      | $1519668.66    | 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        |       2335 | PA      | $2371.46       | 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        |     626000 | PA      | $664519.78     | 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        |     144216 | PA      | $115799.23     | 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        |    1082000 | PA      | $45985.00      | 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        |     830000 | PA      | $847708.05     | 0.00%             | 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        |     195307 | PA      | $177669.27     | 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        |    1600000 | NC      | $201760.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                                                             | SABRE INDUSTRIES TERM 1LN 8/23/2032                                                                     | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    1445000 | PA      | $1444638.75    | 0.01%             | 2032-08-23      | Variable      | 0.00%                 | 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        |      48481 | PA      | $45757.57      | 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        |   37423501 | PA      | $37034251.87   | 0.17%             | 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        |         30 | PA      | $29.75         | 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        |     785000 | PA      | $764215.56     | 0.00%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                     | SMYRNA READY MIX LLC 8.875% 11/15/2031 144A                                                             | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1696151.58    | 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        |    1423644 | PA      | $1425423.45    | 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        |   43057000 | PA      | $42804712.68   | 0.20%             | 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        |         58 | PA      | $59.69         | 0.00%             | 2029-07-01      | Fixed         | 0.06%                 | 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        |    1710487 | PA      | $1267898.24    | 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        |    2331487 | PA      | $2100669.79    | 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        |    2397870 | PA      | $2471490.37    | 0.01%             | 2053-09-01      | Fixed         | 0.06%                 | 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        |        157 | PA      | $158.70        | 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        |     212532 | PA      | $200242.11     | 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        |      38524 | PA      | $35045.29      | 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        |      21881 | PA      | $21777.96      | 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        |      23993 | PA      | $23200.90      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NATL ASSN MCLEAN VA                                                   | CAPITAL ONE NATL ASN MCLEAN VA 4.682%/VAR 08/09/2028                                                    | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    5039000 | PA      | $5154066.47    | 0.02%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6% 11/35 #AD0687                                                                                   | CUSIP: 31418MXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63539 | PA      | $66438.90      | 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        |     880881 | PA      | $870134.09     | 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        |    2467891 | PA      | $2080580.20    | 0.01%             | 2031-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 05/01/2051#CB0531                                                                          | CUSIP: 3140QKSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     418501 | PA      | $366615.42     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | 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        |      10793 | PA      | $10959.51      | 0.00%             | 2039-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                   | STANDARD BUILDING SOLUTIONS INC 6.25% 08/01/2033 144A                                                   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2454568.88    | 0.01%             | 2033-08-01      | Fixed         | 0.06%                 | 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        |      66066 | PA      | $66081.99      | 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        |        542 | PA      | $561.24        | 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        |         52 | PA      | $53.10         | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MORGAN STANLEY 5.664%/VAR 04/17/2036                                                                    | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9117000 | PA      | $9489669.32    | 0.04%             | 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        |     200000 | NC      | $-2684.40      | -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        |       7746 | PA      | $7460.11       | 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        |     662000 | PA      | $662187.68     | 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        |    2093503 | PA      | $2051200.35    | 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        |       4915 | PA      | $4751.76       | 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        |    2900000 | PA      | $3079475.20    | 0.01%             | 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        |    7918000 | PA      | $7929877.00    | 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        |        144 | PA      | $149.59        | 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        |   18477000 | PA      | $19585505.81   | 0.09%             | 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        |    5533776 | PA      | $5445567.58    | 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        |        159 | PA      | $164.15        | 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        |         75 | PA      | $76.31         | 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        |   20561720 | PA      | $21540523.91   | 0.10%             | 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        |         33 | PA      | $33.30         | 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        |   10807942 | PA      | $8674904.10    | 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        |   30867000 | PA      | $30976388.33   | 0.14%             | 2031-04-04      | Variable      | 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              | BM        |   17577000 | PA      | $17627006.57   | 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        |      13073 | PA      | $11973.59      | 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        |     555000 | PA      | $589410.00     | 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        |    1399922 | PA      | $1306073.79    | 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        |    1221938 | PA      | $1224735.74    | 0.01%             | 2032-02-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                         | DLLAD LLC 4.42% 09/20/2030 144A                                                                         | CUSIP: 23347BAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2800000 | PA      | $2823615.48    | 0.01%             | 2030-09-20      | Fixed         | 0.04%                 | 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        |        115 | PA      | $117.42        | 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        |    3772887 | PA      | $3400257.92    | 0.02%             | 2040-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017                                                      | WFCM 2017-C42 ASB 3.488% 12/15/2050                                                                     | CUSIP: 95001GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1833237 | PA      | $1820574.16    | 0.01%             | 2050-12-15      | Fixed         | 0.03%                 | 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        |    1001000 | PA      | $1001000.00    | 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        |       8993 | PA      | $8174.40       | 0.00%             | 2043-04-15      | Fixed         | 0.03%                 | 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        |     990000 | PA      | $990714.78     | 0.00%             | 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        |    4795000 | PA      | $4945328.05    | 0.02%             | 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        |     830000 | PA      | $851731.06     | 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        |    1387184 | PA      | $1215634.81    | 0.01%             | 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        |     348177 | PA      | $342715.55     | 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        |        682 | PA      | $711.15        | 0.00%             | 2041-04-01      | Variable      | 0.07%                 | 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        |     618000 | PA      | $612182.89     | 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        |     325000 | PA      | $301236.00     | 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        |     840000 | PA      | $836036.71     | 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        |    8832038 | PA      | $8828328.37    | 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        |      34165 | PA      | $32939.40      | 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        |     168981 | PA      | $156761.96     | 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        |        146 | PA      | $148.27        | 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        |       1259 | PA      | $1278.53       | 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        |    1455000 | PA      | $1313137.50    | 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        |      22833 | PA      | $22208.13      | 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        |   10822357 | PA      | $11083606.03   | 0.05%             | 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        |    4762658 | PA      | $4474538.88    | 0.02%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 3% 08/01/2038#FM8189                                                                          | CUSIP: 3140XCC30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20341 | PA      | $19457.49      | 0.00%             | 2038-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                | DOMINICAN REPUBLIC 7.45% 04/30/2044 144A                                                                | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     401000 | PA      | $429473.69     | 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        |    1968695 | PA      | $1913852.56    | 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        |    1201032 | PA      | $1186110.94    | 0.01%             | 2050-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                      | NOVELIS CORP 6.875% 01/30/2030 144A                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2230867.95    | 0.01%             | 2030-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 12/01/2040#AE6222                                                                        | CUSIP: 31419G4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4872 | PA      | $4738.57       | 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        |       2513 | PA      | $2555.61       | 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        |   14504419 | PA      | $14850020.00   | 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        |          7 | PA      | $6.58          | 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        |     131757 | PA      | $126188.16     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | 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        |      17540 | PA      | $17153.18      | 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        |    3856513 | PA      | $3850496.70    | 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        |     328914 | PA      | $334109.94     | 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        |     768429 | PA      | $497557.78     | 0.00%             | 2029-02-01      | Variable      | 0.04%                 | 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        |        105 | PA      | $0.02          | 0.00%             | 2026-07-25      | Fixed         | 0.04%                 | 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        |    6775000 | PA      | $6816676.41    | 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        |    1365000 | PA      | $1450928.12    | 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        |     976128 | PA      | $681623.15     | 0.00%             | 2045-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 3.5% 04/01/2037#ZA2455                                                                        | CUSIP: 31329KWQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12868 | PA      | $12396.26      | 0.00%             | 2037-04-01      | Fixed         | 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        |       1331 | PA      | $1348.76       | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | 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        |   10754000 | PA      | $10786036.17   | 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        |     476113 | PA      | $466328.95     | 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        |     560000 | PA      | $534100.00     | 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        |     400000 | PA      | $332900.00     | 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        |      95501 | PA      | $89549.69      | 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        |    5444732 | PA      | $5395331.07    | 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        |         57 | PA      | $57.08         | 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        |   14497000 | PA      | $14539592.19   | 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        |   16975000 | PA      | $17754114.99   | 0.08%             | 2028-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 07/01/2053#FS5067                                                                          | CUSIP: 3140XLTZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1467673 | PA      | $1519155.11    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | 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        |     830000 | PA      | $2079.15       | 0.00%             | 2027-06-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 6.5% 05/20/2055#MB0368                                                                          | CUSIP: 3618N5MS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29435514 | PA      | $30318965.26   | 0.14%             | 2055-05-20      | Fixed         | 0.07%                 | 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        |      15194 | PA      | $14228.05      | 0.00%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC                                                    | HAMILTON PROJECTS TERM B 1LN 05/30/2031                                                                 | CUSIP: 40444KAF2<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     760000 | PA      | $761900.00     | 0.00%             | 2031-05-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XVIII LTD                                                        | SIXTH STREET CLO XVIII LTD 2021-18A A1R TSFR3M+125 10/17/2038 144A                                      | CUSIP: 83012HAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12284000 | PA      | $12284000.00   | 0.06%             | 2038-10-17      | Variable      | 0.00%                 | 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        |      19883 | PA      | $19911.84      | 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        |      16949 | PA      | $16887.66      | 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        |     305000 | PA      | $321334.69     | 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        |      22234 | PA      | $22591.01      | 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        |      27477 | PA      | $27922.93      | 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        |       1416 | PA      | $1439.50       | 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        |      88085 | PA      | $70673.07      | 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        |     335061 | PA      | $333068.39     | 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        |        335 | PA      | $343.91        | 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        |     902000 | PA      | $916883.00     | 0.00%             |  |  |  | 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        |     855000 | PA      | $893831.54     | 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        |     546681 | PA      | $506001.58     | 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        |     840000 | PA      | $503210.40     | 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        |     615000 | PA      | $518914.55     | 0.00%             | 2045-06-15      | Fixed         | 0.04%                 | No            |                  2 | 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        |    2145910 | PA      | $1810231.65    | 0.01%             | 2050-10-01      | 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        |    1192100 | PA      | $1194335.18    | 0.01%             | 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        |    1195000 | PA      | $1234277.26    | 0.01%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| 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        |    1897674 | PA      | $1902708.96    | 0.01%             | 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        |     660000 | PA      | $553575.00     | 0.00%             | 2032-04-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 11/32#MA3218                                                                               | CUSIP: 31418CSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16784 | PA      | $16343.79      | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                       | BEACH ACQUISITION BIDCO LLC PIK VAR 07/15/2033 144A                                                     | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $2382966.48    | 0.01%             | 2033-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 12/01/2048#CA2797                                                                        | CUSIP: 3140QADB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3301611 | PA      | $3243686.04    | 0.02%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 8/41 #768137                                                                                 | CUSIP: 36176KEJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11505 | PA      | $11154.27      | 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        |       7170 | PA      | $6779.34       | 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        |         31 | PA      | $31.73         | 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        |     800000 | NC      | $94343.36      | 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        |      12987 | PA      | $12047.99      | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                              | WR GRACE TERM B 1LN 3/16/2027                                                                           | CUSIP: 92943HAD1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    1520000 | PA      | $1518100.00    | 0.01%             | 2027-03-16      | Variable      | 0.07%                 | 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        |     412722 | PA      | $333847.18     | 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        |     451493 | PA      | $442893.72     | 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        |         48 | PA      | $49.01         | 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        |        264 | PA      | $268.07        | 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        |       4109 | PA      | $4235.04       | 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        |       2340 | PA      | $2449.88       | 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        |      16958 | PA      | $16022.30      | 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        |     908512 | PA      | $819182.84     | 0.00%             | 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        |       2710 | PA      | $2710.19       | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                              | VERISK ANALYTICS INC 5.125% 02/15/2036                                                                  | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    9850000 | PA      | $9785240.39    | 0.05%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                               | SYNCHRONY FINANCIAL 3.95% 12/01/2027                                                                    | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   14204000 | PA      | $14012026.26   | 0.07%             | 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        |         47 | PA      | $48.07         | 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        |    1600000 | PA      | $1605009.84    | 0.01%             | 2049-04-02      | Variable      | 0.05%                 | 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        |    4245000 | PA      | $4129257.44    | 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        |    7590000 | PA      | $7608231.18    | 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        |   15900000 | PA      | $16021220.01   | 0.07%             | 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        |       5741 | PA      | $5371.86       | 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        |    3790000 | PA      | $3840365.31    | 0.02%             | 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        |       1670 | PA      | $1698.26       | 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        |     672000 | PA      | $383686.87     | 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        |        828 | PA      | $857.35        | 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: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    2583551 | PA      | $2581483.85    | 0.01%             | 2031-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 06/01/2049#FM4216                                                                        | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2463310 | PA      | $2267483.64    | 0.01%             | 2049-06-01      | Fixed         | 0.04%                 | 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        |     328000 | PA      | $310427.73     | 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        |     158291 | PA      | $154642.75     | 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        |      36675 | PA      | $35704.11      | 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        |     992924 | PA      | $937461.62     | 0.00%             | 2047-04-20      | Fixed         | 0.04%                 | 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        |        104 | PA      | $109.59        | 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        |     400000 | PA      | $411876.00     | 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        |    1220000 | PA      | $1206853.65    | 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        |    4599243 | PA      | $4767758.13    | 0.02%             | 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        |     199473 | PA      | $194453.38     | 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        |    1830000 | PA      | $1780217.78    | 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        |    1053000 | PA      | $997717.50     | 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        |        236 | PA      | $246.84        | 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        |        298 | PA      | $315.83        | 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        |      23776 | PA      | $24152.62      | 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        |         52 | PA      | $53.54         | 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        |     648000 | PA      | $617607.57     | 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        |    2913000 | PA      | $3039867.56    | 0.01%             | 2054-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 3% 07/01/2036#MA2672                                                                          | CUSIP: 31418B6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     168158 | PA      | $160446.93     | 0.00%             | 2036-07-01      | Fixed         | 0.03%                 | 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        |        646 | PA      | $671.94        | 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        |      39797 | PA      | $33433.33      | 0.00%             | 2036-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                                                | INMARSAT TERM B 1LN 12/12/26                                                                            | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | LON              | CORP              | LU        |      73456 | PA      | $73272.67      | 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        |     735000 | PA      | $765605.86     | 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        |        464 | PA      | $471.18        | 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        |    2909000 | PA      | $2916727.03    | 0.01%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ENERGY TRANSFER LP 6.5%/VAR 02/15/2056                                                                  | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     115000 | PA      | $114250.42     | 0.00%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                 | HERC HOLDINGS INC 7% 06/15/2030 144A                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $2253232.41    | 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        |     473000 | PA      | $478595.35     | 0.00%             | 2056-02-15      | Variable      | 0.06%                 | 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        |     600000 | PA      | $30000.00      | 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        |       8147 | PA      | $7907.61       | 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        |     267000 | PA      | $13394.19      | 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        |    4312336 | PA      | $3930742.34    | 0.02%             | 2046-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2% 05/01/2036#FM6899                                                                          | CUSIP: 3140XAUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     345735 | PA      | $319722.11     | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | 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        |   21000000 | PA      | $21770697.27   | 0.10%             | 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        |     337120 | PA      | $327390.32     | 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        |      10986 | PA      | $11173.63      | 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        |     620000 | PA      | $632730.46     | 0.00%             | 2033-03-15      | 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        |    3132085 | PA      | $3147631.02    | 0.01%             | 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        |    1453433 | PA      | $1173852.83    | 0.01%             | 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        |    6754266 | PA      | $5755159.36    | 0.03%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                  | WILLIAMS COS INC 4.65% 08/15/2032                                                                       | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   34934000 | PA      | $34490328.42   | 0.16%             | 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        |    7640000 | PA      | $7336095.39    | 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        |    2074853 | PA      | $1784793.02    | 0.01%             | 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        |    1162088 | PA      | $1163052.03    | 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        |    1189245 | PA      | $1188828.81    | 0.01%             | 2028-11-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017-C38                                                  | WELLS FARGO COML MTG TR 2017-C38 3.261% 07/15/2050                                                      | CUSIP: 95001MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1408433 | PA      | $1399193.78    | 0.01%             | 2050-07-15      | 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        |     346000 | PA      | $353459.41     | 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        |     103154 | PA      | $98693.51      | 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        |         10 | PA      | $10.23         | 0.00%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                                   | CEMEX SAB DE CV T5Y+NA PERP 144A                                                                        | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | EP               | CORP              | MX        |     865000 | PA      | $890690.50     | 0.00%             |  |  |  | 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        |         28 | PA      | $28.92         | 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        |   39899317 | PA      | $38447193.75   | 0.18%             | 2054-11-20      | Fixed         | 0.04%                 | 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        |       2418 | PA      | $2410.22       | 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        |       9962 | PA      | $10119.09      | 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        |        590 | PA      | $620.50        | 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        |      30188 | PA      | $31065.54      | 0.00%             | 2035-09-25      | Fixed         | 0.06%                 | 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        |       6528 | PA      | $6632.22       | 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        |    4456178 | PA      | $4534945.95    | 0.02%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                 | TELUS CORPORATION 7%/VAR 10/15/2055                                                                     | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     609000 | PA      | $624944.23     | 0.00%             | 2055-10-15      | Variable      | 0.07%                 | 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        |    8410000 | PA      | $8412523.00    | 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        |      20029 | PA      | $18483.89      | 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        |    1895000 | PA      | $1918842.89    | 0.01%             | 2029-10-15      | Fixed         | 0.06%                 | 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        |    1185245 | PA      | $1162762.01    | 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        |        252 | PA      | $255.32        | 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        |    4097925 | PA      | $4096121.91    | 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        |      10801 | PA      | $10940.91      | 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        |      58507 | PA      | $46942.18      | 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        |        401 | PA      | $407.67        | 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        |       1214 | PA      | $1233.53       | 0.00%             | 2039-11-15      | Fixed         | 0.05%                 | 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        |    1475550 | PA      | $1473362.39    | 0.01%             | 2038-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                 | EURO-BUND FUTURE SEP25 RXU5                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         23 | NC      | $-4868.64      | -0.00%            |  |  |  | No            |                  1 | 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        |       1266 | PA      | $1286.30       | 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        |        817 | PA      | $845.21        | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2% 02/01/2036#FM6089                                                                          | CUSIP: 3140X9XT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     330044 | PA      | $304592.83     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | 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        |      13427 | PA      | $12251.57      | 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        |       8138 | PA      | $8266.39       | 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        |       2504 | PA      | $2542.80       | 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        |       2020 | PA      | $2019.93       | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                  | VODAFONE GROUP PLC BPSW5+NA 10/03/2078 REGS                                                             | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    2300000 | PA      | $3106632.82    | 0.01%             | 2078-10-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                                           | CAN 10YR BOND FUT DEC25 CNZ5                                                                            | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |        155 | NC      | $85418.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEMOR INC                                                                      | STONEMOR INC 8.5% 05/15/2029 144A                                                                       | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2765000 | PA      | $2667477.07    | 0.01%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 02/01/2052#BV2206                                                                          | CUSIP: 3140MFNY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     768163 | PA      | $672686.84     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | 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        |     500000 | PA      | $592099.48     | 0.00%             | 2037-03-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 07/01/2033#709252                                                                          | CUSIP: 31401H5M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31927 | PA      | $32319.56      | 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        |     704835 | PA      | $633539.28     | 0.00%             | 2041-05-01      | Fixed         | 0.03%                 | 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        |     798000 | PA      | $795014.36     | 0.00%             | 2036-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.75% 06/06/2028                                     | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $10371956.40   | 0.05%             | 2028-06-06      | Fixed         | 0.06%                 | 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        |    2595000 | PA      | $2575537.50    | 0.01%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 10/01/2043#Q22486                                                                        | CUSIP: 3132JPXP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12082 | PA      | $11713.69      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | 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        |       6788 | PA      | $6225.41       | 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        |    1040000 | PA      | $989005.26     | 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        |     282000 | PA      | $266277.82     | 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        |    3667361 | PA      | $3666215.36    | 0.02%             | 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        |   14168000 | PA      | $14168000.00   | 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        |     794066 | PA      | $700084.32     | 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        |       5654 | PA      | $6006.38       | 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        |     779485 | PA      | $702769.07     | 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        |    2632982 | PA      | $2639652.10    | 0.01%             | 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        |       2836 | PA      | $2859.83       | 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        |        107 | PA      | $108.62        | 0.00%             | 2028-02-15      | 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        |       7293 | PA      | $7091.60       | 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        |    8796000 | PA      | $8556171.17    | 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        |     134418 | PA      | $134633.72     | 0.00%             | 2061-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                     | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    3178000 | PA      | $3120113.97    | 0.01%             | 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        |      25661 | PA      | $25687.68      | 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        |      16223 | PA      | $16240.16      | 0.00%             | 2035-03-01      | Fixed         | 0.04%                 | 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        |    1344000 | PA      | $1335508.34    | 0.01%             | 2039-04-17      | Fixed         | 0.06%                 | 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        |      19963 | PA      | $19343.48      | 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        |    2525000 | PA      | $2676247.50    | 0.01%             | 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        |       9534 | PA      | $10007.99      | 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        |    1150000 | PA      | $1207118.20    | 0.01%             | 2031-06-15      | Fixed         | 0.07%                 | 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        |      10089 | PA      | $10103.70      | 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        |     475768 | PA      | $384250.00     | 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        |      29570 | PA      | $27288.63      | 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        |   18190000 | NC      | $622091.45     | 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        |        129 | PA      | $131.21        | 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        |    7634008 | PA      | $7626069.00    | 0.04%             | 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        |   83500000 | PA      | $87962031.25   | 0.41%             | 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        |     795943 | PA      | $726013.88     | 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        |      70403 | PA      | $73732.24      | 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        |     539912 | PA      | $535578.41     | 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        |     263382 | PA      | $247361.46     | 0.00%             | 2043-03-20      | Fixed         | 0.04%                 | 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        |      17519 | PA      | $17823.53      | 0.00%             | 2033-06-01      | Variable      | 0.06%                 | 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        |        234 | PA      | $247.55        | 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        |       5287 | PA      | $4983.02       | 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        |       7334 | PA      | $7345.24       | 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        |        175 | PA      | $177.82        | 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        |    4455000 | PA      | $1653918.75    | 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        |      21454 | PA      | $21429.75      | 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        |       7992 | PA      | $7765.05       | 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        |     480000 | PA      | $436800.00     | 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        |     555000 | PA      | $557991.45     | 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        |        113 | PA      | $118.57        | 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        |          3 | PA      | $2.89          | 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        |        384 | PA      | $397.83        | 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        |    4090000 | PA      | $3507175.00    | 0.02%             | 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        |      26755 | PA      | $2695.00       | 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        |       3721 | PA      | $3779.64       | 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        |       7832 | PA      | $7685.30       | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                | JPSW SWAP CDS 12/20/30 HEIGR B                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    3250000 | NC      | $-839316.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                      | UNIVISION COMMUNICATIONS INC 9.375% 08/01/2032 144A                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $3380425.32    | 0.02%             | 2032-08-01      | Fixed         | 0.09%                 | 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        |    1782902 | PA      | $1748248.14    | 0.01%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 01/01/2032#MA2871                                                                          | CUSIP: 31418CFM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4377 | PA      | $4272.88       | 0.00%             | 2032-01-01      | 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        |    7342851 | PA      | $5921213.36    | 0.03%             | 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        |         96 | PA      | $97.51         | 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        |     335000 | PA      | $291522.56     | 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        |          9 | PA      | $8.76          | 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        |       9585 | PA      | $9242.87       | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                              | ROCKET COS INC 6.375% 08/01/2033 144A                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2030000 | PA      | $2106581.87    | 0.01%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 4/40 #A91937                                                                                 | CUSIP: 312940EJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60780 | PA      | $61808.82      | 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        |     400000 | PA      | $414268.00     | 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        |      37251 | PA      | $37301.93      | 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: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     485000 | PA      | $481362.50     | 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        |     188000 | PA      | $154875.34     | 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        |    4144711 | PA      | $3915129.92    | 0.02%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TRANSDIGM TERM J 1LN 02/28/2031                                                                         | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     355509 | PA      | $355732.97     | 0.00%             | 2031-02-28      | Variable      | 0.07%                 | 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        |    1415000 | PA      | $1455074.22    | 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        |         52 | PA      | $52.95         | 0.00%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                                                     | WHITE CAP SUPPLY HOLDINGS TERM B 1LN 10/31/2029                                                         | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    3284673 | PA      | $3285000.98    | 0.02%             | 2029-10-31      | 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        |        146 | PA      | $153.92        | 0.00%             | 2032-02-01      | Fixed         | 0.07%                 | 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        |    1503000 | PA      | $677153.35     | 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        |    1725000 | PA      | $1620764.46    | 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        |        736 | PA      | $753.31        | 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        |    1090794 | PA      | $972500.22     | 0.00%             | 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        |     110000 | PA      | $107107.04     | 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        |   11810000 | PA      | $11605216.73   | 0.05%             | 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        |      22875 | PA      | $22847.72      | 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        |       5385 | PA      | $5498.65       | 0.00%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                 | HERC HOLDINGS INC 7.25% 06/15/2033 144A                                                                 | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1573479.00    | 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        |   20184000 | PA      | $16520980.84   | 0.08%             | 2063-04-01      | Fixed         | 0.06%                 | 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        |        894 | PA      | $956.16        | 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        |        127 | PA      | $128.44        | 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        |    4281000 | PA      | $4216999.48    | 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        |      10387 | PA      | $10223.86      | 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        |    2565000 | PA      | $2557003.10    | 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        |     199779 | PA      | $179079.75     | 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        |     560000 | PA      | $547752.80     | 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        |    1892000 | PA      | $1712394.14    | 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        |      93672 | PA      | $95065.30      | 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        |    6956238 | PA      | $7064888.10    | 0.03%             | 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        |       1925 | PA      | $2007.54       | 0.00%             | 2041-07-01      | Variable      | 0.06%                 | 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        |         66 | PA      | $66.33         | 0.00%             | 2026-09-01      | 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        |    8099762 | PA      | $8177123.77    | 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        |    2400000 | PA      | $2839859.67    | 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        |    1150000 | PA      | $1139650.00    | 0.01%             | 2030-02-23      | Fixed         | 0.07%                 | 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        |    5347941 | PA      | $4329246.99    | 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        |       7064 | PA      | $6913.88       | 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        |   13055065 | PA      | $12378551.91   | 0.06%             | 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        |     920000 | PA      | $929821.00     | 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        |    1069000 | PA      | $1080111.19    | 0.01%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| 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        |        885 | PA      | $882.87        | 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        |       4928 | PA      | $4911.72       | 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        |      17010 | PA      | $16656.92      | 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        |    2685000 | PA      | $2848618.53    | 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        |    9710000 | NC      | $329085.69     | 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        |     151000 | PA      | $131780.57     | 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        |    2200000 | PA      | $2255404.80    | 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        |     208724 | PA      | $160305.61     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | 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        |    4792133 | PA      | $4571359.52    | 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        |    4415000 | PA      | $5134892.63    | 0.02%             |  |  |  | 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        |       1553 | PA      | $1563.73       | 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        |         33 | PA      | $33.11         | 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        |     531000 | PA      | $384071.29     | 0.00%             | 2055-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP LP                                         | AMERICOLD REALTY OPERATING PARTNERSHIP LP 5.409% 09/12/2034                                             | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     860000 | PA      | $844851.73     | 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        |    1605000 | PA      | $1627537.41    | 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        |    1453586 | PA      | $1271810.51    | 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        |     275000 | PA      | $380918.33     | 0.00%             | 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        |     250000 | PA      | $260661.25     | 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        |       1647 | PA      | $1654.52       | 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        |     128549 | PA      | $125344.70     | 0.00%             | 2040-11-01      | 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        |    4991532 | PA      | $4970033.73    | 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        |         43 | PA      | $43.30         | 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        |         53 | PA      | $53.94         | 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        |    1035000 | PA      | $1115406.05    | 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        |    1605733 | PA      | $1604046.63    | 0.01%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                                                              | REGAL CINEWORLD TERM B 1LN 12/02/2031                                                                   | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    5990860 | PA      | $5983371.88    | 0.03%             | 2031-12-02      | Variable      | 0.09%                 | 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        |         41 | PA      | $41.72         | 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        |     493257 | PA      | $394675.68     | 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        |     213481 | PA      | $107807.91     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ACCENTRO 2 WOHNEIGENTUM GMBH                                                      | ACCENTRO 2 WOHNEIGENTUM GMBH 20% 09/30/2025                                                             | CUSIP: N/A<br>LEI: 89450029G1XWU8H02364       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $233980.00     | 0.00%             | 2025-09-30      | Fixed         | 0.20%                 | No            |                  3 | On Loan: No      |
| DOTDASH MEREDITH INC                                                              | DOTDASH MEREDITH TERM B 1LN 06/16/2032                                                                  | CUSIP: 25849KAH0<br>LEI: 549300R2AA7U9CJUQO13 | Long             | LON              | CORP              | US        |    1710000 | PA      | $1704305.70    | 0.01%             | 2032-06-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                               | COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A                                              | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6422000 | PA      | $6798141.87    | 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        |      47617 | PA      | $44877.01      | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | 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        |     115333 | PA      | $114988.84     | 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        |    8935000 | PA      | $9657247.77    | 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        |      10525 | PA      | $10540.31      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                              | CLEVELAND-CLIFFS INC 7.375% 05/01/2033 144A                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     640000 | PA      | $637672.45     | 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        |    1160000 | PA      | $1157827.20    | 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        |     760000 | PA      | $787572.80     | 0.00%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                   | CVS HEALTH CORP 4.78% 03/25/2038                                                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   10528000 | PA      | $9688239.24    | 0.05%             | 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        |   24197000 | PA      | $22623374.00   | 0.11%             | 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        |          6 | PA      | $6.18          | 0.00%             | 2027-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 4% 09/01/2055 #TBA                                                                            | CUSIP: 01F040693<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -42000000 | PA      | $-39199452.60  | -0.18%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 06/01/2045#Q34164                                                                        | CUSIP: 3132QQTW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     599163 | PA      | $559823.46     | 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        |    1154664 | PA      | $1156107.03    | 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        |    1616000 | PA      | $1616008.08    | 0.01%             | 2039-05-17      | Variable      | 0.09%                 | 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        |     380941 | PA      | $353371.82     | 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        |  209752000 | PA      | $216929461.74  | 1.01%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS INC                                                          | TRICORBRAUN TERM B 1LN 07/30/2031                                                                       | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    2791008 | PA      | $2774206.04    | 0.01%             | 2031-07-30      | Variable      | 0.00%                 | 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        |     105137 | PA      | $98462.92      | 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        |   12818000 | PA      | $13100771.36   | 0.06%             | 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        |     681000 | PA      | $544981.28     | 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        |     900000 | PA      | $885497.92     | 0.00%             | 2045-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4% 10/01/2055 #TBA                                                                              | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23300000 | PA      | $21722918.53   | 0.10%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 5% 09/01/2055 #TBA                                                                            | CUSIP: 01F050692<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -3100000 | PA      | $-3057253.79   | -0.01%            | 2055-09-01      | Fixed         | 0.05%                 | 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        |       3524 | PA      | $3672.36       | 0.00%             | 2041-09-01      | Variable      | 0.07%                 | 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        |    1756926 | PA      | $1750618.27    | 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        |    9431318 | PA      | $9112590.37    | 0.04%             | 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        |    1100000 | PA      | $1131152.34    | 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        |        567 | PA      | $574.80        | 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        |   10439000 | PA      | $10229632.18   | 0.05%             | 2030-07-01      | Fixed         | 0.04%                 | 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        |     540000 | PA      | $506471.40     | 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        |    2989032 | PA      | $2830015.59    | 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        |    1420000 | PA      | $1717993.88    | 0.01%             | 2029-07-18      | Fixed         | 0.04%                 | 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        |      92637 | PA      | $94081.21      | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                | UKRAINE GOVERNMENT STEP 02/01/2036 144A                                                                 | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     634177 | PA      | $334528.37     | 0.00%             | 2036-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3% 09/01/2055 #TBA                                                                              | CUSIP: 21H030690<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -50000000 | PA      | $-44290710.00  | -0.21%            | 2055-09-01      | Fixed         | 0.03%                 | 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        |      12457 | PA      | $12229.63      | 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        |    2146545 | PA      | $2025078.39    | 0.01%             | 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        |     770000 | PA      | $802970.63     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | 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        |    4033128 | PA      | $3535623.11    | 0.02%             | 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        |    1061000 | PA      | $955549.12     | 0.00%             | 2031-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                   | NXP B V/NXP FDG LLC/NXP USA INC 5.25% 08/19/2035                                                        | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   15607000 | PA      | $15507156.71   | 0.07%             | 2035-08-19      | Fixed         | 0.05%                 | 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        |       3288 | PA      | $3189.77       | 0.00%             | 2041-01-15      | 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        |       1679 | PA      | $1704.72       | 0.00%             | 2034-05-01      | Fixed         | 0.05%                 | 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        |      59056 | PA      | $54499.48      | 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        |     984349 | PA      | $788233.47     | 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        |       2477 | PA      | $2602.82       | 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        |   28368000 | PA      | $28738993.58   | 0.13%             | 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        |    8479000 | PA      | $8569717.24    | 0.04%             | 2047-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                                             | GACI FIRST INVESTMENT 5% 10/13/2027 REGS                                                                | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1215756.00    | 0.01%             | 2027-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4% 09/01/2055 #TBA                                                                              | CUSIP: 21H040699<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -46600000 | PA      | $-43456755.44  | -0.20%            | 2055-09-01      | Fixed         | 0.04%                 | 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        |      37187 | PA      | $34357.61      | 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        |     945406 | PA      | $878225.34     | 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        |      22869 | PA      | $21515.49      | 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        |    1534484 | PA      | $1378131.49    | 0.01%             | 2046-05-01      | Fixed         | 0.03%                 | 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        |    9782189 | PA      | $10027004.46   | 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        |    1250000 | PA      | $1269663.12    | 0.01%             | 2031-01-14      | Fixed         | 0.01%                 | 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        |        870 | PA      | $897.71        | 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        |         63 | PA      | $65.57         | 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        |    3294000 | PA      | $3279358.50    | 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        |        206 | PA      | $212.99        | 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        |    5344000 | PA      | $5346852.25    | 0.02%             | 2026-10-22      | Fixed         | 0.04%                 | 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        |       5181 | PA      | $5175.82       | 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        |     753000 | PA      | $689125.49     | 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        |       2128 | PA      | $2177.11       | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | 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        |     697000 | PA      | $696123.59     | 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        |      12041 | PA      | $12230.87      | 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        |   13866000 | PA      | $13911147.70   | 0.06%             | 2038-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 01/01/2052#FA1800                                                                          | CUSIP: 3140W2AA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3169098 | PA      | $2539688.55    | 0.01%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                               | KINETIK HOLDINGS LP 5.875% 06/15/2030 144A                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    2985000 | PA      | $3010566.53    | 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        |    2342300 | PA      | $2341714.43    | 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        |      62440 | PA      | $61188.55      | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER LLC                                                       | INVERSION ESCROW ISSUER LLC 6.75% 08/01/2032 144A                                                       | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2346853.80    | 0.01%             | 2032-08-01      | Fixed         | 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        |    6852000 | PA      | $6849432.90    | 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        |    1239000 | PA      | $1316541.45    | 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        |     798216 | PA      | $773775.37     | 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        |      84173 | PA      | $82564.31      | 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        |      14029 | PA      | $13673.95      | 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        |      87367 | PA      | $84419.07      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                 | CHILE REPUBLIC OF 3.25% 09/21/2071                                                                      | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     250000 | PA      | $150470.00     | 0.00%             | 2071-09-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                              | COLOMBIA REPUBLIC OF 8% 04/20/2033                                                                      | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     730000 | PA      | $783290.00     | 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        |     250000 | PA      | $258623.75     | 0.00%             | 2038-07-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                     | CITIGROUP INC 4.3% 11/20/2026                                                                           | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3067000 | PA      | $3067524.76    | 0.01%             | 2026-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RH                                                                                | RH TERM B2 1LN 10/20/2028                                                                               | CUSIP: 76133MAC5<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |     721767 | PA      | $698049.73     | 0.00%             | 2028-10-20      | Variable      | 0.08%                 | 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        |    1105000 | PA      | $1219929.37    | 0.01%             | 2034-10-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TRANSDIGM INC 6.25% 01/31/2034 144A                                                                     | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     385000 | PA      | $395029.70     | 0.00%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CFMT 2025-HB16                                                                    | CFMT 2025-HB16 A VAR 03/25/2035 144A                                                                    | CUSIP: 12531BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2411826 | PA      | $2370272.75    | 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        |    3456000 | PA      | $3575287.64    | 0.02%             | 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        |     630000 | PA      | $651677.04     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                                                             | CITADEL TERM B 1LN 10/31/2031                                                                           | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    6171526 | PA      | $6185658.98    | 0.03%             | 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        |      14674 | PA      | $14692.30      | 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        |     343000 | PA      | $306560.57     | 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        |    1501637 | PA      | $1431478.06    | 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        |        698 | PA      | $734.26        | 0.00%             | 2032-01-01      | 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        |    6608000 | PA      | $6147180.08    | 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        |       5427 | PA      | $5088.83       | 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        |       6604 | PA      | $6222.85       | 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        |        269 | PA      | $277.82        | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 04/01/2050#RA2457                                                                          | CUSIP: 3133KHWS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2693617 | PA      | $2374815.09    | 0.01%             | 2050-04-01      | 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        |     160000 | PA      | $150512.99     | 0.00%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                                | SASOL FING USA LLC 5.5% 03/18/2031                                                                      | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     355000 | PA      | $299292.37     | 0.00%             | 2031-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                              | SABRA HEALTH CARE LP 3.9% 10/15/2029                                                                    | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    4785000 | PA      | $4626385.77    | 0.02%             | 2029-10-15      | Fixed         | 0.04%                 | 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        |    1205541 | PA      | $1180225.18    | 0.01%             | 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        |    1156000 | PA      | $1145277.08    | 0.01%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOMESERVE USA CORP                                                                | HOMESERVE TERM B 1LN 10/21/2030                                                                         | CUSIP: 43761EAD0<br>LEI: 254900UCR2BMZVFOR729 | Long             | LON              | CORP              | US        |    2044125 | PA      | $2039750.57    | 0.01%             | 2030-10-21      | Variable      | 0.06%                 | 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        |    1642260 | PA      | $1644772.62    | 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 8/2/2028                                                                      | CUSIP: 24521WAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     694749 | PA      | $330005.96     | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | 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        |    9751477 | PA      | $9728658.68    | 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        |     849285 | PA      | $679548.54     | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                        | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 8.625% 06/15/2032 144A                       | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3235000 | PA      | $3181004.94    | 0.01%             | 2032-06-15      | Fixed         | 0.09%                 | 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        |     430000 | PA      | $446648.31     | 0.00%             | 2029-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                                                  | QUIDELORTHO TERM B 1LN 08/16/2032                                                                       | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |    4145000 | PA      | $4093187.50    | 0.02%             | 2032-08-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                               | AVANTOR TERM B6 1LN 11/08/2027                                                                          | CUSIP: 05350NAP9<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |     166054 | PA      | $166635.68     | 0.00%             | 2027-11-08      | Variable      | 0.06%                 | 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        |     195008 | PA      | $174925.06     | 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        |        206 | PA      | $212.82        | 0.00%             | 2034-08-15      | 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        |     741571 | PA      | $279572.35     | 0.00%             | 2029-10-03      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC               | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                  | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     705000 | PA      | $702403.20     | 0.00%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 8.00% 12/27 #436017                                                                                | CUSIP: 36207MK62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         69 | PA      | $69.33         | 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        |    2282316 | PA      | $2272286.49    | 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        |      42684 | PA      | $35700.46      | 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        |        779 | PA      | $795.89        | 0.00%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DRAGON BUYER INC                                                                  | NCR VOYIX TERM 1LN 09/30/2031                                                                           | CUSIP: N/A<br>LEI: 2549006V6EIUFGF2Y127       | Long             | LON              | CORP              | US        |    1124350 | PA      | $1124878.44    | 0.01%             | 2031-09-30      | Variable      | 0.07%                 | 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        |    1847331 | PA      | $277099.65     | 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        |     730000 | PA      | $708923.08     | 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        |    2306000 | PA      | $2158161.90    | 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        |     497975 | PA      | $476161.02     | 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        |    1429291 | PA      | $1341429.90    | 0.01%             | 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        |       3770 | PA      | $3758.14       | 0.00%             | 2039-08-15      | Fixed         | 0.04%                 | 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        |    1419584 | PA      | $1250089.11    | 0.01%             | 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        |    1870000 | PA      | $1868242.20    | 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        |      22376 | PA      | $21201.92      | 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        |          4 | PA      | $0.01          | 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        |     727588 | PA      | $636605.44     | 0.00%             | 2041-04-01      | Fixed         | 0.02%                 | 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        |      28502 | PA      | $27614.18      | 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        |    1051920 | PA      | $1053681.12    | 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        |        379 | PA      | $388.83        | 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        |      22237 | PA      | $20578.61      | 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        |    2037000 | PA      | $1803783.87    | 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        |     211486 | PA      | $197634.33     | 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        |       3928 | PA      | $3919.27       | 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        |      40185 | NS      | $392205.60     | 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        |    1830000 | PA      | $1715405.40    | 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        |      55352 | NS      | $5356966.56    | 0.02%             |  |  |  | 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        |    1350000 | PA      | $1394902.90    | 0.01%             | 2030-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                                     | LFS TOPCO LLC 8.75% 07/15/2030 144A                                                                     | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1296149.72    | 0.01%             | 2030-07-15      | Fixed         | 0.09%                 | 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        |    2040000 | PA      | $1955541.76    | 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        |  339566000 | PA      | $184798184.06  | 0.86%             | 2051-11-15      | Fixed         | 0.02%                 | 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        |     266000 | PA      | $148745.58     | 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        |      16871 | PA      | $16895.01      | 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        |   23258245 | PA      | $23621320.16   | 0.11%             | 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        |    2205000 | PA      | $2137554.56    | 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        |     740000 | PA      | $700918.75     | 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        |       4111 | PA      | $4090.10       | 0.00%             | 2040-08-20      | Fixed         | 0.04%                 | 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        |     765000 | PA      | $787950.00     | 0.00%             | 2031-09-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 05/01/2052#MA4644                                                                          | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24132 | PA      | $22629.26      | 0.00%             | 2052-05-01      | Fixed         | 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        |   11300000 | PA      | $10390518.37   | 0.05%             | 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        |   11035573 | PA      | $9701873.98    | 0.05%             | 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        |    2703296 | PA      | $2702451.54    | 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        |    7017250 | PA      | $6848254.31    | 0.03%             | 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        |  105000000 | PA      | $100033007.55  | 0.47%             | 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        |      12299 | PA      | $12316.15      | 0.00%             | 2034-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 6% 09/01/2055 #TBA                                                                            | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   33425000 | PA      | $34150950.89   | 0.16%             | 2055-09-01      | 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        |    3752382 | PA      | $3747166.55    | 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        |         15 | PA      | $15.17         | 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        |    2865000 | PA      | $2881152.87    | 0.01%             | 2041-01-15      | Variable      | 0.07%                 | 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        |   10018278 | PA      | $8115749.74    | 0.04%             | 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        |    5831147 | PA      | $5841952.53    | 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        |     594000 | PA      | $617889.94     | 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        |    1087275 | PA      | $1091352.28    | 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        |       9626 | PA      | $9641.14       | 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        |       2394 | PA      | $2260.45       | 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        |      65382 | NS      | $3248177.76    | 0.02%             |  |  |  | No            |                  1 | 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        |    3095000 | PA      | $3087262.50    | 0.01%             | 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        |     785000 | PA      | $671567.50     | 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        |    2828000 | PA      | $2904429.53    | 0.01%             | 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        |    4529000 | PA      | $4449742.50    | 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        |     352946 | PA      | $337697.73     | 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        |    2990000 | PA      | $2433232.10    | 0.01%             | 2029-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| WHITBREAD GROUP PLC                                                               | WHITBREAD GROUP PLC 2.375% 05/31/2027 REGS                                                              | CUSIP: N/A<br>LEI: 2138006LIAYQKUCYBB20       | Long             | DBT              | CORP              | GB        |     915000 | PA      | $1183140.24    | 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        |     450000 | PA      | $467319.60     | 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        |    3085000 | PA      | $3079049.50    | 0.01%             | 2026-01-13      | 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        |     315000 | PA      | $332482.50     | 0.00%             | 2028-10-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MHP 2025-MHIL2                                                                    | MHP 2025-MHIL2 D 7.1%/VAR 09/15/2030 144A                                                               | CUSIP: 59317DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1030000 | PA      | $1029999.38    | 0.00%             | 2030-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC                                                             | ECL ENTERTAINMENT TERM B 1LN 08/30/2030                                                                 | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |     923750 | PA      | $923519.06     | 0.00%             | 2030-08-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 05/01/2048#Q55992                                                                          | CUSIP: 3132XYUS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2803848 | PA      | $2670349.59    | 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        |        853 | PA      | $869.12        | 0.00%             | 2035-07-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.5% 02/01/2054#RJ0836                                                                        | CUSIP: 3142GQ4W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1255245 | PA      | $1267234.24    | 0.01%             | 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        |    1065000 | PA      | $1072987.69    | 0.00%             | 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        |      11736 | PA      | $11443.35      | 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        |      59316 | PA      | $53207.28      | 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        |      25198 | PA      | $24483.52      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 06/20/2044#BF9583                                                                          | CUSIP: 3617GGUG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     202087 | PA      | $189308.05     | 0.00%             | 2044-06-20      | 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        |         86 | PA      | $87.12         | 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        |       8934 | PA      | $8325.22       | 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        |         55 | PA      | $56.07         | 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        |         26 | PA      | $27.10         | 0.00%             | 2029-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 11/01/2032#MA3187                                                                        | CUSIP: 31418CRH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      73759 | PA      | $70951.94      | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                         | STELLANTIS FINANCE US INC 5.75% 03/18/2030 144A                                                         | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2500661.42    | 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        |    8700000 | PA      | $8842601.70    | 0.04%             | 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        |        368 | PA      | $367.69        | 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        |     800000 | PA      | $801438.32     | 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        |     200000 | PA      | $197688.00     | 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        |     610000 | PA      | $593081.16     | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRIMA CAPITAL CRE SECURITIZATION 2020-VIII LTD                                    | PRIMA CAPITAL CRE SECURITIZATION 2020-VIII LTD 3% 12/26/2070 144A                                       | CUSIP: 74167UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3641000 | PA      | $3068270.70    | 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        |    1564000 | PA      | $1584413.64    | 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        |    8341000 | PA      | $8692873.43    | 0.04%             | 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        |       9229 | PA      | $9812.96       | 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      | $9896412.20    | 0.05%             | 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        |       4210 | PA      | $4376.36       | 0.00%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU/ ENFRAGEN CHILE SPA/ ENFRAGEN SPAIN SAU                  | ENFRAGEN ENERGIA SUR SAU/ ENFRAGEN CHILE SPA/ ENFRAGEN SPAIN SAU 8.499% 06/30/2032 144A                 | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     405000 | PA      | $417303.90     | 0.00%             | 2032-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP 4.95% 09/01/2032                                                                                | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   14675000 | PA      | $14587316.43   | 0.07%             | 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        |     444225 | PA      | $405196.51     | 0.00%             | 2052-01-01      | 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        |      79658 | PA      | $76291.18      | 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        |    1150000 | PA      | $1186928.80    | 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        |    1200000 | PA      | $1203057.84    | 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        |       5865 | PA      | $5958.20       | 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        |      18129 | PA      | $18415.28      | 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        |      10099 | PA      | $10101.21      | 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        |       3113 | PA      | $3224.66       | 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        |   13161000 | PA      | $14348766.96   | 0.07%             | 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        |    1960000 | PA      | $2147670.00    | 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        |      23773 | PA      | $23015.15      | 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        |      27062 | PA      | $26115.72      | 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        |    2820000 | PA      | $2624024.10    | 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        |        303 | PA      | $314.26        | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | 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        |       4169 | PA      | $4067.19       | 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        |        245 | PA      | $249.43        | 0.00%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FDG LLC                                                              | JERSEY MIKES FDG LLC 5.61% 08/16/2055 144A                                                              | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7705000 | PA      | $7837620.00    | 0.04%             | 2055-08-16      | Fixed         | 0.06%                 | 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        |    1206290 | PA      | $1096722.94    | 0.01%             | 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        |   66830000 | PA      | $64830320.76   | 0.30%             | 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        |    5222670 | PA      | $4386117.43    | 0.02%             | 2051-12-01      | Fixed         | 0.03%                 | 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        |     772925 | PA      | $367139.38     | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2% 12/01/2035#BQ9287                                                                          | CUSIP: 3140KVJ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     324357 | PA      | $299649.07     | 0.00%             | 2035-12-01      | Fixed         | 0.02%                 | 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        |    6952580 | PA      | $7076382.12    | 0.03%             | 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        |      86745 | PA      | $86755.59      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+105 04/25/2055                                                   | CUSIP: 3137HKUC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    4442566 | PA      | $4432711.57    | 0.02%             | 2055-04-25      | Variable      | 0.05%                 | 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        |      15695 | PA      | $15278.58      | 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        |       5370 | PA      | $5377.69       | 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        |    4361215 | PA      | $4351227.45    | 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        |    2219725 | PA      | $2151474.44    | 0.01%             | 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        |    1014000 | PA      | $811.20        | 0.00%             | 2046-04-15      | Variable      | 0.03%                 | 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        |      61271 | PA      | $7772.56       | 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        |      17195 | PA      | $17188.72      | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | 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        |       4513 | PA      | $4618.87       | 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        |    2946475 | PA      | $2949826.30    | 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        |     253634 | PA      | $215305.76     | 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        |    2300000 | PA      | $2610694.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                                 | COPELAND TERM B 1LN 05/31/2030                                                                          | CUSIP: N/A<br>LEI: 5493000GJYE7GAQCUC61       | Long             | LON              | CORP              | US        |     330000 | PA      | $329415.90     | 0.00%             | 2030-05-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 07/20/2043#MA1157                                                                          | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5357 | PA      | $5003.91       | 0.00%             | 2043-07-20      | Fixed         | 0.04%                 | 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        |        217 | PA      | $224.45        | 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: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1660000 | PA      | $1608125.00    | 0.01%             | 2045-01-15      | Fixed         | 0.05%                 | 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        |     174852 | PA      | $166164.15     | 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        |       1563 | PA      | $1556.99       | 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        |        196 | PA      | $206.29        | 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        |      60026 | PA      | $57678.98      | 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        |      10504 | PA      | $9243.10       | 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        |      22017 | PA      | $21391.27      | 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        |    1975000 | PA      | $1983374.00    | 0.01%             | 2032-05-06      | Variable      | 0.07%                 | 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        |    2260000 | PA      | $2238052.24    | 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        |    1750000 | PA      | $1653960.00    | 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        |      15422 | PA      | $14697.66      | 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        |    1718315 | PA      | $1723143.72    | 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        |       2477 | PA      | $2330.12       | 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        |        144 | PA      | $147.08        | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | 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        |    3655209 | PA      | $3550049.08    | 0.02%             | 2038-12-15      | Fixed         | 0.04%                 | 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        |     888000 | PA      | $828225.79     | 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        |    8456000 | PA      | $8309615.06    | 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        |          2 | PA      | $2.18          | 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        |     605000 | PA      | $573445.68     | 0.00%             | 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        |  486541000 | PA      | $451741913.98  | 2.10%             | 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        |       4377 | PA      | $4381.93       | 0.00%             | 2038-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 5.00% 11/40 #737674                                                                                | CUSIP: 3620ARQ38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6124 | PA      | $6220.39       | 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        |    1160000 | PA      | $1100355.47    | 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        |    1960000 | PA      | $2068525.20    | 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        |      12563 | PA      | $12232.21      | 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        |      84412 | PA      | $81767.05      | 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        |    1065000 | PA      | $1113705.65    | 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        |   19681000 | PA      | $20369400.44   | 0.09%             | 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        |     330000 | PA      | $344025.00     | 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        |       2147 | PA      | $2248.22       | 0.00%             | 2039-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                               | ACRISURE LLC / ACRISURE FINANCE INC 6.75% 07/01/2032 144A                                               | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     605000 | PA      | $620733.03     | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                         | IQVIA INC 6.5% 05/15/2030 144A                                                                          | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1104351.75    | 0.01%             | 2030-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 4/41 #A97976                                                                                 | CUSIP: 3129462H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3246 | PA      | $3241.94       | 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        |      14447 | PA      | $14672.73      | 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        |     756000 | PA      | $788221.17     | 0.00%             | 2055-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                                     | C and S WHOLESALE GROCERS TERM B 1LN 08/06/2030                                                         | CUSIP: N/A<br>LEI: 54930093F8X1FEZBGJ91       | Long             | LON              | CORP              | US        |    2745000 | PA      | $2678104.35    | 0.01%             | 2030-08-06      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 1.5% 02/01/2051#MA4254                                                                        | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9137460 | PA      | $6935007.57    | 0.03%             | 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        |         19 | PA      | $18.84         | 0.00%             | 2026-08-01      | Fixed         | 0.09%                 | 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        |    4014811 | PA      | $4009631.89    | 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        |       1728 | PA      | $1674.21       | 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        |     406257 | PA      | $411532.33     | 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        |        633 | PA      | $648.73        | 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        |   20275121 | PA      | $20934070.44   | 0.10%             | 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        |    2407153 | PA      | $2040062.32    | 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        |        123 | PA      | $127.61        | 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        |     320000 | PA      | $334400.00     | 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        |   15072000 | PA      | $15109574.50   | 0.07%             | 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        |      41988 | PA      | $37228.72      | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028                                                       | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20043789.60   | 0.09%             | 2028-04-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                             | LCH OIS SOFRV3.75% MAC 09/17/29                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -99913000 | NC      | $-1030376.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | BROADCOM INC 2.6% 02/15/2033 144A                                                                       | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   27706000 | PA      | $23946059.74   | 0.11%             | 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        |    2514764 | PA      | $2462787.48    | 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        |     350356 | PA      | $340571.98     | 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        |      10731 | PA      | $10562.90      | 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        |        438 | PA      | $465.11        | 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        |     202968 | PA      | $162846.86     | 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        |     103309 | PA      | $103193.29     | 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        |    1586344 | PA      | $1673384.44    | 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        |      20144 | PA      | $20170.36      | 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        |    1451000 | PA      | $1281477.32    | 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        |       6833 | PA      | $6646.86       | 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        |     660000 | PA      | $553575.00     | 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        |          4 | PA      | $4.07          | 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        |      12408 | PA      | $12408.00      | 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        |     976000 | PA      | $663227.92     | 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        |        598 | PA      | $617.38        | 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        |    1526000 | PA      | $1600776.59    | 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        |     167224 | PA      | $162353.10     | 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        |     501096 | PA      | $400477.85     | 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        |       9089 | PA      | $9603.33       | 0.00%             | 2037-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 05/01/2052#CB3669                                                                          | CUSIP: 3140QPCF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5505014 | PA      | $4772615.92    | 0.02%             | 2052-05-01      | Fixed         | 0.03%                 | 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        |    1086229 | PA      | $1067219.67    | 0.00%             | 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        |        112 | PA      | $116.66        | 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        |    2264874 | PA      | $2266708.93    | 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        |      15520 | PA      | $15733.37      | 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        |     997194 | PA      | $963087.89     | 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        |    1212000 | PA      | $1210659.89    | 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: N/A<br>LEI: 549300BIN4DWJG5VWF64       | Long             | LON              | CORP              | US        |    3354838 | PA      | $3363224.66    | 0.02%             | 2031-07-31      | Variable      | 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        |          2 | PA      | $1.60          | 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        |     650000 | PA      | $93184.00      | 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        |       1375 | PA      | $1375.25       | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 4.5% 09/01/2055 #TBA                                                                          | CUSIP: 01F042699<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39100000 | PA      | $37609312.50   | 0.18%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                                                          | SCENIC CRUISES TERM B 1LN 07/19/2032                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     930000 | PA      | $930027.90     | 0.00%             | 2032-07-19      | Variable      | 0.09%                 | 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        |     517705 | PA      | $211223.49     | 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        |    2551282 | PA      | $2685687.21    | 0.01%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.0% 06/01/2035#310165                                                                        | CUSIP: 31374CQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     537286 | PA      | $544698.08     | 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: N/A<br>LEI: 549300BS9N54G8DD0R75       | Long             | LON              | CORP              | US        |    2969161 | PA      | $2967141.67    | 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        |      28932 | PA      | $28833.31      | 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        |     870461 | PA      | $872097.45     | 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        |     497287 | PA      | $484910.89     | 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        |    1165000 | PA      | $1099468.75    | 0.01%             | 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        |    1055000 | PA      | $1107750.00    | 0.01%             | 2029-03-26      | Fixed         | 0.06%                 | 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        |      22516 | PA      | $17921.11      | 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        |   11483724 | PA      | $10823767.22   | 0.05%             | 2046-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                   | ATLAS AIR TERM B 1LN 03/18/2030                                                                         | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     575000 | PA      | $572332.00     | 0.00%             | 2030-03-18      | 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        |    1473116 | PA      | $1249125.63    | 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        |     833408 | PA      | $835357.79     | 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        |    1671508 | PA      | $1338488.11    | 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        |    4981000 | PA      | $5077805.54    | 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        |      15773 | PA      | $14536.08      | 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        |     704000 | PA      | $715283.71     | 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        |       3172 | PA      | $2973.75       | 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        |    1115283 | PA      | $1057692.38    | 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        |      15524 | PA      | $15032.54      | 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        |    1054675 | PA      | $1054358.60    | 0.00%             | 2030-07-31      | Variable      | 0.06%                 | 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        |       7157 | PA      | $6535.63       | 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        |    1165000 | PA      | $1142947.02    | 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        |     335000 | PA      | $325670.25     | 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        |        962 | PA      | $977.83        | 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        |      52193 | PA      | $48304.61      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 03/01/2055#CC0116                                                                          | CUSIP: 3140Y6DW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4197177 | PA      | $4355223.60    | 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        |    1645000 | PA      | $1726996.67    | 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        |     385000 | PA      | $407137.50     | 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        |    2782878 | PA      | $2781486.74    | 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        |      15371 | PA      | $15645.73      | 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        |     284477 | PA      | $270169.00     | 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        |    1157787 | PA      | $1098001.93    | 0.01%             | 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        |    4340955 | PA      | $4394570.63    | 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        |       4075 | PA      | $4143.21       | 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        |     705000 | PA      | $793477.50     | 0.00%             | 2030-07-13      | Fixed         | 0.09%                 | 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        |    1100000 | PA      | $1200134.65    | 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        |         50 | PA      | $52.70         | 0.00%             | 2032-04-01      | Fixed         | 0.08%                 | 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        |    1155000 | PA      | $612150.00     | 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        |    1225000 | PA      | $1715782.15    | 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        |     930000 | PA      | $972012.38     | 0.00%             | 2055-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                                              | DOTDASH MEREDITH INC 7.625% 06/15/2032 144A                                                             | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1229525.80    | 0.01%             | 2032-06-15      | Fixed         | 0.08%                 | 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        |       1195 | PA      | $1197.99       | 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        |     395000 | PA      | $478987.72     | 0.00%             | 2032-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.875% 11/30/2029                                                                             | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  125000000 | PA      | $126064452.50  | 0.59%             | 2029-11-30      | 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        |    5694085 | PA      | $5270217.21    | 0.02%             | 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        |    2295000 | PA      | $2092900.92    | 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        |     700000 | PA      | $629735.89     | 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        |   49610000 | NC      | $313845.26     | 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        |     880000 | PA      | $900496.19     | 0.00%             | 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        |     214470 | PA      | $210371.83     | 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        |    1035000 | PA      | $1085456.25    | 0.01%             | 2028-09-30      | Fixed         | 0.11%                 | 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        |     165000 | PA      | $164985.15     | 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        |     209686 | PA      | $0.02          | 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        |    8590064 | PA      | $41142.97      | 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        |    2444100 | PA      | $2359592.17    | 0.01%             | 2034-12-01      | Fixed         | 0.03%                 | 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        |     954185 | PA      | $765570.00     | 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        |        109 | PA      | $111.32        | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | BANK OF AMERICA CORPORATION 6.25%/VAR PERP                                                              | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    1150000 | PA      | $1151026.71    | 0.01%             |  |  |  | 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        |      92092 | PA      | $8552.85       | 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        |    1800000 | PA      | $1335942.00    | 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        |     973000 | PA      | $897038.96     | 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        |      78407 | PA      | $75983.03      | 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        |    7850000 | PA      | $7879509.72    | 0.04%             | 2028-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | US 5YR NOTE (CBT) FUT DEC25 FVZ5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      13942 | NC      | $7407942.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONGRUEX GROUP LLC                                                                | CONGRUEX GROUP TERM B 1LN 05/03/2029                                                                    | CUSIP: 20729MAJ8<br>LEI: 254900DY0KADNJ4ZCJ32 | Long             | LON              | CORP              | US        |    1989380 | PA      | $1666105.72    | 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        |     390000 | PA      | $394145.70     | 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        |    3888156 | PA      | $3770811.61    | 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        |    6702551 | PA      | $2463187.49    | 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        |      21980 | PA      | $21361.22      | 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        |        247 | PA      | $260.04        | 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        |    7928814 | PA      | $5026868.08    | 0.02%             | 2035-07-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                | FX Forward: USD/EUR settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9591.86      | -0.00%            |  |  |  | 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        |    2200000 | PA      | $2311341.41    | 0.01%             | 2035-03-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 02/20/2044#MA1677                                                                          | CUSIP: 36179N2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2952 | PA      | $2746.73       | 0.00%             | 2044-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP                                                            | EPIC CRUDE TERM B 1LN 10/15/2031                                                                        | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    1317129 | PA      | $1320830.30    | 0.01%             | 2031-10-15      | Variable      | 0.07%                 | 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        |      13776 | PA      | $13762.32      | 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        |      56933 | PA      | $57035.91      | 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        |      75000 | PA      | $77793.38      | 0.00%             | 2027-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3% 11/46#MA4126                                                                                 | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4810036 | PA      | $4320395.20    | 0.02%             | 2046-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                                                    | CARMAX AUTO OWNER TRUST 2024-4 4.6% 10/15/2029                                                          | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1600000 | PA      | $1613619.36    | 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        |     377987 | PA      | $397285.86     | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                                                 | AT HOME GROUP INC TERM B 10/17/2025                                                                     | CUSIP: N/A<br>LEI: 549300LGPR0P05O30I24       | Long             | LON              | CORP              | US        |     131070 | PA      | $131070.08     | 0.00%             | 2025-10-17      | Variable      | 0.08%                 | No            |                  3 | 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        |     850000 | PA      | $718675.00     | 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        |   22300000 | PA      | $23411545.95   | 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        |      53500 | PA      | $53540.62      | 0.00%             | 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        |       2347 | PA      | $2384.32       | 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        |    3294000 | PA      | $3117008.60    | 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        |        163 | PA      | $164.45        | 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        |       2694 | PA      | $2806.56       | 0.00%             | 2041-06-01      | Variable      | 0.07%                 | 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        |    4970000 | PA      | $4893544.90    | 0.02%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLERIOT US BIDCO INC                                                              | ONTIC TERM B 1LN 10/31/2030                                                                             | CUSIP: N/A<br>LEI: 254900ALCQ2A2VYD5Z08       | Long             | LON              | CORP              | US        |     836566 | PA      | $838063.29     | 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        |    4663222 | PA      | $4682029.87    | 0.02%             | 2055-02-25      | 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        |       8083 | PA      | $8093.26       | 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        |     935000 | PA      | $1211134.08    | 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        |    8729779 | PA      | $8743369.34    | 0.04%             | 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        |       6788 | PA      | $6797.15       | 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        |      15685 | PA      | $15239.59      | 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        |    3302400 | PA      | $3306528.00    | 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        |    4778812 | PA      | $4630275.54    | 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        |    3107464 | PA      | $2721231.19    | 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        |    4665000 | PA      | $2983727.84    | 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        |    2100000 | PA      | $2471671.57    | 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        |    6566993 | PA      | $6551955.08    | 0.03%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 11/51#MA4468                                                                             | CUSIP: 31418D6E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3119977 | PA      | $2841965.88    | 0.01%             | 2051-11-01      | Fixed         | 0.04%                 | 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        |    1175000 | PA      | $1234440.90    | 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        |    3291326 | PA      | $3279280.14    | 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        |         20 | PA      | $20.88         | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | 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        |       8672 | PA      | $8393.55       | 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        |     797000 | PA      | $801918.05     | 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        |   11637000 | PA      | $11642399.57   | 0.05%             | 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        |      62005 | PA      | $62864.76      | 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        |      28491 | PA      | $28477.78      | 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        |    8949000 | PA      | $8925933.06    | 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        |     320000 | PA      | $277840.00     | 0.00%             | 2033-01-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIEMAE 30YR 3% 06/01/2052#FA0115                                                                     | CUSIP: 3140W0DV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5157685 | PA      | $4556920.06    | 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        |    1080000 | PA      | $1102950.00    | 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        |    1950000 | PA      | $2285306.42    | 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        |    1205000 | PA      | $1266109.29    | 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        |    4917626 | PA      | $4923218.89    | 0.02%             | 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        |     995000 | PA      | $1015984.55    | 0.00%             | 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        |        134 | PA      | $137.24        | 0.00%             | 2029-01-01      | Fixed         | 0.06%                 | 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        |      87210 | PA      | $8.72          | 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        |   16420000 | PA      | $16437930.64   | 0.08%             | 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        |     325000 | PA      | $445852.65     | 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        |      34297 | PA      | $33630.60      | 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        |      69941 | PA      | $72660.85      | 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        |      80288 | PA      | $75808.49      | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | 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        |      83127 | PA      | $78619.65      | 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        |     450000 | PA      | $470212.12     | 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        |    1535000 | PA      | $1531587.70    | 0.01%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+155 11/25/2053                                                   | CUSIP: 3136BQPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   11082380 | PA      | $11179147.26   | 0.05%             | 2053-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                     | ECHOSTAR CORP 10.75% 11/30/2029                                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    1957983 | PA      | $2107279.20    | 0.01%             | 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        |    1580128 | PA      | $1565179.70    | 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        |      44427 | PA      | $43081.44      | 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        |       9724 | PA      | $9873.96       | 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        |        129 | PA      | $131.58        | 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        |     429242 | PA      | $351978.65     | 0.00%             | 2031-07-15      | Variable      | 0.14%                 | 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        |     136111 | PA      | $136117.06     | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | 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        |      16858 | PA      | $16278.00      | 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        |    9244935 | PA      | $8885338.46    | 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        |    2498659 | PA      | $2502306.86    | 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        |      47070 | PA      | $45456.22      | 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        |     987774 | PA      | $987956.21     | 0.00%             | 2064-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 3% 09/01/2055 #TBA                                                                            | CUSIP: 01F030694<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3950000 | PA      | $3422304.49    | 0.02%             | 2055-09-01      | Fixed         | 0.03%                 | 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        |       1346 | PA      | $1432.85       | 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        |        171 | PA      | $174.57        | 0.00%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                          | EUROPEAN INVESTMENT BANK 2.375% 05/15/2030 REGS                                                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     155000 | PA      | $181078.40     | 0.00%             | 2030-05-15      | Fixed         | 0.02%                 | 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        |     555000 | PA      | $603548.46     | 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        |   11813000 | PA      | $11715782.55   | 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        |     833000 | PA      | $736762.51     | 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        |   12577685 | PA      | $10661290.07   | 0.05%             | 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        |        519 | PA      | $524.73        | 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        |    1220000 | PA      | $1280398.54    | 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        |      99496 | PA      | $92177.37      | 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        |    2791948 | PA      | $2887264.47    | 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        |      37123 | PA      | $36974.64      | 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        |     689235 | PA      | $619967.11     | 0.00%             | 2034-03-31      | Fixed         | 0.02%                 | 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        |        152 | PA      | $155.90        | 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        |     300000 | PA      | $4549.65       | 0.00%             | 2033-09-15      | Variable      | 0.10%                 | No            |                  3 | 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        |     250000 | PA      | $224150.00     | 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        |     245419 | PA      | $249272.09     | 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        |     712152 | PA      | $639665.68     | 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        |     712000 | PA      | $503103.61     | 0.00%             | 2055-07-15      | Fixed         | 0.03%                 | 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        |     715000 | PA      | $718474.90     | 0.00%             | 2029-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| 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        |     713000 | PA      | $665478.55     | 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        |    1086424 | PA      | $946782.73     | 0.00%             | 2044-11-25      | Fixed         | 0.01%                 | 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        |    2672974 | PA      | $2396041.97    | 0.01%             | 2041-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                                          | CENTURY ALUMINUM COMPANY 6.875% 08/01/2032 144A                                                         | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1170281.60    | 0.01%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIE MAE 4.5% 07/25/2048                                                                              | CUSIP: 3136BM7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3750125 | PA      | $3731291.90    | 0.02%             | 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        |    3849316 | PA      | $3426882.47    | 0.02%             | 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        |    1621000 | PA      | $1614921.25    | 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        |     630000 | PA      | $655783.38     | 0.00%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.50% 8/35 #830779                                                                                 | CUSIP: 31407G6Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2385 | PA      | $2535.94       | 0.00%             | 2035-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                              | FX Forward: EUR/USD settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $827.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE LP                                                      | PLAINS ALL AMERN PIPELINE LP FRN TSFR3M+437.161 PERP                                                    | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |    5047000 | PA      | $5048832.06    | 0.02%             |  |  |  | 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        |    1059431 | PA      | $1010679.91    | 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        |     681575 | PA      | $683278.94     | 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        |      67843 | PA      | $64613.24      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 10/01/2051#QC8300                                                                          | CUSIP: 3133ATGH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      69188 | PA      | $55425.17      | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | 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        |        116 | PA      | $116.78        | 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        |      39172 | PA      | $36150.10      | 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        |     510000 | PA      | $538371.30     | 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        |     960000 | PA      | $524566.66     | 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        |        682 | PA      | $697.68        | 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        |       8326 | PA      | $8078.05       | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 2% 11/25/2040                                                            | CUSIP: 3137H53G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3967009 | PA      | $3477240.15    | 0.02%             | 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        |    4150000 | PA      | $4293063.49    | 0.02%             | 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        |     399000 | PA      | $1995.00       | 0.00%             | 2062-12-15      | Variable      | 0.03%                 | No            |                  3 | 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        |      90370 | PA      | $83193.64      | 0.00%             | 2042-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                                                  | SW FINANCE I PLC 6.875% 08/07/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |    1300000 | PA      | $1771468.15    | 0.01%             | 2032-08-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                                                  | STAR HOLDING LLC 8.75% 08/01/2031 144A                                                                  | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |     769000 | PA      | $766175.62     | 0.00%             | 2031-08-01      | Fixed         | 0.09%                 | 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        |    1454339 | PA      | $1350994.16    | 0.01%             | 2047-08-01      | Fixed         | 0.04%                 | 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        |      42008 | PA      | $41873.43      | 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        |       7858 | PA      | $7971.74       | 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        |    1470000 | PA      | $1552468.04    | 0.01%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | FX Forward: USD/EUR settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $15982.11      | 0.00%             |  |  |  | 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        |       5749 | PA      | $865.39        | 0.00%             | 2034-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMM 2025-180W MORTGAGE TRUST                                                     | COMM 2025-180W MORTGAGE TRUST VAR 08/10/2042 144A                                                       | CUSIP: 12597SAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     545000 | PA      | $529992.34     | 0.00%             | 2042-08-10      | Variable      | 0.08%                 | 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        |     655000 | PA      | $635650.84     | 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        |       4269 | PA      | $4155.30       | 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        |     430000 | PA      | $438600.00     | 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        |        417 | PA      | $428.44        | 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        |    1425000 | PA      | $1488522.23    | 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        |     438586 | PA      | $436437.47     | 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        |     133433 | PA      | $130684.49     | 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        |   10400000 | PA      | $10415970.55   | 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        |      44249 | PA      | $41791.52      | 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        |     255000 | PA      | $260667.63     | 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        |    1697853 | PA      | $1696261.27    | 0.01%             | 2038-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                            | LOGICOR FINANCING SARL 3.75% 07/14/2032 REGS                                                            | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |    1400000 | PA      | $1622346.53    | 0.01%             | 2032-07-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 MTG TR                                                                | BMO 2023-C7 B MTG TR CSTR 12/15/2056                                                                    | CUSIP: 05593FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1237000 | PA      | $1316971.31    | 0.01%             | 2056-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 12/01/2052#RA8306                                                                          | CUSIP: 3133KQGP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     972534 | PA      | $1006647.73    | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | 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        |        365 | PA      | $369.58        | 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        |         54 | PA      | $56.99         | 0.00%             | 2028-11-01      | 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        |     600000 | PA      | $614932.20     | 0.00%             | 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        |     120000 | PA      | $129000.00     | 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        |         70 | PA      | $71.31         | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | 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        |      37919 | PA      | $36662.61      | 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        |      21961 | PA      | $21897.56      | 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        |    3646827 | PA      | $3213361.37    | 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        |         14 | PA      | $13.89         | 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        |    2365000 | PA      | $2329150.38    | 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        |     315341 | PA      | $320900.70     | 0.00%             | 2041-03-15      | Fixed         | 0.05%                 | 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        |        103 | PA      | $106.16        | 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        |       4351 | PA      | $4627.53       | 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        |     376289 | PA      | $366033.05     | 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        |       5325 | PA      | $5181.00       | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                    | CITI SWAP CDS 12/20/30 AVLN B                                                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DCR              | CORP              | US        |    3200000 | NC      | $-3527.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                     | DISH DBS CORP 5.25% 12/01/2026 144A                                                                     | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     240000 | PA      | $232809.06     | 0.00%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                          | ACURIS FIN US/ACURIS FIN 9% 08/01/2029 144A                                                             | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1127850.00    | 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        |    7243000 | PA      | $7254726.71    | 0.03%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                                       | YORKSHIRE WATER FINANCE PLC 6% 07/22/2033 REGS                                                          | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |    1300000 | PA      | $1746624.20    | 0.01%             | 2033-07-22      | 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        |      10577 | PA      | $10279.68      | 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        |       3500 | PA      | $3685.28       | 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        |     114313 | PA      | $106189.60     | 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        |        804 | PA      | $804.54        | 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        |    3234386 | PA      | $3235194.57    | 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        |      66450 | PA      | $65029.42      | 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        |    1680000 | PA      | $1709662.50    | 0.01%             | 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        |        162 | PA      | $167.80        | 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        |    1950000 | PA      | $2293087.03    | 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        |      14821 | PA      | $12882.71      | 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        |    1085000 | PA      | $1114704.01    | 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        |    3379000 | PA      | $3331256.89    | 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        |         43 | PA      | $44.86         | 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        |       5559 | PA      | $5410.92       | 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        |    2300000 | PA      | $2361773.35    | 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        |       7420 | PA      | $7538.07       | 0.00%             | 2041-03-15      | Fixed         | 0.05%                 | 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        |    3176206 | PA      | $2903110.11    | 0.01%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                            | COSTA RICA REPUBLIC OF 6.125% 02/19/2031 144A                                                           | CUSIP: 221597CP0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     265000 | PA      | $275467.50     | 0.00%             | 2031-02-19      | Fixed         | 0.06%                 | 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        |      96839 | PA      | $91988.95      | 0.00%             | 2051-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.5% 06/01/2055#QY9986                                                                        | CUSIP: 31426VCY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1352740 | PA      | $1364815.06    | 0.01%             | 2055-06-01      | Fixed         | 0.06%                 | 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        |       6925 | NS      | $156089.50     | 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        |      31408 | PA      | $29242.24      | 0.00%             | 2043-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2% 09/01/2055 #TBA                                                                              | CUSIP: 21H020691<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -255450000 | PA      | $-209116683.36 | -0.97%            | 2055-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 03/01/2051#FM6560                                                                          | CUSIP: 3140XAJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67840 | PA      | $54451.49      | 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        |     953054 | PA      | $951862.99     | 0.00%             | 2027-08-01      | Variable      | 0.06%                 | 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        |     820000 | PA      | $806322.40     | 0.00%             | 2028-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUPERNOVA INVEST GMBH                                                             | SUPERNOVA INVEST GMBH 5% 06/24/2030 REGS                                                                | CUSIP: N/A<br>LEI: 5299008Z5M2L56PLUX74       | Long             | DBT              | CORP              | AT        |     425000 | PA      | $504524.80     | 0.00%             | 2030-06-24      | Fixed         | 0.05%                 | 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        |        900 | PA      | $959.47        | 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        |     975000 | PA      | $891625.31     | 0.00%             | 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        |    1807944 | PA      | $1759667.64    | 0.01%             | 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        |      11304 | PA      | $10381.55      | 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        |     220000 | PA      | $220481.80     | 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        |     451571 | PA      | $428393.71     | 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        |    4162471 | PA      | $4159889.84    | 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        |      23148 | PA      | $24170.66      | 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        |    2444509 | PA      | $2229800.26    | 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        |    1816000 | PA      | $1798966.46    | 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        |     459875 | PA      | $369114.69     | 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        |    2108685 | PA      | $2190613.98    | 0.01%             | 2054-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                        | USALCO TERM B-DD 1LN 09/30/2031                                                                         | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      94341 | PA      | $94164.24      | 0.00%             | 2031-09-30      | Variable      | 0.01%                 | 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        |     550000 | PA      | $569850.60     | 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        |     294000 | PA      | $292081.18     | 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        |     880000 | PA      | $879999.82     | 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        |    9728000 | PA      | $9430794.91    | 0.04%             | 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        |    1895538 | PA      | $1893547.34    | 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        |     126823 | PA      | $131193.37     | 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        |    4108662 | PA      | $3984165.77    | 0.02%             | 2053-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC                 | PALMER SQUARE LN FDG LTD 2025-2A A1 TSFR3M+94 07/15/2033 144A                                           | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12221000 | PA      | $12223761.95   | 0.06%             | 2033-07-15      | Variable      | 0.05%                 | 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        |     505000 | PA      | $494215.32     | 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        |       5550 | PA      | $5681.39       | 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        |      11276 | PA      | $11262.56      | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORAL-US CO-BORROWER LLC                                                          | CABLE and WIRELESS TERM B7 1LN 1/31/2032                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2890000 | PA      | $2876445.90    | 0.01%             | 2032-01-31      | 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        |    3771000 | PA      | $4029061.97    | 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        |     523196 | PA      | $0.05          | 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        |    2494992 | PA      | $2519661.00    | 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        |    1000450 | PA      | $977504.42     | 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        |    1790000 | PA      | $1217200.00    | 0.01%             | 2050-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                                                              | BERLIN PACKAGING TERM B7 1LN 06/09/2031                                                                 | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    3722435 | PA      | $3731145.92    | 0.02%             | 2031-06-09      | Variable      | 0.08%                 | 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        |         31 | PA      | $31.27         | 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        |      72551 | PA      | $60079.70      | 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        |    1195000 | PA      | $1219424.87    | 0.01%             | 2030-01-15      | Fixed         | 0.09%                 | 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        |       8495 | PA      | $8471.82       | 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        |      40411 | PA      | $40309.64      | 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        |    7031576 | PA      | $6998615.27    | 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        |    2108000 | PA      | $2120215.14    | 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        |       7660 | PA      | $7961.32       | 0.00%             | 2037-07-01      | Variable      | 0.07%                 | 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        |     870000 | PA      | $883593.75     | 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        |     146617 | PA      | $138142.10     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                  | NTT FINANCE CORP 4.876% 07/16/2030 144A                                                                 | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    6492000 | PA      | $6592221.48    | 0.03%             | 2030-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE LTD                                                                | AZORRA FINANCE LTD 7.25% 01/15/2031 144A                                                                | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     999000 | PA      | $1031766.20    | 0.00%             | 2031-01-15      | Fixed         | 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        |    1186000 | PA      | $1202020.73    | 0.01%             | 2046-11-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECTWISE LLC                                                                   | CONNECTWISE TERM B 1LN 9/29/2028                                                                        | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1596904 | PA      | $1601327.62    | 0.01%             | 2028-09-29      | Variable      | 0.08%                 | 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        |    2790000 | PA      | $2909560.99    | 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        |    1158846 | PA      | $1158428.68    | 0.01%             | 2031-03-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                   | CORNERSTONE BUILDING BRANDS INC 9.5% 08/15/2029 144A                                                    | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     620000 | PA      | $596730.22     | 0.00%             | 2029-08-15      | Fixed         | 0.10%                 | 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        |     155000 | PA      | $143762.50     | 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        |      64126 | PA      | $58049.87      | 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        |        229 | PA      | $233.39        | 0.00%             | 2028-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2% 06/01/2035#QN2486                                                                          | CUSIP: 3133G8XP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22254662 | PA      | $20608076.96   | 0.10%             | 2035-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                 | EURO-BOBL FUTURE SEP25 OEU5                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         55 | NC      | $3596.48       | 0.00%             |  |  |  | No            |                  1 | 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        |      65042 | PA      | $65082.29      | 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        |   20400000 | NC      | $716897.21     | 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        |       7696 | PA      | $7700.65       | 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        |      39748 | PA      | $38404.46      | 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        |   15994000 | PA      | $16033985.00   | 0.07%             | 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        |     904130 | PA      | $873857.69     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | 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        |      12701 | PA      | $13026.06      | 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        |     620000 | PA      | $643299.48     | 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        |   19749000 | PA      | $19538429.84   | 0.09%             | 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        |      63401 | PA      | $59045.49      | 0.00%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                      | HUDSON PACIFIC PROPERTIES LP 4.65% 04/01/2029                                                           | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   15534000 | PA      | $14277041.54   | 0.07%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                   | ANGOLA REPUBLIC 8.75% 04/14/2032 144A                                                                   | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     720000 | PA      | $661985.42     | 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        |     890000 | PA      | $805450.00     | 0.00%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                        | HPS CORPORATE LENDING FUND 5.45% 01/14/2028                                                             | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   31655000 | PA      | $31933841.61   | 0.15%             | 2028-01-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                          | COOPERATIEVE RABOBANK UA 5.71%/VAR 01/21/2033 144A                                                      | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2324000 | PA      | $2444769.63    | 0.01%             | 2033-01-21      | Variable      | 0.06%                 | 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        |       6931 | PA      | $6711.29       | 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        |       7473 | PA      | $7481.17       | 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        |     474147 | PA      | $443067.87     | 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        |        201 | PA      | $202.17        | 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        |    1025000 | PA      | $990615.75     | 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        |    2550464 | PA      | $2398219.83    | 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        |   21194904 | PA      | $16972170.83   | 0.08%             | 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        |         99 | PA      | $104.45        | 0.00%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6.5% 03/01/2055#CC0136                                                                        | CUSIP: 3140Y6EJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3358787 | PA      | $3539143.79    | 0.02%             | 2055-03-01      | 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        |        687 | PA      | $710.70        | 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        |       9483 | PA      | $9495.95       | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 6.95% 01/28/2060                                                                    | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   16303000 | PA      | $12626673.50   | 0.06%             | 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        |     304110 | PA      | $293821.42     | 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        |        186 | PA      | $192.27        | 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        |      27369 | PA      | $27804.37      | 0.00%             | 2040-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORBES ENERGY SVCS LTD                                                            | FORBES ENERGY SVCS LTD NEW                                                                              | CUSIP: 345143200<br>LEI: 5493000KNGZL65YWY755 | Long             | EC               | CORP              | US        |      55600 | NS      | $0.56          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SANDISK CORP/DE                                                                   | SANDISK TERM B 1LN 2/20/2032                                                                            | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4861458 | PA      | $4843227.43    | 0.02%             | 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        |       5847 | PA      | $5840.52       | 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        |     130000 | NC      | $20788.14      | 0.00%             |  |  |  | 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        |      31068 | PA      | $31047.58      | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | 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        |   10500000 | NC      | $357523.01     | 0.00%             |  |  |  | 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        |    3989393 | PA      | $3364096.49    | 0.02%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                       | ALLIED UNIVERSAL TERM B 1LN 08/06/2032                                                                  | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    8515000 | PA      | $8539182.60    | 0.04%             | 2032-08-06      | Variable      | 0.08%                 | 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        |    3976000 | PA      | $4028953.16    | 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        |    3519646 | PA      | $3112191.75    | 0.01%             | 2060-12-25      | Fixed         | 0.02%                 | 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        |     540000 | PA      | $498420.00     | 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        |    1130000 | PA      | $1162312.35    | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUPPLYONE INC                                                                     | SUPPLYONE TERM B 1LN 04/21/2031                                                                         | CUSIP: N/A<br>LEI: MPDV78HPQUU2Y5NDOP54       | Long             | LON              | CORP              | US        |     444386 | PA      | $447350.31     | 0.00%             | 2031-04-21      | 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        |     569323 | PA      | $455005.62     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | 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        |     550000 | NC      | $87949.84      | 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        |       3340 | PA      | $3478.95       | 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        |       1480 | PA      | $1555.96       | 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        |      10122 | PA      | $9290.74       | 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        |     926000 | PA      | $951768.27     | 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        |    7922015 | PA      | $7984478.16    | 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        |    3265000 | PA      | $3274182.81    | 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        |        464 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EMRLD BORROWER LP                                                                 | COPELAND TERM B2 1LN 8/4/2031                                                                           | CUSIP: N/A<br>LEI: 5493000GJYE7GAQCUC61       | Long             | LON              | CORP              | US        |    1412838 | PA      | $1409545.59    | 0.01%             | 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        |   73217000 | PA      | $72906718.80   | 0.34%             | 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        |    2795000 | PA      | $8385.00       | 0.00%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                        | ARES STRATEGIC INCOME FUND 5.45% 09/09/2028 144A                                                        | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   10286000 | PA      | $10348344.17   | 0.05%             | 2028-09-09      | Fixed         | 0.05%                 | 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        |    4779000 | PA      | $4766674.96    | 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        |   21260000 | NC      | $779491.52     | 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        |   10592839 | PA      | $10425032.26   | 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        |      54842 | PA      | $53390.58      | 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        |     128885 | PA      | $136268.19     | 0.00%             | 2041-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTF 2025-A                                                                      | WESTF 2025-A 5.582% 06/15/2050 144A                                                                     | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9969973 | PA      | $10121037.54   | 0.05%             | 2050-06-15      | 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        |     177000 | PA      | $178420.07     | 0.00%             | 2037-10-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                                | RITHM CAPITAL CORP 8% 07/15/2030 144A                                                                   | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     510000 | PA      | $520694.70     | 0.00%             | 2030-07-15      | Fixed         | 0.08%                 | 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        |    4843506 | PA      | $3890626.52    | 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        |    1822756 | PA      | $1920632.22    | 0.01%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 11/20/2043#BH6402                                                                          | CUSIP: 3617H4DF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     504080 | PA      | $474827.04     | 0.00%             | 2043-11-20      | 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        |     756411 | PA      | $756593.66     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRM TR 2025-PRM6                                                                  | PRM TR 2025-PRM6 E VAR 07/05/2033 144A                                                                  | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     707000 | PA      | $706935.52     | 0.00%             | 2033-07-05      | Variable      | 0.07%                 | 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        |      29700 | PA      | $27767.05      | 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        |          4 | PA      | $4.49          | 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        |     208000 | PA      | $161367.44     | 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        |    7275000 | PA      | $6958925.55    | 0.03%             | 2032-04-15      | Fixed         | 0.04%                 | 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        |       1222 | PA      | $1267.95       | 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        |   12681000 | PA      | $13082882.70   | 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        |     825000 | PA      | $876546.83     | 0.00%             | 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        |    4035000 | PA      | $3712130.76    | 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        |        204 | PA      | $210.22        | 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        |    8895000 | PA      | $8529737.50    | 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        |      20690 | PA      | $19962.70      | 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        |     907928 | PA      | $905985.04     | 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        |     623522 | PA      | $502997.38     | 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        |     975000 | PA      | $953399.46     | 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        |    4315000 | PA      | $4250275.00    | 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        |      15169 | PA      | $15115.11      | 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        |    1255000 | PA      | $1305203.85    | 0.01%             | 2033-10-15      | 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        |      28324 | PA      | $28235.12      | 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        |       2443 | PA      | $2432.41       | 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        |    2843000 | PA      | $2699826.52    | 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        |    2264000 | PA      | $2311510.04    | 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        |       3291 | PA      | $365.31        | 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        |      23198 | PA      | $18612.16      | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | 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        |    1200000 | PA      | $1192067.66    | 0.01%             | 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        |    1920000 | PA      | $1995732.38    | 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        |    1070000 | PA      | $1118825.17    | 0.01%             | 2033-02-01      | Fixed         | 0.07%                 | 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        |     280000 | PA      | $252366.80     | 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        |      37857 | PA      | $35347.22      | 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        |    1203417 | PA      | $646836.64     | 0.00%             | 2034-02-01      | Variable      | 0.04%                 | 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        |         67 | PA      | $68.45         | 0.00%             | 2027-08-15      | Fixed         | 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        |    1713000 | PA      | $1697438.77    | 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        |        383 | PA      | $385.47        | 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        |    4589000 | PA      | $4616212.63    | 0.02%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                        | HESS MIDSTREAM PARTNERS LP 5.5% 10/15/2030 144A                                                         | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     415000 | PA      | $417255.94     | 0.00%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                  | NTT FINANCE CORP 3.678% 07/16/2033 REGS                                                                 | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     900000 | PA      | $1065938.56    | 0.00%             | 2033-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 03/01/2043#AR9089                                                                        | CUSIP: 3138W7C36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149677 | PA      | $137493.80     | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | 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        |      31906 | PA      | $25449.67      | 0.00%             | 2052-08-01      | Fixed         | 0.02%                 | 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        |     250000 | PA      | $251346.75     | 0.00%             | 2037-07-20      | Variable      | 0.09%                 | 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        |         36 | PA      | $36.90         | 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        |     509461 | PA      | $484247.69     | 0.00%             | 2040-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                         | MYLAN INC 4.55% 04/15/2028                                                                              | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    7694000 | PA      | $7646271.27    | 0.04%             | 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        |    8838561 | PA      | $9159808.21    | 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        |     540000 | PA      | $579992.40     | 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        |      10365 | PA      | $9837.12       | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | 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        |    3433000 | PA      | $3420156.46    | 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        |      15803 | PA      | $13716.27      | 0.00%             | 2041-02-01      | Fixed         | 0.02%                 | 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        |       6572 | PA      | $6203.25       | 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        |    1090000 | PA      | $712028.38     | 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        |    9023467 | PA      | $7915657.97    | 0.04%             | 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        |     570000 | PA      | $584734.50     | 0.00%             | 2031-06-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OAK HILL CREDIT PARTNERS                                                          | OAK HILL CREDIT PARTNERS AR TSFR3M+135 07/20/2037 144A                                                  | CUSIP: 67116CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   20095000 | PA      | $20139008.05   | 0.09%             | 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        |     168000 | PA      | $114914.37     | 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        |         43 | PA      | $44.08         | 0.00%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 01/01/2034#J40064                                                                          | CUSIP: 31307YB90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      65141 | PA      | $63262.25      | 0.00%             | 2034-01-01      | Fixed         | 0.03%                 | 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        |     435000 | PA      | $364875.83     | 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        |    1123000 | PA      | $1048005.39    | 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        |   10700000 | PA      | $10786500.30   | 0.05%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 11/01/2051#MA4467                                                                          | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     706446 | PA      | $617536.77     | 0.00%             | 2051-11-01      | 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        |    2834000 | PA      | $2831166.62    | 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        |       6286 | PA      | $6384.85       | 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        |     132794 | NS      | $1606807.40    | 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        |    2231436 | PA      | $1985566.44    | 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        |       1312 | PA      | $1328.04       | 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        |        131 | PA      | $134.19        | 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        |     645000 | PA      | $571431.30     | 0.00%             | 2033-04-14      | Fixed         | 0.04%                 | 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        |        126 | PA      | $127.08        | 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        |    2395000 | PA      | $2496485.73    | 0.01%             | 2031-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 3.5% 02/34#G30703                                                                             | CUSIP: 3132J4AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2204001 | PA      | $2166025.38    | 0.01%             | 2034-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                    | WHIRLPOOL CORP 6.125% 06/15/2030                                                                        | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2300288.90    | 0.01%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 12/01/2032#BM5109                                                                          | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1842266 | PA      | $1800016.42    | 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        |     470000 | PA      | $395975.00     | 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        |    1519000 | PA      | $1605990.93    | 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        |    1248857 | PA      | $1218627.47    | 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        |    6571080 | PA      | $6360608.51    | 0.03%             | 2044-07-15      | Fixed         | 0.04%                 | 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        |   22957848 | PA      | $429642.35     | 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        |     115775 | PA      | $107041.26     | 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        |    1323000 | PA      | $965790.00     | 0.00%             | 2033-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                             | JPMORGAN CHASE and CO 5.572%/VAR 04/22/2036                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15063000 | PA      | $15660005.44   | 0.07%             | 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        |     483000 | PA      | $434607.55     | 0.00%             | 2039-07-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 08/01/2052#SD4717                                                                          | CUSIP: 3132DSG22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1781073 | PA      | $1423441.00    | 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        |      15521 | PA      | $15768.84      | 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        |   21244477 | PA      | $17011867.77   | 0.08%             | 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        |          9 | PA      | $8.62          | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 04/01/2052#CB3313                                                                          | CUSIP: 3140QNVF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9758359 | PA      | $9184285.99    | 0.04%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | CAPITAL ONE FIN CORP 5.247%/VAR 07/26/2030                                                              | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   22350000 | PA      | $22984493.03   | 0.11%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                          | TEAM HEALTH HOLDINGS INC 8.375% 06/30/2028 144A                                                         | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1042638.10    | 0.00%             | 2028-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT INC                                                                  | RESTAURANT TECHNOLOGIES TERM INCR B 1LN 4/2/2029                                                        | CUSIP: 26972CAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2656650 | PA      | $2579633.72    | 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        |      34114 | PA      | $33179.68      | 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        |       1429 | PA      | $1517.54       | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                 | KOSMOS ENERGY LTD 8.75% 10/01/2031 144A                                                                 | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    2915000 | PA      | $2170567.30    | 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        |    1477714 | PA      | $1468168.30    | 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        |     756431 | PA      | $678530.71     | 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        |      13725 | PA      | $12562.58      | 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        |     107264 | PA      | $106922.44     | 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        |    1216638 | PA      | $1130109.11    | 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        |      20101 | PA      | $20113.05      | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | 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        |       5936 | PA      | $6026.99       | 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        |   14355000 | PA      | $14381585.46   | 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        |    5495281 | PA      | $4402154.67    | 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        |     620000 | NC      | $99143.46      | 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        |    4583898 | PA      | $3679227.53    | 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        |   13691453 | PA      | $11989714.88   | 0.06%             | 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        |       3548 | PA      | $3711.33       | 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        |         67 | PA      | $68.36         | 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        |  572000000 | PA      | $548248592.32  | 2.55%             | 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        |    7997074 | PA      | $17033.77      | 0.00%             | 2049-07-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                             | LCH OIS SOFRV3.75% MAC 09/17/27                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -204431000 | NC      | $-991794.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                                           | SSE PLC 3.74%/VAR PERP REGS                                                                             | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EP               | CORP              | GB        |    1475000 | PA      | $1975621.29    | 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        |    4159773 | PA      | $2803687.00    | 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        |      13517 | PA      | $13730.86      | 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        |    1715000 | PA      | $1624783.80    | 0.01%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                        | CARVANA CO 4.875% 09/01/2029 144A                                                                       | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1271000 | PA      | $1156775.23    | 0.01%             | 2029-09-01      | Fixed         | 0.05%                 | 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        |     173000 | PA      | $146112.67     | 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        |     475000 | PA      | $474216.25     | 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        |      13700 | NS      | $296606.37     | 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        |    6118715 | PA      | $6126057.04    | 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        |   21840000 | PA      | $23033265.09   | 0.11%             | 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        |     575000 | PA      | $574643.50     | 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        |     853000 | PA      | $706200.92     | 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        |     325000 | PA      | $205806.25     | 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        |     161498 | PA      | $156291.47     | 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        |    1200000 | PA      | $1219173.60    | 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        |      90816 | PA      | $88289.80      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 05/01/2051#CB0404                                                                        | CUSIP: 3140QKNW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19380083 | PA      | $16427242.54   | 0.08%             | 2051-05-01      | Fixed         | 0.03%                 | 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        |       3527 | PA      | $3427.44       | 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        |     838000 | PA      | $892138.99     | 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        |    4670000 | PA      | $3700975.00    | 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        |    1614906 | PA      | $1369356.18    | 0.01%             | 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        |    1210000 | PA      | $1247207.50    | 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        |    1680000 | PA      | $1556620.80    | 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        |   15270000 | PA      | $15129575.09   | 0.07%             | 2027-04-05      | Fixed         | 0.04%                 | 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        |     356121 | PA      | $348627.57     | 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        |    1511726 | PA      | $1526843.27    | 0.01%             | 2031-11-01      | Variable      | 0.09%                 | 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        |      23586 | PA      | $23575.06      | 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        |       9550 | PA      | $9802.51       | 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        |     314960 | PA      | $221032.81     | 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        |    1102238 | PA      | $1102237.50    | 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        |    1125000 | PA      | $1162580.63    | 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        |       9381 | PA      | $9503.31       | 0.00%             | 2033-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 10/01/2052#FA2063                                                                          | CUSIP: 3140W2JH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5883021 | PA      | $4710926.33    | 0.02%             | 2052-10-01      | Fixed         | 0.02%                 | 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        |   23424000 | PA      | $23463820.80   | 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        |      11992 | PA      | $11807.84      | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 07/01/2053#FS8875                                                                          | CUSIP: 3140XQ2H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     682082 | PA      | $592828.74     | 0.00%             | 2053-07-01      | Fixed         | 0.03%                 | 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        |       5557 | PA      | $5362.31       | 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        |       8194 | PA      | $8309.90       | 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        |     546000 | PA      | $409913.16     | 0.00%             | 2055-02-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 4.50% 10/40 #A94662                                                                                | CUSIP: 312943FB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28122 | PA      | $28105.27      | 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        |    4840000 | PA      | $4338213.00    | 0.02%             | 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        |       5156 | PA      | $5237.14       | 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        |    3125000 | PA      | $3199478.13    | 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        |    6547060 | PA      | $5529501.01    | 0.03%             | 2051-09-20      | Fixed         | 0.03%                 | 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        |    7835424 | PA      | $6863831.33    | 0.03%             | 2030-08-01      | Variable      | 0.09%                 | 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        |    3443000 | PA      | $3539285.22    | 0.02%             | 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        |       1076 | PA      | $1044.50       | 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        |   18661000 | PA      | $18705431.84   | 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        |       5171 | PA      | $5148.74       | 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        |        413 | PA      | $421.75        | 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        |      59775 | PA      | $59788.10      | 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        |    3440484 | PA      | $3440483.87    | 0.02%             | 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        |     550000 | PA      | $556160.00     | 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        |     888857 | PA      | $906790.46     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                     | GOLDEN NUGGET TERM B 1LN 01/29/2029                                                                     | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   15757503 | PA      | $15739855.05   | 0.07%             | 2029-01-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 4% 10/01/2055 #TBA                                                                            | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21000000 | PA      | $19592342.70   | 0.09%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                  | ALTRIA GROUP INC 4.25% 08/09/2042                                                                       | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   10924000 | PA      | $8950355.89    | 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        |     725000 | PA      | $766955.75     | 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        |    3130000 | PA      | $3000893.76    | 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        |     690722 | PA      | $676187.65     | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ                                            | VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ D VAR 07/13/2044 144A                                            | CUSIP: 91825CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1095000 | PA      | $1105906.97    | 0.01%             | 2044-07-13      | Variable      | 0.06%                 | 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        |       3890 | PA      | $4005.76       | 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        |       3556 | PA      | $3582.20       | 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        |     289000 | PA      | $257958.51     | 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        |     600000 | PA      | $719260.36     | 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        |    2579000 | PA      | $2559359.37    | 0.01%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                           | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.75% 12/01/2034 144A                                           | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    1545000 | PA      | $1500590.81    | 0.01%             | 2034-12-01      | 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        |      76287 | PA      | $60969.07      | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | 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        |     280000 | PA      | $249726.20     | 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        |       6153 | PA      | $6449.40       | 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        |       1272 | NS      | $3714.24       | 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        |       6521 | PA      | $6530.38       | 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        |    1154000 | PA      | $1142460.00    | 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        |     320146 | PA      | $294963.84     | 0.00%             | 2041-01-17      | Fixed         | 0.04%                 | 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        |       2995 | PA      | $2917.39       | 0.00%             | 2041-03-01      | 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        |     808230 | PA      | $800455.29     | 0.00%             | 2041-01-25      | Fixed         | 0.05%                 | 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        |     488000 | PA      | $500580.64     | 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        |    3198523 | PA      | $2692190.10    | 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        |      53649 | PA      | $54498.34      | 0.00%             | 2044-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 12/01/2032#FM1681                                                                        | CUSIP: 3140X42P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3935541 | PA      | $3800796.56    | 0.02%             | 2032-12-01      | Fixed         | 0.03%                 | 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        |         51 | PA      | $0.49          | 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        |      38980 | PA      | $35972.12      | 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        |      30111 | PA      | $27146.45      | 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        |    4933600 | PA      | $4936680.04    | 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        |      21313 | PA      | $21209.56      | 0.00%             | 2040-05-20      | Fixed         | 0.04%                 | No            |                  2 | 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        |     920000 | PA      | $830779.78     | 0.00%             | 2055-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                             | AHEAD TERM B4 1LN 02/03/2031                                                                            | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |    1308056 | PA      | $1308330.91    | 0.01%             | 2031-02-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 05/01/2046#Q40647                                                                        | CUSIP: 3132WDWH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     555963 | PA      | $515727.63     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | BOEING CO 5.705% 05/01/2040                                                                             | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7640000 | PA      | $7665830.61    | 0.04%             | 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        |      23060 | PA      | $23093.49      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | US ULTRA BOND CBT FUT DEC25 WNZ5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -52 | NC      | $22644.96      | 0.00%             |  |  |  | No            |                  1 | 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        |    1195668 | PA      | $1176465.81    | 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        |         15 | PA      | $15.47         | 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        |     102705 | PA      | $87184.42      | 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        |    3627759 | PA      | $3634578.81    | 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        |    1425000 | PA      | $2188056.09    | 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        |    1210000 | PA      | $1202170.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 6.84% 01/23/2030                                                                    | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    7727000 | PA      | $7680638.00    | 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        |     230000 | PA      | $253503.70     | 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        |    3191515 | PA      | $47872.72      | 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        |    1912000 | PA      | $1572743.71    | 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        |     609000 | PA      | $289228.47     | 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        |    2060054 | PA      | $1974270.79    | 0.01%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-2 LTD                                             | PALMER SQUARE LOAN FUNDING 2025-2A D LTD TSFR3M+450 07/15/2033 144A                                     | CUSIP: 69704EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250061.00     | 0.00%             | 2033-07-15      | Variable      | 0.09%                 | 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        |   12426000 | PA      | $12426000.00   | 0.06%             | 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        |     321772 | PA      | $257765.03     | 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        |     659645 | PA      | $601651.52     | 0.00%             | 2045-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP                                                             | FILTRATION GROUP TERM B 1LN 10/21/2028                                                                  | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    2501157 | PA      | $2511062.05    | 0.01%             | 2028-10-21      | Variable      | 0.07%                 | 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        |       2169 | PA      | $2171.98       | 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        |    2163573 | PA      | $2160024.91    | 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        |     280000 | PA      | $252421.09     | 0.00%             | 2034-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 1.5% 07/01/2036#MA4382                                                                        | CUSIP: 31418D2Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139284 | PA      | $124853.07     | 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        |    1475000 | PA      | $1516745.45    | 0.01%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                                | SASOL FING USA LLC 8.75% 05/03/2029 144A                                                                | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201743.00     | 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        |     660000 | PA      | $477054.60     | 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        |     302787 | PA      | $242934.48     | 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        |      55496 | PA      | $58091.46      | 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        |     645000 | PA      | $400838.48     | 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        |     627000 | PA      | $553955.19     | 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        |    2017000 | PA      | $2012886.75    | 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        |      16827 | PA      | $16850.93      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | 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        |        114 | PA      | $115.44        | 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        |      42218 | PA      | $40778.90      | 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        |    1496907 | PA      | $1458856.02    | 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        |     651000 | PA      | $361254.68     | 0.00%             | 2050-03-10      | Variable      | 0.04%                 | No            |                  3 | 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        |    1662854 | PA      | $1664932.33    | 0.01%             | 2028-04-03      | Variable      | 0.08%                 | 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        |    3000000 | PA      | $3019555.50    | 0.01%             | 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        |     640000 | PA      | $562835.20     | 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        |   11245000 | PA      | $11251173.51   | 0.05%             | 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        |     748125 | PA      | $749411.78     | 0.00%             | 2028-04-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                    | OMAN SULTANATE 6.5% 03/08/2047 144A                                                                     | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     300000 | PA      | $315450.00     | 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        |         81 | PA      | $82.25         | 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        |    2841000 | PA      | $2836286.78    | 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        |         16 | PA      | $16.36         | 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        |    1835000 | PA      | $2077157.70    | 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        |   54222000 | PA      | $54827761.68   | 0.26%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RH                                                                                | RH TERM B 1LN 10/20/2028                                                                                | CUSIP: 76133MAB7<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |    2631294 | PA      | $2521516.84    | 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        |      21841 | PA      | $22196.09      | 0.00%             | 2041-04-15      | Fixed         | 0.05%                 | 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        |    1548188 | PA      | $1542381.80    | 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        |    6600000 | NC      | $-178332.84    | -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        |   16605594 | PA      | $16970196.43   | 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        |     880000 | PA      | $716927.20     | 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        |      56656 | PA      | $59927.30      | 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        |    1830000 | PA      | $1898105.28    | 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        |      82524 | PA      | $80141.81      | 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        |    2758699 | PA      | $2478906.15    | 0.01%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.125% 03/31/2032                                                                             | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   64000000 | PA      | $64862499.84   | 0.30%             | 2032-03-31      | Fixed         | 0.04%                 | 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        |    7471436 | PA      | $7591828.02    | 0.04%             | 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        |         12 | PA      | $12.33         | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | 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        |      23708 | PA      | $22954.42      | 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        |   10000000 | PA      | $8749614.30    | 0.04%             | 2031-11-15      | Fixed         | 0.02%                 | 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        |       1464 | PA      | $1518.82       | 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        |     595000 | PA      | $623249.41     | 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        |       3315 | PA      | $3273.89       | 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        |      26229 | PA      | $26620.41      | 0.00%             | 2035-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA LLC / ARU FIN CORP                                         | ASCENT RESOURCES UTICA LLC / ARU FIN CORP 6.625% 07/15/2033 144A                                        | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $609063.60     | 0.00%             | 2033-07-15      | Fixed         | 0.07%                 | 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        |    1482440 | PA      | $1321594.18    | 0.01%             | 2041-11-01      | Fixed         | 0.03%                 | 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        |       8571 | PA      | $8284.69       | 0.00%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.25% 01/31/2030                                                                              | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75000000 | PA      | $76766601.75   | 0.36%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 5.5% 10/15/2033                                                          | CUSIP: 31394KF41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     284881 | PA      | $291240.90     | 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        |    2722448 | PA      | $2565312.34    | 0.01%             | 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        |     716258 | PA      | $642658.07     | 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        |    1820810 | PA      | $1824224.42    | 0.01%             | 2040-12-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| 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        |     238000 | PA      | $188655.56     | 0.00%             | 2032-09-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                          | SOUTH AFRICA REPUBLIC OF 5% 10/12/2046                                                                  | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     670000 | PA      | $471036.80     | 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        |      88964 | PA      | $86348.77      | 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        |    2069000 | PA      | $2184922.45    | 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        |     435000 | PA      | $450042.30     | 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        |     655000 | PA      | $634422.59     | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 04/01/2048#SD4470                                                                        | CUSIP: 3132E06F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14320799 | PA      | $13182334.20   | 0.06%             | 2048-04-01      | 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        |    6740338 | PA      | $5942588.73    | 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        |     250000 | PA      | $252520.75     | 0.00%             | 2037-07-20      | Variable      | 0.10%                 | 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        |    1885042 | PA      | $1989061.02    | 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        |        122 | PA      | $124.06        | 0.00%             | 2027-07-15      | 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        |    2538311 | PA      | $2572037.26    | 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        |      38711 | PA      | $38516.38      | 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        |    3498584 | PA      | $3697653.82    | 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        |        898 | PA      | $939.17        | 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        |    1888114 | PA      | $1580898.87    | 0.01%             | 2048-01-25      | Fixed         | 0.02%                 | 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        |     684000 | PA      | $537370.92     | 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        |    4413234 | PA      | $4160444.65    | 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        |      22800 | NS      | $506160.00     | 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        |     218819 | PA      | $221590.49     | 0.00%             | 2041-08-01      | Variable      | 0.05%                 | 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        |   12422130 | PA      | $12715303.45   | 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        |    4633406 | PA      | $4125523.85    | 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        |    2518131 | PA      | $2116357.74    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | 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        |     789000 | PA      | $718220.23     | 0.00%             | 2048-09-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP LP                                                         | FLYNN RESTAURANT TERM B 1LN 01/28/2032                                                                  | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |    2627998 | PA      | $2631703.65    | 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        |    4821166 | PA      | $5050668.97    | 0.02%             | 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        |     979934 | PA      | $819388.89     | 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        |     255000 | PA      | $252308.31     | 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        |       8717 | PA      | $8349.04       | 0.00%             | 2045-10-20      | 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        |       5875 | PA      | $5967.26       | 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        |     286070 | PA      | $300836.18     | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | 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        |       3020 | PA      | $3174.95       | 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        |    4664091 | PA      | $4734874.22    | 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        |    7120886 | PA      | $7297846.89    | 0.03%             | 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        |     136000 | PA      | $142540.10     | 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        |      19240 | PA      | $19266.16      | 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        |      48245 | PA      | $48309.69      | 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        |     189000 | PA      | $168387.34     | 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        |    2471056 | PA      | $2507323.15    | 0.01%             | 2048-04-20      | Fixed         | 0.05%                 | 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        |     236713 | PA      | $245879.74     | 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        |     462000 | PA      | $417600.78     | 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        |        262 | PA      | $271.45        | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2                                    | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 4.43% 08/15/2030                                         | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1360000 | PA      | $1367315.17    | 0.01%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 11/01/2041#FS0106                                                                          | CUSIP: 3140XFDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4280097 | PA      | $3690628.37    | 0.02%             | 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        |       1345 | PA      | $1333.37       | 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        |      67613 | PA      | $63178.89      | 0.00%             | 2043-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2% 05/01/2036#SB8512                                                                          | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     411988 | PA      | $380475.83     | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | 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        |      50768 | PA      | $50540.35      | 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        |     528000 | PA      | $0.05          | 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        |       6177 | PA      | $6275.15       | 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        |         23 | PA      | $23.94         | 0.00%             | 2028-02-01      | Fixed         | 0.07%                 | 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        |    5615920 | PA      | $5620581.27    | 0.03%             | 2028-03-31      | Variable      | 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        |         20 | PA      | $20.80         | 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        |    1016000 | PA      | $1015712.78    | 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        |    2271000 | PA      | $2706026.38    | 0.01%             | 2042-07-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 01/01/2035#FM2286                                                                          | CUSIP: 3140X5RG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1513552 | PA      | $1461218.87    | 0.01%             | 2035-01-01      | Fixed         | 0.03%                 | 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        |    1099927 | NC      | $9087.49       | 0.00%             |  |  |  | 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        |   10374000 | PA      | $10281630.01   | 0.05%             | 2029-05-15      | Fixed         | 0.04%                 | 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        |      11530 | PA      | $11187.52      | 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        |    3070000 | PA      | $3062325.00    | 0.01%             | 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        |       9441 | PA      | $8859.51       | 0.00%             | 2041-10-20      | Fixed         | 0.04%                 | 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        |      39130 | PA      | $39154.44      | 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        |    3842252 | PA      | $3626999.73    | 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        |     890000 | PA      | $893907.10     | 0.00%             | 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        |     110435 | PA      | $99855.21      | 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        |      18333 | PA      | $17408.96      | 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        |   17810481 | PA      | $14881506.66   | 0.07%             | 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        |         71 | PA      | $71.29         | 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        |    2715912 | PA      | $2342735.95    | 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        |      22977 | PA      | $22909.32      | 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        |        505 | PA      | $522.27        | 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        |    1878318 | PA      | $1952421.87    | 0.01%             | 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        |     141487 | PA      | $146656.39     | 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        |    2200000 | PA      | $2594087.69    | 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        |       1463 | PA      | $1490.41       | 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        |     802000 | PA      | $782752.00     | 0.00%             | 2027-07-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                           | MNGT SWAP CY873248 04/17/65 B                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     810000 | NC      | $129526.13     | 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        |    1490000 | PA      | $1275440.00    | 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        |     780000 | PA      | $677805.34     | 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        |    9402000 | PA      | $9442920.32    | 0.04%             | 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        |     825000 | PA      | $875787.00     | 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        |     400000 | PA      | $426376.00     | 0.00%             | 2030-03-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 04/20/2044#MA1838                                                                          | CUSIP: 36179QBF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4320 | PA      | $4017.00       | 0.00%             | 2044-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ENERGY TRANSFER LP 5.25% 04/15/2029                                                                     | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $4154232.94    | 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        |      15062 | PA      | $2120.82       | 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        |     180000 | PA      | $181575.00     | 0.00%             | 2028-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2% 02/01/2036#FM6186                                                                          | CUSIP: 3140X92U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     228361 | PA      | $210965.55     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | 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        |     616400 | PA      | $572740.45     | 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        |  141158000 | PA      | $79666046.25   | 0.37%             | 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        |      42963 | PA      | $44239.06      | 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        |       3981 | PA      | $3968.94       | 0.00%             | 2039-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 4 LTD                                                             | BIRCH GROVE CLO 4 LTD ER TSFR3M+650 07/15/2037 144A                                                     | CUSIP: 09077EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     273000 | PA      | $273713.62     | 0.00%             | 2037-07-15      | Variable      | 0.11%                 | 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        |     487233 | PA      | $469865.58     | 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        |    1390000 | PA      | $1435175.00    | 0.01%             | 2030-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                             | LCH OIS SOFRV3.75% MAC 09/17/30                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -28807000 | NC      | $-436534.66    | -0.00%            |  |  |  | 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        |   34089048 | PA      | $34046449.86   | 0.16%             | 2030-03-15      | Variable      | 0.06%                 | 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        |   25640764 | PA      | $21734016.54   | 0.10%             | 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        |   11623000 | PA      | $12230103.23   | 0.06%             | 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        |       1266 | PA      | $1288.57       | 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        |     401000 | PA      | $238262.33     | 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        |     370827 | PA      | $360992.47     | 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        |    7755000 | PA      | $659175.00     | 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        |    4580000 | PA      | $3964585.40    | 0.02%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                              | SABRA HEALTH CARE LP 3.2% 12/01/2031                                                                    | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   24037000 | PA      | $21719016.66   | 0.10%             | 2031-12-01      | Fixed         | 0.03%                 | 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        |     515000 | PA      | $532489.40     | 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        |     500000 | PA      | $567311.37     | 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        |     998000 | PA      | $1115529.31    | 0.01%             | 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        |     695000 | PA      | $537610.30     | 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        |    2761964 | PA      | $2432807.85    | 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        |    1166995 | PA      | $1111796.29    | 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        |      29132 | PA      | $29096.75      | 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        |     200414 | PA      | $125258.98     | 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        |          1 | PA      | $1.32          | 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        |         23 | PA      | $23.36         | 0.00%             | 2027-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CAMPOSOL SA RGS                                                                   | CAMPOSOL SA 6% 02/03/2027 144A                                                                          | CUSIP: 134638AE5<br>LEI: 5493008B0STMH3JFSW17 | Long             | DBT              | CORP              | PE        |     715000 | PA      | $703166.75     | 0.00%             | 2027-02-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6                               | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6 3.2829% 07/15/2050                                  | CUSIP: 48128KBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     570288 | PA      | $564995.25     | 0.00%             | 2050-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THUNDERBOLT III AIRCRAFT LEASE LTD                                                | THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A                                      | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6919021 | PA      | $6716086.13    | 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        |    2789480 | PA      | $2782192.31    | 0.01%             | 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        |       9422 | PA      | $9417.90       | 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        |       2226 | PA      | $2143.72       | 0.00%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                        | TRONOX INC 4.625% 03/15/2029 144A                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    3412000 | PA      | $2518848.95    | 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        |     365000 | PA      | $369865.45     | 0.00%             | 2028-04-27      | Fixed         | 0.05%                 | 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        |   20400000 | NC      | $697533.73     | 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        |       4328 | PA      | $4182.09       | 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        |    6906514 | PA      | $6919464.16    | 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        |     500000 | PA      | $422006.05     | 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        |    2410759 | PA      | $2113380.80    | 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        |     620000 | PA      | $440909.99     | 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        |      69922 | PA      | $68060.17      | 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        |       6614 | PA      | $6195.33       | 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        |     435000 | PA      | $445825.85     | 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        |     509070 | PA      | $486798.19     | 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        |    1657677 | PA      | $1595100.14    | 0.01%             | 2027-09-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                         | BLOCK INC 5.625% 08/15/2030 144A                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1103977.49    | 0.01%             | 2030-08-15      | Fixed         | 0.06%                 | 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        |     739000 | PA      | $683570.05     | 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        |    1495341 | PA      | $1195082.59    | 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        |     405000 | PA      | $379940.63     | 0.00%             | 2030-01-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 05/01/2053#SD6787                                                                          | CUSIP: 3132DURG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8436664 | PA      | $7945617.86    | 0.04%             | 2053-05-01      | Fixed         | 0.04%                 | 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        |     420000 | PA      | $418845.17     | 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        |      11342 | PA      | $11068.32      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 2% 09/01/2055 #TBA                                                                            | CUSIP: 01F020695<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -446425000 | PA      | $-354454485.77 | -1.65%            | 2055-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                              | BEACON MOBILITY TERM DD 1LN 06/17/2030                                                                  | CUSIP: 07363PAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     112048 | PA      | $112468.37     | 0.00%             | 2030-06-17      | Variable      | 0.05%                 | 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        |         25 | PA      | $25.60         | 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        |        164 | PA      | $166.48        | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATTER LLC / SIZZLING PLATTER FIN CORP                                  | SIZZLING PLATTER TERM DD 1LN 06/25/2032                                                                 | CUSIP: N/A<br>LEI: 549300440PU6D6ZUIR97       | Long             | LON              | CORP              | US        |     373545 | PA      | $363272.07     | 0.00%             | 2032-07-02      | Variable      | 0.01%                 | 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        |    1805000 | PA      | $1892414.35    | 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        |         64 | PA      | $67.10         | 0.00%             | 2031-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                      | ACRISURE TERM B 1LN 06/21/2032                                                                          | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    1300000 | PA      | $1297972.00    | 0.01%             | 2032-06-21      | Variable      | 0.08%                 | 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        |        137 | NS      | $2487.17       | 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        |     200000 | PA      | $210000.00     | 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        |    4700000 | PA      | $4680778.88    | 0.02%             | 2033-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                    | BLACKSTONE PRIVATE CREDIT FUND 7.3% 11/27/2028                                                          | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   20400000 | PA      | $21804911.48   | 0.10%             | 2028-11-27      | Fixed         | 0.07%                 | 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        |    9435000 | PA      | $8808037.17    | 0.04%             | 2031-05-13      | Variable      | 0.03%                 | 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        |    2434000 | PA      | $2419819.37    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | 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        |    1890000 | PA      | $1992645.90    | 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        |     696000 | PA      | $527880.23     | 0.00%             | 2049-12-15      | Variable      | 0.04%                 | No            |                  3 | 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        |    1200000 | PA      | $1090078.13    | 0.01%             | 2044-08-15      | 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        |      38834 | PA      | $39487.23      | 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        |    2555000 | PA      | $2717242.50    | 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        |     520000 | PA      | $466440.00     | 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        |       1592 | PA      | $1651.82       | 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        |    2582719 | PA      | $2345444.86    | 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        |    1710000 | NC      | $273444.05     | 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        |      20056 | PA      | $19375.10      | 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        |    7555000 | PA      | $7800955.06    | 0.04%             | 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        |     224098 | PA      | $219396.68     | 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        |    6616792 | PA      | $6618445.76    | 0.03%             | 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        |      35109 | PA      | $37216.87      | 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        |     480000 | PA      | $511315.20     | 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        |   10444000 | PA      | $10487415.71   | 0.05%             | 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        |    3446000 | PA      | $3363089.24    | 0.02%             | 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        |    4816072 | PA      | $4782118.69    | 0.02%             | 2031-06-30      | Variable      | 0.09%                 | 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        |     120664 | PA      | $113027.42     | 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        |     325000 | PA      | $322920.00     | 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        |     700000 | PA      | $530068.00     | 0.00%             | 2041-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 1.5% 10/25/2051                                                          | CUSIP: 3137H2UY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1549507 | PA      | $1316716.82    | 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        |     554209 | PA      | $535444.02     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.625% 09/30/2031                                                                             | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  349960000 | PA      | $346022950.00  | 1.61%             | 2031-09-30      | Fixed         | 0.04%                 | 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        |      58305 | PA      | $59288.35      | 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        |        134 | PA      | $140.99        | 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        |       4265 | PA      | $4132.15       | 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        |       6392 | PA      | $6250.86       | 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        |      12378 | PA      | $11283.03      | 0.00%             | 2043-08-15      | Fixed         | 0.03%                 | 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        |       8559 | PA      | $8308.88       | 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        |    1469724 | PA      | $1464212.49    | 0.01%             | 2028-02-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR                                                                    | SEMT 2004-6 A3B TSFR6M+130.826 7/34                                                                     | CUSIP: 81744FCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       1141 | PA      | $1062.22       | 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        |    1159000 | PA      | $1039481.37    | 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        |    3030000 | PA      | $2950052.24    | 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        |       3985 | PA      | $4156.65       | 0.00%             | 2041-07-01      | Variable      | 0.07%                 | 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        |     930000 | PA      | $857841.67     | 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        |    1320000 | PA      | $1102200.00    | 0.01%             | 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        |     615000 | PA      | $638688.57     | 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        |      28002 | PA      | $27931.06      | 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        |    4125523 | PA      | $4083360.19    | 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        |   19300000 | PA      | $357325.99     | 0.00%             | 2042-10-10      | Variable      | 0.01%                 | 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        |    1771000 | PA      | $1674172.70    | 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        |       5293 | PA      | $4968.57       | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | 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        |    1722187 | PA      | $1501723.44    | 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        |       1016 | PA      | $1023.04       | 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        |    2125000 | PA      | $2070959.55    | 0.01%             | 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        |    1740000 | PA      | $1707914.40    | 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        |    1130000 | PA      | $1167110.33    | 0.01%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| 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        |    1866400 | PA      | $1866399.24    | 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        |      24275 | PA      | $22659.50      | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                  | NTT FINANCE CORP 4.567% 07/16/2027 144A                                                                 | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    2439000 | PA      | $2454469.80    | 0.01%             | 2027-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 08/01/2052#BW3895                                                                        | CUSIP: 3140MVKH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     698291 | PA      | $635414.30     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | 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        |      75000 | PA      | $78843.75      | 0.00%             | 2032-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 08/01/2040#A93375                                                                        | CUSIP: 312941XC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2175 | PA      | $2175.47       | 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        |     450000 | PA      | $459441.00     | 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      | $176525.30     | 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        |      42644 | PA      | $40275.81      | 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        |       1112 | PA      | $1129.31       | 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        |     458800 | PA      | $417057.32     | 0.00%             | 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        |      16876 | PA      | $16423.27      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | 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        |     548464 | PA      | $507091.01     | 0.00%             | 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        |     405000 | PA      | $417362.63     | 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        |     200000 | NC      | $23585.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                      | SOMNIGROUP TERM B 1LN 10/24/2031                                                                        | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |    2743990 | PA      | $2747419.96    | 0.01%             | 2031-10-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.875% 06/30/2030                                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42000000 | PA      | $42344531.04   | 0.20%             | 2030-06-30      | Fixed         | 0.04%                 | 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        |      51239 | PA      | $50227.75      | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | 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        |      26749 | PA      | $25955.37      | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                   | CORNERSTONE BUILDING PRODUCTS TERM 1LN 08/01/2028                                                       | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     400000 | PA      | $384752.00     | 0.00%             | 2028-08-01      | Variable      | 0.10%                 | 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        |     258866 | PA      | $245870.41     | 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        |    3094016 | PA      | $2920700.58    | 0.01%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 3% 03/01/2040#FM6134                                                                          | CUSIP: 3140X9Y82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     125980 | PA      | $119376.89     | 0.00%             | 2040-03-01      | Fixed         | 0.03%                 | 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        |     595000 | PA      | $613363.49     | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 11/01/2042#Q13121                                                                        | CUSIP: 3132HPPE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      75486 | PA      | $73283.77      | 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        |    2692267 | PA      | $2796800.24    | 0.01%             | 2055-02-01      | Fixed         | 0.06%                 | 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        |     588000 | PA      | $565615.02     | 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        |       7109 | PA      | $7119.74       | 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        |      15824 | PA      | $15026.40      | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                      | CHS/CMNTY HEALTH SYSTEMS INC 9.75% 01/15/2034 144A                                                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1164705.95    | 0.01%             | 2034-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                  | T-MOBILE USA INC 4.5% 04/15/2050                                                                        | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5491000 | PA      | $4487669.00    | 0.02%             | 2050-04-15      | Fixed         | 0.04%                 | 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        |        286 | PA      | $289.81        | 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        |      20319 | PA      | $20257.50      | 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        |     405000 | PA      | $338960.70     | 0.00%             | 2050-01-20      | 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        |    4380000 | PA      | $5288157.85    | 0.02%             | 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        |    4722000 | PA      | $4733592.51    | 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        |     666338 | PA      | $609801.08     | 0.00%             | 2045-06-15      | Variable      | 0.05%                 | 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        |      12808 | PA      | $13014.45      | 0.00%             | 2041-03-15      | Fixed         | 0.05%                 | 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        |      86408 | PA      | $85958.34      | 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        |      53092 | PA      | $51478.58      | 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        |    1200000 | PA      | $1196440.20    | 0.01%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON POWER NETWORKS PLC                                                         | LONDON POWER NETWORKS PLC 3.837% 06/11/2037 REGS                                                        | CUSIP: N/A<br>LEI: 213800JDI3GTKPG4XI38       | Long             | DBT              | CORP              | GB        |    1150000 | PA      | $1347404.70    | 0.01%             | 2037-06-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                    | BRANDYWINE OPER PARTNERSHIP LP 8.3% 03/15/2028                                                          | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   10931000 | PA      | $11624101.92   | 0.05%             | 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        |     899000 | PA      | $897597.56     | 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        |      11742 | PA      | $11727.96      | 0.00%             | 2039-11-01      | Fixed         | 0.04%                 | 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        |      28200 | PA      | $29458.88      | 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        |    1190049 | PA      | $952207.77     | 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        |     824000 | PA      | $849784.77     | 0.00%             | 2057-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                           | UKG TERM B 1LN 02/10/2031                                                                               | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |   10105525 | PA      | $10097137.23   | 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        |     849000 | PA      | $746736.00     | 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        |    1885750 | PA      | $1876528.68    | 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        |    1660000 | PA      | $1714265.40    | 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        |     168000 | PA      | $165101.46     | 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        |    4400000 | PA      | $4619414.80    | 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        |    3335402 | PA      | $3358144.54    | 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        |       1624 | PA      | $7.29          | 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        |      15202 | PA      | $15223.94      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A                                     | HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A A TSFR3M+134 10/20/2037 144A                              | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   12846000 | PA      | $12882033.03   | 0.06%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP 7.125% 11/15/2031                                                                  | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1454549.60    | 0.01%             | 2031-11-15      | Fixed         | 0.07%                 | 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        |      23630 | PA      | $24619.45      | 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        |      77087 | PA      | $76139.84      | 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        |         16 | PA      | $16.30         | 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        |       1059 | PA      | $1108.86       | 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        |      57524 | PA      | $55682.52      | 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        |    2932023 | PA      | $2369856.21    | 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        |      79609 | PA      | $83374.15      | 0.00%             | 2035-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                              | FX Forward: EUR/USD settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $7438.86       | 0.00%             |  |  |  | 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        |     505000 | PA      | $500651.95     | 0.00%             | 2032-08-08      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                       | DEL MONTE FOODS CORP II INC TERM TLB DIP ROLLUP 03/30/2026                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3578168 | PA      | $2790971.03    | 0.01%             | 2026-03-30      | Variable      | 0.14%                 | 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        |      23205 | PA      | $22717.76      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 3.0% 07/01/2035#MA2320                                                                        | CUSIP: 31418BSJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41140 | PA      | $39421.13      | 0.00%             | 2035-07-01      | Fixed         | 0.03%                 | 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        |      14798 | PA      | $14784.38      | 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        |       6438 | PA      | $6446.40       | 0.00%             | 2034-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURFORD CAP GLOBAL FIN LLC                                                        | BURFORD CAP GLOBAL FIN LLC 7.5% 07/15/2033 144A                                                         | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1170190.00    | 0.01%             | 2033-07-15      | Fixed         | 0.07%                 | 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        |    2896471 | PA      | $2602705.09    | 0.01%             | 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        |     480000 | PA      | $480444.00     | 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        |         68 | PA      | $70.55         | 0.00%             | 2035-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                          | CLOUD SOFTWARE GROUP INC 6.625% 08/15/2033 144A                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     575000 | PA      | $582948.36     | 0.00%             | 2033-08-15      | Fixed         | 0.07%                 | 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        |     528255 | PA      | $525392.02     | 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        |      98000 | PA      | $16792.30      | 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        |      75347 | PA      | $73072.25      | 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        |   12771281 | PA      | $12731077.47   | 0.06%             | 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        |        858 | PA      | $893.70        | 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        |     761206 | PA      | $734564.02     | 0.00%             | 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        |     590000 | PA      | $608275.84     | 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        |      48928 | PA      | $48882.19      | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                              | ROMANIA REPUBLIC OF 5.75% 09/16/2030 144A                                                               | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     704000 | PA      | $710172.32     | 0.00%             | 2030-09-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 5.5% 10/01/2055 #TBA                                                                            | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   86875000 | PA      | $87437854.44   | 0.41%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                  | CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A                                                            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3140000 | PA      | $2912750.98    | 0.01%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| APRO LLC                                                                          | UNITED PACIFIC TERM B 1LN 07/09/2031                                                                    | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    1717025 | PA      | $1713814.16    | 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        |     541000 | PA      | $620643.93     | 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        |         19 | PA      | $19.92         | 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        |       7299 | PA      | $6878.78       | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | 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        |       3671 | PA      | $3349.48       | 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        |      40848 | PA      | $37709.29      | 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        |      11811 | PA      | $11484.92      | 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        |    2680000 | PA      | $2392929.15    | 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        |         90 | PA      | $92.38         | 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        |       9745 | PA      | $9881.93       | 0.00%             | 2033-09-01      | Fixed         | 0.05%                 | 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        |    1984210 | PA      | $1900964.76    | 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        |    1921000 | PA      | $1786609.70    | 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        |     777531 | PA      | $771064.87     | 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        |    2575000 | PA      | $2241872.25    | 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        |     447000 | PA      | $433741.71     | 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        |     443000 | PA      | $439549.34     | 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        |     504000 | PA      | $506550.79     | 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        |     685000 | PA      | $612725.65     | 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        |         17 | PA      | $16.73         | 0.00%             | 2027-09-15      | Fixed         | 0.07%                 | 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        |     880000 | PA      | $843154.40     | 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        |     885000 | PA      | $880935.90     | 0.00%             | 2039-06-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 05/01/2051#CB0454                                                                        | CUSIP: 3140QKQG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17115643 | PA      | $14395502.17   | 0.07%             | 2051-05-01      | Fixed         | 0.03%                 | 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        |      30100 | PA      | $25542.65      | 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        |    2738979 | PA      | $2527788.77    | 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        |    1265000 | PA      | $1138500.00    | 0.01%             | 2029-02-19      | Variable      | 0.11%                 | 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        |      55439 | PA      | $55439.33      | 0.00%             | 2029-09-13      | Variable      | 0.12%                 | 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        |    1270000 | PA      | $1274358.64    | 0.01%             | 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        |    3991000 | PA      | $4266889.85    | 0.02%             | 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        |      16121 | PA      | $16388.83      | 0.00%             | 2040-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR16                                                                  | BANK5 2025-5YR16 VAR 08/15/2063                                                                         | CUSIP: 065934BE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21600000 | PA      | $415139.04     | 0.00%             | 2063-08-15      | Variable      | 0.01%                 | 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        |     252000 | PA      | $197608.98     | 0.00%             | 2042-04-05      | Variable      | 0.03%                 | 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        |      21861 | PA      | $20759.69      | 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        |        922 | PA      | $958.72        | 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        |     353900 | PA      | $53233.64      | 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        |    2900000 | NC      | $-15108.76     | -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        |    8673192 | PA      | $7278523.88    | 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        |        886 | PA      | $906.12        | 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        |    1120000 | PA      | $1138200.00    | 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        |       2772 | PA      | $2775.01       | 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        |     134217 | PA      | $133380.48     | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 12/01/2033#J40010                                                                          | CUSIP: 31307YAK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32406 | PA      | $31529.57      | 0.00%             | 2033-12-01      | Fixed         | 0.03%                 | 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        |     800000 | NC      | $94343.36      | 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        |      97163 | PA      | $92260.72      | 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        |     740324 | PA      | $591670.25     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | 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        |      36615 | PA      | $35369.37      | 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        |     287707 | PA      | $270435.60     | 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        |      36214 | PA      | $36213.59      | 0.00%             | 2031-10-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                                                        | ARXIS TERM B-DD 1LN 02/26/2032                                                                          | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     342241 | PA      | $342884.79     | 0.00%             | 2032-02-26      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                      | UNIVISION TERM B 1LN 01/31/2029                                                                         | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    4263484 | PA      | $4236836.88    | 0.02%             | 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        |   27821000 | PA      | $23641521.00   | 0.11%             | 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        |    3839938 | PA      | $3446343.91    | 0.02%             | 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        |    1085000 | PA      | $877765.00     | 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        |        921 | PA      | $933.28        | 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        |    2884595 | PA      | $2592033.78    | 0.01%             | 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        |      49965 | PA      | $48885.67      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 01/01/2035#FM2349                                                                          | CUSIP: 3140X5TF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7791531 | PA      | $7522130.38    | 0.04%             | 2035-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                            | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 5.125% 08/11/2061 144A                                           | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     295000 | PA      | $225232.50     | 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        |    5701000 | PA      | $5942892.35    | 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        |    1658437 | PA      | $1748008.38    | 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        |     420000 | PA      | $434007.00     | 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        |     100000 | PA      | $86391.00      | 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        |    2989551 | PA      | $2653226.51    | 0.01%             | 2026-11-01      | Variable      | 0.09%                 | 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        |    5600000 | PA      | $6549478.91    | 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        |      27632 | PA      | $26756.49      | 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        |     577000 | PA      | $551735.54     | 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        |       5743 | PA      | $5600.47       | 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        |   11387374 | PA      | $8642612.24    | 0.04%             | 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        |    3785000 | PA      | $3643911.85    | 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        |      56750 | PA      | $55629.84      | 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        |         82 | PA      | $81.97         | 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        |     700000 | PA      | $720729.10     | 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        |     397500 | PA      | $369648.88     | 0.00%             | 2034-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | LEVEL 3 FINANCING INC 4.875% 06/15/2029 144A                                                            | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     625000 | PA      | $582812.50     | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | 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        |    8115624 | PA      | $6559587.80    | 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        |    4149000 | PA      | $3494235.94    | 0.02%             | 2026-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                | FX Forward: USD/EUR settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5602.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST 2025-VLT7                                                                | BX TRUST 2025-VLT7 TSFR1M+325 07/15/2044 144A                                                           | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1040000 | PA      | $1042925.00    | 0.00%             | 2044-07-15      | Variable      | 0.08%                 | 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        |    3174451 | PA      | $3284810.53    | 0.02%             | 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        |      31615 | PA      | $29175.80      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                | UKRAINE GOVERNMENT STEP 02/01/2035 144A                                                                 | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     927145 | PA      | $493704.71     | 0.00%             | 2035-02-01      | Variable      | 0.04%                 | 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        |    2097877 | PA      | $1934462.55    | 0.01%             | 2048-05-25      | Fixed         | 0.03%                 | 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        |     101305 | PA      | $101287.11     | 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        |         81 | PA      | $82.83         | 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        |      21654 | PA      | $21182.32      | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                | FX Forward: EUR/USD settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $4729.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     550000 | NC      | $87949.84      | 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        |      60609 | PA      | $56037.06      | 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        |         14 | PA      | $14.38         | 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        |      19477 | PA      | $17747.38      | 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        |      11174 | PA      | $10293.05      | 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        |    4611000 | PA      | $4778614.46    | 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        |     258401 | PA      | $207160.93     | 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        |        634 | PA      | $656.42        | 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        |     965000 | PA      | $1053099.68    | 0.00%             | 2029-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 09/01/2052#CB4643                                                                          | CUSIP: 3140QQER2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6276429 | PA      | $6476975.10    | 0.03%             | 2052-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                  | CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A                                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2079000 | PA      | $1917699.95    | 0.01%             | 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        |    3650483 | PA      | $3653220.99    | 0.02%             | 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        |     659790 | PA      | $633518.22     | 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        |      15703 | PA      | $15660.91      | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACCENTRO EAST HOLDING GMBH                                                        | ACCENTRO EAST HOLDING GMBH PIK 6% 06/30/2027                                                            | CUSIP: N/A<br>LEI: 89450079WA652Y9PWZ14       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $233980.00     | 0.00%             | 2027-06-30      | Fixed         | 0.06%                 | No            |                  3 | 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        |        173 | PA      | $174.35        | 0.00%             | 2026-11-01      | Fixed         | 0.07%                 | 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        |    1010000 | PA      | $1124578.44    | 0.01%             | 2035-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                                  | AMERITEX HOLDCO INTERMEDIATE LLC 7.625% 08/15/2033 144A                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1186584.64    | 0.01%             | 2033-08-15      | 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        |        188 | PA      | $190.95        | 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        |    2160000 | PA      | $2088572.47    | 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        |      54892 | PA      | $53169.97      | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 10/01/2050#CA7323                                                                          | CUSIP: 3140QFD55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2520913 | PA      | $2047023.33    | 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        |        107 | PA      | $109.15        | 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        |     496000 | PA      | $453428.57     | 0.00%             | 2039-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                          | ENEL SPA 3.375%/VAR PERP REGS                                                                           | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |    1085000 | PA      | $1272736.12    | 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        |    1215000 | PA      | $1263060.48    | 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        |    7179245 | PA      | $6062946.21    | 0.03%             | 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        |       5672 | PA      | $5475.33       | 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        |         44 | PA      | $45.97         | 0.00%             | 2031-08-01      | Fixed         | 0.07%                 | 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        |         22 | PA      | $22.06         | 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        |      15346 | PA      | $15349.16      | 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        |    6429000 | PA      | $6692083.17    | 0.03%             | 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        |     610000 | PA      | $561769.37     | 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        |   34136259 | PA      | $31731878.72   | 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        |   20065199 | PA      | $20115361.88   | 0.09%             | 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        |      36104 | PA      | $34810.53      | 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        |      37328 | PA      | $34971.48      | 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        |     454768 | PA      | $438091.77     | 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        |      84130 | PA      | $81596.07      | 0.00%             | 2041-12-15      | 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        |    4283187 | PA      | $4023198.05    | 0.02%             | 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        |     530000 | PA      | $510460.01     | 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        |   11677199 | PA      | $11037890.69   | 0.05%             | 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        |      12616 | PA      | $12633.38      | 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        |     797754 | PA      | $317107.22     | 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        |      66719 | PA      | $66731.36      | 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        |    2195000 | PA      | $2151100.00    | 0.01%             | 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        |     136100 | PA      | $141468.96     | 0.00%             | 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        |    1050000 | PA      | $1027127.85    | 0.00%             | 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        |     212000 | PA      | $155227.54     | 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        |      38168 | PA      | $37032.20      | 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        |     956318 | PA      | $837455.44     | 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        |       1603 | PA      | $1682.14       | 0.00%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 3% 04/01/2038#FM7607                                                                          | CUSIP: 3140XBNZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58895 | PA      | $56993.30      | 0.00%             | 2038-04-01      | Fixed         | 0.03%                 | 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        |          7 | PA      | $7.53          | 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        |    8916000 | PA      | $9100228.10    | 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        |      30871 | PA      | $29636.58      | 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        |      72145 | PA      | $69800.84      | 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        |        244 | PA      | $256.28        | 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        |    1215500 | PA      | $1215500.00    | 0.01%             | 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        |    1595000 | PA      | $1511007.30    | 0.01%             | 2029-01-20      | Variable      | 0.10%                 | 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        |    1304000 | PA      | $1271811.02    | 0.01%             | 2029-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REACH ABS TR 2025-2                                                               | REACH ABS TR 2025-2 4.93% 08/18/2032 144A                                                               | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6195985 | PA      | $6212969.08    | 0.03%             | 2032-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 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        |      76218 | PA      | $72529.50      | 0.00%             | 2039-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                          | AVENTIV TERM FLSO 1LN 03/25/2026                                                                        | CUSIP: 05358AAQ7<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |     106486 | PA      | $104888.39     | 0.00%             | 2026-03-25      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                          | AVENTIV TERM DEC FLSO 03/25/2026                                                                        | CUSIP: N/A<br>LEI: 549300EBCNNXVCJ2FW66       | Long             | LON              | CORP              | US        |     195764 | PA      | $205552.70     | 0.00%             | 2026-03-25      | Variable      | 0.15%                 | No            |                  3 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ENERGY TRANSFER LP 4.95% 06/15/2028                                                                     | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7159000 | PA      | $7270432.27    | 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        |     342592 | PA      | $251019.59     | 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        |     447881 | PA      | $436024.37     | 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        |       4419 | PA      | $4611.81       | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                          | LINDBLAD EXPEDITIONS LLC 7% 09/15/2030 144A                                                             | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     660000 | PA      | $675906.57     | 0.00%             | 2030-09-15      | Fixed         | 0.07%                 | 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        |     363000 | PA      | $331561.84     | 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        |      30091 | PA      | $30133.75      | 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        |    2033500 | PA      | $2020790.62    | 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        |     535000 | PA      | $568121.85     | 0.00%             | 2042-02-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                      | INSULET TERM B 1LN 08/04/2031                                                                           | CUSIP: 45784QAF6<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |    3973608 | PA      | $3994310.74    | 0.02%             | 2031-08-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                      | STRATEGY INC PERP PFD                                                                                   | CUSIP: 594972861<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      28500 | NS      | $2258625.00    | 0.01%             |  |  |  | No            |                  1 | 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        |    1230000 | PA      | $1135905.00    | 0.01%             | 2050-06-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                            | RADIOLOGY PARTNERS INC 8.5% 07/15/2032 144A                                                             | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     610000 | PA      | $622724.60     | 0.00%             | 2032-07-15      | Fixed         | 0.09%                 | 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        |     460000 | PA      | $477968.75     | 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        |      30157 | PA      | $29199.41      | 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        |     625000 | PA      | $670637.38     | 0.00%             | 2056-09-15      | Variable      | 0.07%                 | 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        |       2491 | PA      | $2623.05       | 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        |   15150000 | PA      | $15729260.55   | 0.07%             | 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        |      41431 | PA      | $33112.04      | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                       | SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 144A                                                         | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    1890810 | PA      | $746680.87     | 0.00%             | 2029-12-15      | Fixed         | 0.11%                 | 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        |         19 | PA      | $19.23         | 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        |      81641 | PA      | $81854.11      | 0.00%             | 2061-11-20      | Variable      | 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        |    5482304 | PA      | $5210277.66    | 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        |        883 | PA      | $883.15        | 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        |      17523 | PA      | $17548.12      | 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        |     900000 | PA      | $926934.30     | 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        |    8675000 | PA      | $8683119.80    | 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        |    1354000 | PA      | $1356808.87    | 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        |     397552 | PA      | $385487.93     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                            | COSTA RICA REPUBLIC OF 6.55% 04/03/2034 144A                                                            | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     220000 | PA      | $233035.00     | 0.00%             | 2034-04-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                              | BEACON MOBILITY TERM B 1LN 06/17/2030                                                                   | CUSIP: 07363PAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     817952 | PA      | $821019.13     | 0.00%             | 2030-06-17      | Variable      | 0.08%                 | 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        |      26715 | PA      | $26078.13      | 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        |     733782 | PA      | $2201.35       | 0.00%             | 2044-08-10      | Fixed         | 0.04%                 | No            |                  3 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                | PANAMA REPUBLIC OF 3.298% 01/19/2033                                                                    | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     615000 | PA      | $518368.13     | 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        |    1528000 | PA      | $1531056.00    | 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        |     183740 | PA      | $172981.50     | 0.00%             | 2040-12-20      | 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        |     375000 | PA      | $375585.00     | 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        |      61343 | PA      | $49274.74      | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | 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        |         36 | PA      | $37.01         | 0.00%             | 2027-09-15      | Fixed         | 0.07%                 | 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        |     417409 | PA      | $392489.90     | 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        |     900000 | NC      | $59819.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4% 04/30/2032                                                                                 | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  245745000 | PA      | $247165713.28  | 1.15%             | 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        |     200000 | PA      | $243252.30     | 0.00%             | 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        |    1343114 | PA      | $1205136.28    | 0.01%             | 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        |    1115263 | PA      | $1034618.57    | 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        |        114 | PA      | $120.45        | 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        |      47541 | PA      | $46432.47      | 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        |    1080000 | PA      | $1132236.04    | 0.01%             | 2042-05-05      | Variable      | 0.08%                 | 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        |    1323000 | PA      | $1361844.74    | 0.01%             | 2057-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ACCENTRO 2 WOHNEIGENTUM GMBH                                                      | ACCENTRO 2 WOHNEIGENTUM GMBH 20% 09/30/2025                                                             | CUSIP: N/A<br>LEI: 89450029G1XWU8H02364       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $233980.00     | 0.00%             | 2025-09-30      | 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        |      17461 | PA      | $16386.66      | 0.00%             | 2043-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                    | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3700                                                                  | CUSIP: 3142GUDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     524719 | PA      | $555887.76     | 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: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     560000 | PA      | $590217.60     | 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        |     484753 | PA      | $474057.59     | 0.00%             | 2031-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                    | TARGA RES CORP 4.9% 09/15/2030                                                                          | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    6326000 | PA      | $6422799.69    | 0.03%             | 2030-09-15      | Fixed         | 0.05%                 | 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        |      57131 | PA      | $58027.26      | 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        |       2903 | PA      | $2948.74       | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3.5% 06/01/2034#FM1842                                                                        | CUSIP: 3140X5BL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5753824 | PA      | $5629401.95    | 0.03%             | 2034-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                          | AVENTIV TERM FLSO 03/25/2026                                                                            | CUSIP: 05358AAV6<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |    1888390 | PA      | $1976520.84    | 0.01%             | 2026-03-25      | Variable      | 0.15%                 | 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        |     674000 | PA      | $439157.17     | 0.00%             | 2045-06-15      | Fixed         | 0.04%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 07/01/2055#CC0730                                                                          | CUSIP: 3140Y6Y46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20762127 | PA      | $21311980.92   | 0.10%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | 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        |    8579000 | PA      | $8565519.05    | 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        |    1900620 | PA      | $1845877.51    | 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        |     112315 | PA      | $112526.43     | 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        |       4899 | PA      | $4735.13       | 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        |         23 | PA      | $23.37         | 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        |     922000 | PA      | $965365.62     | 0.00%             | 2038-10-05      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                       | ASURION TERM B13 1LN 09/19/2030                                                                         | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    2110000 | PA      | $2084680.00    | 0.01%             | 2030-09-19      | Variable      | 0.09%                 | 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        |    1085462 | PA      | $1082889.32    | 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        |    2520000 | PA      | $2642972.12    | 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        |      14783 | PA      | $13642.54      | 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        |      16733 | PA      | $17024.40      | 0.00%             | 2036-03-01      | Variable      | 0.06%                 | 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        |    2628270 | PA      | $2620069.60    | 0.01%             | 2028-10-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                                       | AUST 10Y BOND FUT SEP25 XMU5                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         45 | NC      | $1735.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 6.50% 10/36 #654552                                                                                | CUSIP: 36294NEZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2080 | PA      | $2174.03       | 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        |       8044 | PA      | $8041.21       | 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        |    1100000 | PA      | $1130740.60    | 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        |      61035 | PA      | $60805.59      | 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        |    1425000 | PA      | $1339385.72    | 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        |    3880000 | PA      | $3501529.98    | 0.02%             | 2030-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM14 A1                                                                 | OBX 2025-NQM14 STEP 08/25/2064 144A                                                                     | CUSIP: 673924AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1878701 | PA      | $1882538.00    | 0.01%             | 2065-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                            | GSCM SWAP REC 3.804 08/25/26                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |   10820000 | NC      | $325220.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                    | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.5%/VAR 03/01/2055                                      | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    1355000 | PA      | $1416235.16    | 0.01%             | 2055-03-01      | Variable      | 0.07%                 | 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        |     620000 | PA      | $646606.68     | 0.00%             | 2029-01-15      | Fixed         | 0.08%                 | 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        |         28 | PA      | $29.08         | 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        |      20613 | PA      | $2000.49       | 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        |     118598 | PA      | $115573.39     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | 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        |     980000 | PA      | $1008973.70    | 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        |    2300944 | PA      | $2250977.82    | 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        |       3813 | PA      | $3811.70       | 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        |   11822000 | PA      | $9663041.42    | 0.05%             | 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        |    2269444 | PA      | $2202267.57    | 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        |      16525 | NS      | $380075.00     | 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        |       7486 | PA      | $7273.22       | 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        |        302 | PA      | $321.20        | 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        |    1425000 | PA      | $1342924.13    | 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        |        102 | PA      | $105.17        | 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        |      32503 | PA      | $32521.15      | 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        |     600000 | PA      | $554537.98     | 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        |     270000 | PA      | $278652.10     | 0.00%             | 2040-07-17      | Fixed         | 0.08%                 | 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        |      12237 | PA      | $12193.58      | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                             | POSCO 5.75% 01/17/2028 144A                                                                             | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |     715000 | PA      | $738233.72     | 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        |      12321 | PA      | $11290.13      | 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        |     520000 | PA      | $550550.00     | 0.00%             | 2033-04-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                                                              | SIGNIA AEROSPACE TERM B 1LN 12/11/2031                                                                  | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    1741322 | PA      | $1743498.44    | 0.01%             | 2031-12-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC                                                        | AMYNTA TERM B 1LN 12/29/2031                                                                            | CUSIP: 57810JAM0<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    1554570 | PA      | $1553606.40    | 0.01%             | 2031-12-29      | Variable      | 0.07%                 | 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        |      31417 | PA      | $30473.64      | 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        |    1575000 | PA      | $1571554.69    | 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        |       2430 | PA      | $2429.05       | 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        |   37328000 | PA      | $36024202.02   | 0.17%             | 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        |    1086216 | PA      | $870823.63     | 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        |      96488 | PA      | $89874.27      | 0.00%             | 2033-06-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                          | FORD MOTOR CREDIT CO LLC 4.95% 05/28/2027                                                               | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9975881.30    | 0.05%             | 2027-05-28      | Fixed         | 0.05%                 | 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        |   10956572 | PA      | $10873163.33   | 0.05%             | 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        |    1821010 | PA      | $1757423.35    | 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        |       2715 | PA      | $2718.76       | 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        |    2040856 | PA      | $2039712.76    | 0.01%             | 2032-11-08      | Variable      | 0.07%                 | 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        |     574585 | PA      | $558515.01     | 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        |       1563 | PA      | $1582.52       | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                 | GUATEMALA REP OF 6.25% 08/15/2036 144A                                                                  | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     870000 | PA      | $891119.95     | 0.00%             | 2036-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL5                                                           | BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A                                                | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30356204 | PA      | $30394115.45   | 0.14%             | 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        |    1080000 | PA      | $1123049.88    | 0.01%             | 2033-06-15      | Fixed         | 0.07%                 | 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        |    2977538 | PA      | $2983135.27    | 0.01%             | 2031-10-09      | Variable      | 0.08%                 | 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        |    4157071 | PA      | $3508090.81    | 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        |     539895 | PA      | $484079.58     | 0.00%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                   | NXP B V/NXP FDG LLC/NXP USA INC 4.85% 08/19/2032                                                        | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    5412000 | PA      | $5409047.21    | 0.03%             | 2032-08-19      | Fixed         | 0.05%                 | 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        |        990 | PA      | $1005.14       | 0.00%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                   | BANK 2023-BNK45 5.203% 02/15/2056                                                                       | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2455800.96    | 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        |       6802 | PA      | $7085.66       | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CFC USA 2025 LLC                                                                  | CFC GROUP TERM B 1LN 07/01/2032                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1770000 | PA      | $1753415.10    | 0.01%             | 2032-07-01      | Variable      | 0.08%                 | 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        |     406309 | PA      | $414352.62     | 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        |      69167 | PA      | $69174.97      | 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        |      14174 | PA      | $13793.35      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | 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        |     116337 | PA      | $111561.56     | 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        |       5160 | PA      | $5142.82       | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | 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        |       4406 | PA      | $4397.32       | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                    | TARGA RES CORP 5.65% 02/15/2036                                                                         | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   15234000 | PA      | $15386482.44   | 0.07%             | 2036-02-15      | Fixed         | 0.06%                 | 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        |         10 | PA      | $10.52         | 0.00%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                        | ARES STRATEGIC INCOME FUND 5.8% 09/09/2030 144A                                                         | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    8322000 | PA      | $8449350.73    | 0.04%             | 2030-09-09      | Fixed         | 0.06%                 | 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        |       1455 | PA      | $1477.44       | 0.00%             | 2039-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 7.69% 01/23/2050                                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   31233000 | PA      | $26635190.07   | 0.12%             | 2050-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                             | LCH OIS SOFRV3.75% MAC 09/17/28                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -351205000 | NC      | $-3127519.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | BARCLAYS PLC 5.829%/VAR 05/09/2027                                                                      | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   23950000 | PA      | $24167105.55   | 0.11%             | 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        |     488000 | PA      | $506581.44     | 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        |   10862000 | PA      | $10888036.21   | 0.05%             | 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        |     112269 | PA      | $26944.54      | 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        |    1070000 | PA      | $1074387.00    | 0.01%             | 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        |      16429 | PA      | $15052.22      | 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        |        336 | PA      | $341.53        | 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        |        134 | PA      | $136.38        | 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        |      21446 | PA      | $21426.83      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES XXXIV CLO LTD                                                                | ARES XXXIV CLO LTD 2015-2A A1R4 TSFR3M+129 07/17/2038 144A                                              | CUSIP: 04015GBB4<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   18547000 | PA      | $18547000.00   | 0.09%             | 2038-07-17      | Variable      | 0.01%                 | 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        |    4657209 | PA      | $152.29        | 0.00%             | 2058-09-10      | Variable      | 0.01%                 | 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        |     695000 | PA      | $837523.11     | 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        |        588 | PA      | $588.40        | 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        |    1564000 | PA      | $1489648.91    | 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        |    1530000 | PA      | $1494961.78    | 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        |        347 | PA      | $365.01        | 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        |     610000 | PA      | $642025.00     | 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        |    8786000 | PA      | $9088589.84    | 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        |    1200000 | PA      | $1461943.83    | 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        |    1016000 | PA      | $1059414.19    | 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        |     875000 | PA      | $905380.66     | 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        |     203000 | PA      | $64035.84      | 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        |   10479000 | PA      | $10517520.80   | 0.05%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                            | FX Forward: EUR/USD settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $35830.13      | 0.00%             |  |  |  | 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        |      50638 | PA      | $46866.06      | 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        |    1515000 | PA      | $1513485.00    | 0.01%             |  |  |  | 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        |    7844173 | PA      | $6671059.26    | 0.03%             | 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        |      48854 | PA      | $47561.13      | 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        |       3767 | PA      | $3854.69       | 0.00%             | 2030-10-15      | Fixed         | 0.06%                 | 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        |   18190000 | NC      | $641239.70     | 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        |    1550476 | PA      | $1344832.17    | 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        |     817538 | PA      | $647147.07     | 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        |     108837 | PA      | $12631.19      | 0.00%             | 2044-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                    | EUROPEAN UNION 0.75% 04/04/2031 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |    1718000 | PA      | $1824948.34    | 0.01%             | 2031-04-04      | Fixed         | 0.01%                 | 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        |       6142 | PA      | $5610.81       | 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        |        548 | PA      | $572.83        | 0.00%             | 2035-10-01      | Fixed         | 0.06%                 | 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        |      53186 | PA      | $51768.71      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 5330 FA SOFR30A+105 08/25/2053                                           | CUSIP: 3137HAFW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    5233388 | PA      | $5228231.28    | 0.02%             | 2053-08-25      | Variable      | 0.05%                 | 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        |        370 | PA      | $384.91        | 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        |       6561 | PA      | $6378.72       | 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        |       4242 | PA      | $4144.05       | 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        |    1925325 | PA      | $1925325.00    | 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        |          4 | PA      | $4.14          | 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        |       3051 | PA      | $2861.58       | 0.00%             | 2042-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                                                      | ASPIRE BAKERIES TERM B 1LN 12/23/2030                                                                   | CUSIP: 02106XAJ5<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    1255609 | PA      | $1259538.59    | 0.01%             | 2030-12-23      | Variable      | 0.08%                 | 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        |    1882956 | PA      | $1886100.26    | 0.01%             | 2028-11-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 6% 10/01/2055 #TBA                                                                            | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10425000 | PA      | $10642459.25   | 0.05%             | 2055-10-01      | Fixed         | 0.06%                 | 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        |    1802000 | PA      | $1337985.00    | 0.01%             | 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        |     925000 | PA      | $936100.00     | 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        |     798000 | PA      | $551986.26     | 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        |    1150000 | PA      | $1178130.15    | 0.01%             | 2029-06-15      | Fixed         | 0.07%                 | 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        |      31500 | PA      | $29912.57      | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 5425 FK SOFR30A+120 06/25/2054                                           | CUSIP: 3137HCYX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3800820 | PA      | $3810679.30    | 0.02%             | 2054-06-25      | Variable      | 0.06%                 | 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        |       4312 | PA      | $4381.58       | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 03/01/2052#FS1030                                                                          | CUSIP: 3140XGEC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     306930 | PA      | $266287.68     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | 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        |      50421 | PA      | $40343.90      | 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        |     747000 | PA      | $614283.42     | 0.00%             | 2039-09-15      | Variable      | 0.04%                 | 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        |     727000 | PA      | $524926.86     | 0.00%             | 2052-09-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                              | CENT TRUST 2025-CITY VAR 07/10/2040 144A                                                                | CUSIP: 12517TAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  113300000 | PA      | $840425.41     | 0.00%             | 2040-07-10      | Fixed         | 0.00%                 | 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        |    1300000 | NC      | $163930.52     | 0.00%             |  |  |  | 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        |      11664 | PA      | $11680.81      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | 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        |       1322 | PA      | $1345.11       | 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        |       5485 | PA      | $5325.43       | 0.00%             | 2039-08-15      | Fixed         | 0.04%                 | 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        |       2066 | PA      | $2010.55       | 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        |     600000 | NC      | $95945.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLEGRO CLO LTD                                                                   | ALLEGRO CLO LTD 2021-1A A1R TSFR3M+134 07/20/2038 144A                                                  | CUSIP: 01750WAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9447000 | PA      | $9479620.49    | 0.04%             | 2038-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 06/01/2050#SD8080                                                                          | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   48752752 | PA      | $39161457.71   | 0.18%             | 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        |    2677557 | PA      | $2627355.07    | 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        |    2640000 | PA      | $2574673.20    | 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        |     705000 | PA      | $702591.02     | 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        |     610000 | PA      | $621590.00     | 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        |     595000 | PA      | $598570.00     | 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        |     794702 | PA      | $794702.17     | 0.00%             | 2031-10-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                              | ROYAL BANK OF CANADA 3.125%/VAR 09/27/2031 REGS                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |    2200000 | PA      | $2574362.48    | 0.01%             | 2031-09-27      | Variable      | 0.03%                 | 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        |    1175000 | PA      | $1173531.25    | 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        |       8289 | PA      | $8374.07       | 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        |       4081 | PA      | $4147.13       | 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        |    2480000 | PA      | $2545038.00    | 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        |    2811000 | PA      | $1011873.51    | 0.00%             | 2028-02-15      | Fixed         | 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        |     456000 | PA      | $459172.80     | 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        |     485000 | PA      | $483181.25     | 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        |        279 | PA      | $288.23        | 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        |    8291000 | PA      | $8304970.34    | 0.04%             | 2038-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 6% 06/01/2053#RA9278                                                                          | CUSIP: 3133KRJX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3248325 | PA      | $3355161.45    | 0.02%             | 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        |       1484 | PA      | $1526.00       | 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        |       1210 | PA      | $1250.92       | 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        |    2995000 | PA      | $2685287.05    | 0.01%             | 2039-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2021-IP                                                       | GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A                                                           | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13201000 | PA      | $13192783.70   | 0.06%             | 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        |      22586 | PA      | $22231.66      | 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        |       8611 | PA      | $7902.20       | 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: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1897000 | PA      | $2329990.25    | 0.01%             | 2038-01-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INDY US HOLDCO LLC                                                                | NIELSENIQ TERM B 1LN 10/31/2030                                                                         | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1037400 | PA      | $1030916.25    | 0.00%             | 2030-10-31      | Variable      | 0.07%                 | 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        |        355 | PA      | $367.72        | 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        |    1723579 | PA      | $1662081.69    | 0.01%             | 2029-06-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                          | CLOUD SOFTWARE TERM B2 1LN 3/21/2031                                                                    | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    3323300 | PA      | $3330910.36    | 0.02%             | 2031-03-21      | Variable      | 0.00%                 | 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        |    2374954 | PA      | $2342939.56    | 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        |    1946531 | PA      | $1811405.98    | 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        |       5068 | PA      | $4917.36       | 0.00%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JP INTERMEDIATE B LLC                                                             | JP INTERMEDIATE B LLC LOC CLD L/C 11/19/2027                                                            | CUSIP: N/A<br>LEI: 549300PC0CHCVUMNS121       | Long             | LON              | CORP              | US        |      42124 | PA      | $44230.32      | 0.00%             | 2027-11-19      | Variable      | 0.12%                 | No            |                  3 | 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        |     146000 | PA      | $121701.19     | 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        |    1019724 | PA      | $446129.44     | 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        |    2905843 | PA      | $2747649.32    | 0.01%             | 2030-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 06/01/2052#QE4036                                                                          | CUSIP: 3133BDPV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     569108 | PA      | $494637.73     | 0.00%             | 2052-06-01      | Fixed         | 0.03%                 | 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        |     130565 | PA      | $126767.94     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | 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        |       1100 | PA      | $1099.62       | 0.00%             | 2040-12-01      | 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        |    4185380 | PA      | $3614906.45    | 0.02%             | 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        |    2000000 | PA      | $2338628.49    | 0.01%             | 2035-05-27      | Fixed         | 0.04%                 | 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        |      16506 | PA      | $16763.14      | 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        |       1262 | PA      | $1261.21       | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | 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        |       9923 | PA      | $9286.87       | 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        |      19321 | PA      | $19343.57      | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                                  | PACIFIC LIFECORP 5.125% 01/30/2043 144A                                                                 | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    4258000 | PA      | $3960384.11    | 0.02%             | 2043-01-30      | Fixed         | 0.05%                 | 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        |    2540000 | PA      | $2502403.43    | 0.01%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                        | COPT DEFENSE PROPERTIES LP 2.75% 04/15/2031                                                             | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    6606000 | PA      | $5954446.45    | 0.03%             | 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        |        216 | PA      | $221.60        | 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        |    1585000 | PA      | $1465482.44    | 0.01%             | 2031-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                   | BANK 2021-BNK33 2.893% 05/15/2064                                                                       | CUSIP: 06541CBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     572000 | PA      | $491775.80     | 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        |       5179 | PA      | $5252.51       | 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        |     158557 | PA      | $154015.95     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                            | COSTA RICA REPUBLIC OF 5.625% 04/30/2043 144A                                                           | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     485000 | PA      | $442412.15     | 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        |     826000 | PA      | $859190.66     | 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        |      35764 | PA      | $32119.15      | 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        |    9048331 | PA      | $9379859.80    | 0.04%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                | ALLY FINL INC 4.75% 06/09/2027                                                                          | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25119669.75   | 0.12%             | 2027-06-09      | Fixed         | 0.05%                 | 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        |      38648 | PA      | $39405.86      | 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        |          3 | PA      | $2.70          | 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        |       2882 | PA      | $2949.86       | 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        |        201 | PA      | $204.16        | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 10/01/2053#CB7299                                                                        | CUSIP: 3140QTDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16297722 | PA      | $16590895.33   | 0.08%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                                | SAAVI ENERGIA SARL 8.875% 02/10/2035 144A                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    1380000 | PA      | $1466677.80    | 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        |       6471 | PA      | $6479.24       | 0.00%             | 2034-04-01      | 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        |         17 | PA      | $17.53         | 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        |    1688000 | PA      | $1692282.79    | 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        |       2067 | PA      | $2094.65       | 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        |    4818000 | PA      | $3977261.89    | 0.02%             | 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        |      18300 | PA      | $18207.28      | 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        |    3409302 | PA      | $3409472.32    | 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        |       1161 | PA      | $1223.05       | 0.00%             | 2035-09-01      | Fixed         | 0.06%                 | 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        |  121493000 | PA      | $123416469.89  | 0.57%             | 2033-07-22      | Variable      | 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        |    1195000 | PA      | $1058018.82    | 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        |   40553925 | PA      | $32474228.97   | 0.15%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                  | SOUTHERN COMPANY 1.875%/VAR 09/15/2081                                                                  | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2683762.32    | 0.01%             | 2081-09-15      | Variable      | 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        |       3300 | PA      | $3351.13       | 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        |        164 | PA      | $166.42        | 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        |     930000 | PA      | $954209.76     | 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        |    4073305 | PA      | $3642226.75    | 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        |      16157 | PA      | $15628.50      | 0.00%             | 2042-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 12/51#RA6435                                                                             | CUSIP: 3133KNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6580937 | PA      | $5541216.83    | 0.03%             | 2051-12-01      | Fixed         | 0.03%                 | 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        |    7000000 | PA      | $6995160.90    | 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        |    1670000 | PA      | $1762225.75    | 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        |     860000 | PA      | $790125.00     | 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        |    1794000 | PA      | $1903297.66    | 0.01%             | 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        |   25272424 | PA      | $26682787.47   | 0.12%             | 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        |      16236 | PA      | $14888.26      | 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        |    4203894 | PA      | $3842435.86    | 0.02%             | 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        |    6443979 | PA      | $6099120.70    | 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        |      23830 | PA      | $19067.52      | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 11/01/2045#ZS4638                                                                        | CUSIP: 3132A5EK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33612 | PA      | $31160.22      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 02/01/2052#CB2886                                                                          | CUSIP: 3140QNF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7208001 | PA      | $6312104.14    | 0.03%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                      | KREDITANSTALT FUR WIEDER(UNGTD 3.25% 03/24/2031 REGS                                                    | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    2190000 | PA      | $2664382.42    | 0.01%             | 2031-03-24      | 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        |    9711000 | PA      | $10122299.60   | 0.05%             | 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        |      14046 | PA      | $13683.02      | 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        |     969000 | PA      | $966185.54     | 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        |    2706605 | PA      | $2517586.16    | 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        |      22993 | PA      | $20840.24      | 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        |    1415464 | PA      | $1236436.61    | 0.01%             | 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        |    2200000 | PA      | $2230507.82    | 0.01%             | 2032-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                              | BOOTS TERM B 1LN 07/19/2032                                                                             | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    1085000 | PA      | $1087256.80    | 0.01%             | 2032-07-19      | Variable      | 0.00%                 | 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        |       5021 | NS      | $68034.55      | 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        |    2932880 | PA      | $2631587.00    | 0.01%             | 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        |    1120000 | PA      | $682001.60     | 0.00%             | 2028-10-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 5.5% 09/01/2055 #TBA                                                                            | CUSIP: 21H052694<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  168350000 | PA      | $169591968.46  | 0.79%             | 2055-09-01      | Fixed         | 0.06%                 | 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        |       6944 | PA      | $7385.81       | 0.00%             | 2034-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | BOEING CO 5.15% 05/01/2030                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7640000 | PA      | $7836579.95    | 0.04%             | 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        |        561 | PA      | $589.38        | 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        |   12320996 | PA      | $12125522.29   | 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        |    3350000 | PA      | $3320693.20    | 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        |    3296490 | PA      | $3294429.67    | 0.02%             | 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        |        119 | PA      | $123.10        | 0.00%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | US 2YR NOTE (CBT) FUT DEC25 TUZ5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       1716 | NC      | $655009.11     | 0.00%             |  |  |  | No            |                  1 | 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        |      10640 | PA      | $11030.92      | 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        |    1539446 | PA      | $1440175.02    | 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        |    4770492 | PA      | $4769001.15    | 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        |     454668 | PA      | $363798.42     | 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        |       3896 | PA      | $3778.07       | 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        |    3301486 | PA      | $3245981.27    | 0.02%             | 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        |     140450 | PA      | $131561.65     | 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        |     385000 | PA      | $384422.50     | 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        |      87688 | PA      | $81347.63      | 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        |        775 | PA      | $803.77        | 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        |     685000 | PA      | $705760.30     | 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        |      14141 | PA      | $14160.00      | 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        |   11788310 | PA      | $11784626.99   | 0.05%             | 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        |      28320 | PA      | $27530.14      | 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        |     745000 | PA      | $736626.80     | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                                | BX TRUST 2025-DIME A TSFR1M+115 02/15/2035 144A                                                         | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11348000 | PA      | $11349770.29   | 0.05%             | 2035-02-15      | Variable      | 0.06%                 | 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        |     386000 | PA      | $363089.70     | 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        |       7086 | PA      | $6642.48       | 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        |     402000 | PA      | $324921.61     | 0.00%             | 2062-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | FX Forward: GBP/USD settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $9.80          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TRANSDIGM INC 6% 01/15/2033 144A                                                                        | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     650000 | PA      | $657297.55     | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                    | COMMERZBANK AG 8.625%/VAR 02/28/2033 REGS                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $580582.48     | 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        |    1240000 | PA      | $1271789.46    | 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        |      11168 | PA      | $10239.71      | 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        |       2962 | PA      | $2955.66       | 0.00%             | 2033-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-2 LTD                                                      | PALMER SQUARE CLO 2021-2 LTD DR2 TSFR3M+414 02/15/2038 144A                                             | CUSIP: 69701XAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     200000 | PA      | $201918.40     | 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        |   86364000 | PA      | $53744722.25   | 0.25%             | 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        |     810000 | PA      | $799623.90     | 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        |    1860000 | PA      | $1861897.39    | 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        |    2960000 | PA      | $2946700.72    | 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        |     525000 | PA      | $526441.88     | 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        |    4600821 | PA      | $4241926.30    | 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        |     193826 | PA      | $182608.44     | 0.00%             | 2043-01-01      | 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        |     265000 | PA      | $276416.20     | 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        |      10817 | PA      | $11429.38      | 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        |      65591 | PA      | $62295.67      | 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        |    1479008 | PA      | $1475143.74    | 0.01%             | 2041-05-15      | Variable      | 0.08%                 | 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        |        152 | PA      | $153.82        | 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        |    3216202 | PA      | $2826504.78    | 0.01%             | 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        |       9361 | PA      | $8708.46       | 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        |    2289995 | PA      | $2160151.88    | 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        |    1874575 | PA      | $888422.39     | 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        |      31995 | PA      | $32494.20      | 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        |      19734 | PA      | $18739.18      | 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        |    3403097 | PA      | $3098723.72    | 0.01%             | 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        |       6366 | PA      | $6466.53       | 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        |   21347000 | PA      | $17716814.57   | 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        |       2635 | PA      | $2638.00       | 0.00%             | 2036-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 03/01/2052#FA2176                                                                          | CUSIP: 3140W2M24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2102081 | PA      | $1702983.28    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | 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        |       8500 | PA      | $8044.27       | 0.00%             | 2046-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | BNP PARIBAS 3.945%/VAR 02/18/2037 REGS                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    3900000 | PA      | $4524480.42    | 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        |         76 | PA      | $78.33         | 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        |      12427 | PA      | $11649.81      | 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        |    2678000 | PA      | $2516912.33    | 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        |    2550463 | PA      | $2601123.93    | 0.01%             | 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        |    7408346 | PA      | $7355894.60    | 0.03%             | 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        |       1156 | PA      | $1229.13       | 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        |    1240000 | PA      | $1051197.60    | 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        |    1108000 | PA      | $1066062.20    | 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        |     800000 | NC      | $100880.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 03/01/2033#CA1442                                                                          | CUSIP: 3140Q8S89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     329087 | PA      | $320034.62     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | 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        |      69485 | PA      | $68070.08      | 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        |    3924672 | PA      | $3900142.51    | 0.02%             | 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        |       9801 | PA      | $9957.01       | 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        |   27593426 | PA      | $22606924.44   | 0.11%             | 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        |     954000 | PA      | $963835.74     | 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        |       7311 | PA      | $7082.91       | 0.00%             | 2042-04-01      | 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        |     207161 | PA      | $185697.16     | 0.00%             | 2036-09-01      | Fixed         | 0.01%                 | 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        |    1890000 | PA      | $1947690.36    | 0.01%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.50% 10/27 #452535                                                                                | CUSIP: 36208JV41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        329 | PA      | $335.31        | 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        |      58908 | PA      | $55207.28      | 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        |    4686547 | PA      | $4728379.57    | 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        |    3634834 | PA      | $3069899.47    | 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        |     385000 | PA      | $400785.00     | 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        |       1631 | PA      | $1760.46       | 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        |    1471377 | PA      | $1181448.16    | 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        |      19228 | PA      | $18683.30      | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP 6.125% 05/15/2030                                                                  | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1166432.10    | 0.01%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 01/01/2052#MA4513                                                                          | CUSIP: 31418EAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     728428 | PA      | $634930.69     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                | ALLY FINL INC 8% 11/01/2031                                                                             | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    4169000 | PA      | $4771234.10    | 0.02%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                   | GEN DIGITAL TERM B 1LN 4/16/2032                                                                        | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |     365000 | PA      | $363175.00     | 0.00%             | 2032-04-16      | Variable      | 0.06%                 | 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        |     980000 | PA      | $938669.87     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                          | EAGLE FUNDING LUXCO SARL 5.5% 08/17/2030 144A                                                           | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    1895000 | PA      | $1922591.20    | 0.01%             | 2030-08-17      | Fixed         | 0.06%                 | 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        |    1135000 | PA      | $1208646.75    | 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        |      75080 | PA      | $75188.65      | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | 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        |    4693790 | PA      | $3940485.37    | 0.02%             | 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        |   11006439 | PA      | $11002999.71   | 0.05%             | 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        |        687 | PA      | $711.04        | 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        |      75054 | PA      | $70358.09      | 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        |    1104800 | PA      | $1105835.75    | 0.01%             | 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        |     250000 | PA      | $260983.00     | 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        |    6211000 | PA      | $5724270.64    | 0.03%             | 2041-12-09      | Variable      | 0.04%                 | 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        |     477234 | PA      | $437043.14     | 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        |        890 | PA      | $836.75        | 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        |    2371500 | PA      | $1082022.96    | 0.01%             | 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        |       5971 | PA      | $5980.09       | 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        |    5056800 | PA      | $5052059.11    | 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        |        391 | PA      | $394.87        | 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        |   14222863 | PA      | $11650378.21   | 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        |    1305000 | PA      | $1235261.82    | 0.01%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 11/01/2032#BH5773                                                                        | CUSIP: 3140GUMX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     282314 | PA      | $271660.88     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIONES S A ESP                                               | COLOMBIA TELECOMUNICACINES SA 4.95% 07/17/2030 144A                                                     | CUSIP: 19533PAC4<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |    1575000 | PA      | $1435612.50    | 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        |    8538000 | PA      | $8513360.02    | 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        |     445000 | PA      | $462651.46     | 0.00%             | 2028-01-15      | Fixed         | 0.08%                 | 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        |     190044 | PA      | $189079.39     | 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        |     531800 | PA      | $531446.17     | 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        |      19688 | PA      | $18239.69      | 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        |      26842 | PA      | $24900.96      | 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        |          5 | PA      | $4.58          | 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        |       3626 | PA      | $3683.40       | 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        |     170000 | PA      | $145943.28     | 0.00%             | 2047-09-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | LEVEL 3 TERM B 1LN 3/29/2032                                                                            | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    3895000 | PA      | $3910424.20    | 0.02%             | 2032-03-29      | Variable      | 0.09%                 | 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        |   14644000 | PA      | $14685281.44   | 0.07%             | 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        |    1645000 | PA      | $1612845.51    | 0.01%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| ACCENTRO 2 WOHNEIGENTUM GMBH                                                      | ACCENTRO 2 WOHNEIGENTUM GMBH 20% 09/30/2025                                                             | CUSIP: N/A<br>LEI: 89450029G1XWU8H02364       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $116990.00     | 0.00%             | 2025-09-30      | Fixed         | 0.20%                 | No            |                  3 | On Loan: No      |
| 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        |     380329 | PA      | $237705.34     | 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        |    1545000 | PA      | $1053290.93    | 0.00%             | 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        |   23000000 | PA      | $22528311.63   | 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        |    4660000 | PA      | $4898825.00    | 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        |    4866036 | PA      | $5101096.55    | 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        |    8750000 | PA      | $7695411.59    | 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        |    2670000 | PA      | $2651043.00    | 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        |     370000 | PA      | $235064.70     | 0.00%             | 2048-03-13      | Fixed         | 0.07%                 | 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        |       7858 | PA      | $7636.22       | 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        |    1641770 | PA      | $1329040.22    | 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        |       1413 | PA      | $1484.88       | 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        |     838445 | PA      | $671398.69     | 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        |    8865000 | PA      | $8871338.48    | 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        |    9291000 | PA      | $9315741.93    | 0.04%             | 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        |    4000000 | PA      | $3877187.52    | 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        |    8382000 | PA      | $8064528.82    | 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        |     950625 | PA      | $798059.13     | 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        |    1516380 | PA      | $1514484.84    | 0.01%             | 2028-08-07      | Variable      | 0.09%                 | 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        |     360000 | NC      | $57567.17      | 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        |    5574882 | PA      | $5479328.98    | 0.03%             | 2031-07-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PARTNERS LLC                                                 | GREYSTAR REAL ESTATE PARTNERS TERM B2 1LN 08/21/2030                                                    | CUSIP: 39806LAJ6<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |     775695 | PA      | $775695.28     | 0.00%             | 2030-08-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                  | FINASTRA TERM 1LN 9/13/2029                                                                             | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |    2373811 | PA      | $2373810.67    | 0.01%             | 2029-09-13      | Variable      | 0.11%                 | 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              | KY        |     150000 | PA      | $153559.65     | 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        |      25152 | PA      | $25073.12      | 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        |      19410 | PA      | $15432.26      | 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        |       6307 | PA      | $5862.84       | 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        |       2192 | PA      | $2226.85       | 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        |      18137 | PA      | $18428.34      | 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        |    5555896 | PA      | $5083644.60    | 0.02%             | 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        |       1702 | PA      | $1729.30       | 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        |       1894 | PA      | $1920.32       | 0.00%             | 2034-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                          | MSCI INC 5.25% 09/01/2035                                                                               | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   10839000 | PA      | $10752244.64   | 0.05%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                            | GSCM SWAP CDS 06/20/30 UCGIM B                                                                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DCR              | CORP              | US        |    2750000 | NC      | $-1276.60      | -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        |     618747 | PA      | $578933.57     | 0.00%             | 2042-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                     | CITIGROUP INC 4.296%/VAR 07/23/2036                                                                     | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1175519.09    | 0.01%             | 2036-07-23      | Variable      | 0.04%                 | 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        |         18 | PA      | $18.86         | 0.00%             | 2028-10-01      | Fixed         | 0.07%                 | 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        |     605425 | PA      | $607319.98     | 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        |     265000 | PA      | $274440.63     | 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        |     285000 | PA      | $279505.03     | 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        |     364273 | PA      | $348747.94     | 0.00%             | 2044-08-10      | Variable      | 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        |     832075 | PA      | $760049.23     | 0.00%             | 2052-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 02/01/2052#SD8193                                                                          | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1059043 | PA      | $844736.82     | 0.00%             | 2052-02-01      | 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        |    2843000 | PA      | $2923526.30    | 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        |      10062 | PA      | $9778.30       | 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        |     945000 | PA      | $929939.06     | 0.00%             | 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        |    2583476 | PA      | $2305411.62    | 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        |    5541465 | PA      | $302.56        | 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        |      29210 | PA      | $29253.28      | 0.00%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                          | ARES CLO AR2 TSFR3M+131 07/15/2038 144A                                                                 | CUSIP: 04017WAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15100000 | PA      | $15170109.30   | 0.07%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 6.00% 10/37 #995073                                                                                | CUSIP: 31416BMW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55384 | PA      | $58384.25      | 0.00%             | 2037-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                    | BRAZIL FEDERATIVE REPUBLIC OF 5.625% 02/21/2047                                                         | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     735000 | PA      | $607110.00     | 0.00%             | 2047-02-21      | 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        |     350000 | PA      | $347046.00     | 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        |     675000 | PA      | $652826.25     | 0.00%             | 2030-01-14      | Fixed         | 0.03%                 | 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        |        632 | PA      | $637.67        | 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        |     440000 | PA      | $438857.01     | 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        |    1960000 | PA      | $1874878.38    | 0.01%             | 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        |      14982 | PA      | $15365.82      | 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        |        630 | PA      | $660.41        | 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        |     385000 | PA      | $381535.00     | 0.00%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                              | SHEARER'S FOODS TERM B 1LN 02/12/2031                                                                   | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2226884 | PA      | $2225369.75    | 0.01%             | 2031-02-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                | BAUSCH and LOMB TERM B 1LN 1/15/2031                                                                    | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |    2505000 | PA      | $2505450.90    | 0.01%             | 2031-01-15      | Variable      | 0.09%                 | 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        |      15142 | PA      | $14682.72      | 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        |    1505000 | PA      | $1573187.04    | 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        |       3352 | PA      | $3261.86       | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.375% 05/15/2034                                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  250000000 | PA      | $254882812.50  | 1.19%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 02/01/2048#BM3532                                                                          | CUSIP: 3140J74S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     487164 | PA      | $462614.77     | 0.00%             | 2048-02-01      | 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        |    1575000 | PA      | $1626092.65    | 0.01%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                          | ENGIE SA 3.875% 03/06/2036 REGS                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1179815.12    | 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        |        201 | PA      | $213.30        | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | 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        |    1460000 | PA      | $1378312.56    | 0.01%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.0% 03/01/2043#Q16131                                                                        | CUSIP: 3132J7HH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9473 | PA      | $9152.77       | 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        |      37567 | PA      | $36364.70      | 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        |    5550420 | PA      | $5539386.99    | 0.03%             | 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        |   13458865 | PA      | $11244178.92   | 0.05%             | 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        |    3707087 | PA      | $3121405.26    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 12/01/2052#SD8275                                                                        | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3991523 | PA      | $3856631.26    | 0.02%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE                                                         | SAPPHIRE AVIATION FINANCE 4.335% 03/15/2040 144A                                                        | CUSIP: 80307AAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     583317 | PA      | $535519.76     | 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        |    1315000 | PA      | $1350854.79    | 0.01%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                                               | SHIFT4 PAYMENTS TERM B 1LN 07/06/2032                                                                   | CUSIP: N/A<br>LEI: 254900GTEMR7L40VPI74       | Long             | LON              | CORP              | US        |     340000 | PA      | $342692.80     | 0.00%             | 2032-07-06      | Variable      | 0.07%                 | 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        |     810000 | PA      | $661672.80     | 0.00%             | 2031-02-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                         | AMERICAN ROCK SALT TERM 1LN 06/12/2028                                                                  | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |     202073 | PA      | $201567.61     | 0.00%             | 2028-06-12      | Variable      | 0.11%                 | 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        |         76 | PA      | $76.28         | 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        |       4143 | PA      | $4140.70       | 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        |    2109000 | PA      | $2118547.44    | 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        |     605000 | PA      | $364512.50     | 0.00%             | 2051-09-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                        | AMNEAL PHARMACEUTICALS LLC 6.875% 08/01/2032 144A                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     575000 | PA      | $591626.25     | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CR CLO XIX                                                               | MIDOCEAN CR CLO XIX E TSFR3M+625 07/20/2036 144A                                                        | CUSIP: 59803JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     200000 | PA      | $200503.60     | 0.00%             | 2036-07-20      | Variable      | 0.11%                 | 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        |        286 | PA      | $289.13        | 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        |       3293 | PA      | $3783.10       | 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        |     525579 | PA      | $469787.41     | 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        |    2203019 | PA      | $2005338.79    | 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        |    2035643 | PA      | $2033404.08    | 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        |    1865000 | PA      | $1929402.18    | 0.01%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CZ030005 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     500000 | NC      | $-333.75       | -0.00%            |  |  |  | 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        |   11836378 | PA      | $12118407.26   | 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        |    3962889 | PA      | $3967342.90    | 0.02%             | 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        |      15847 | PA      | $14823.83      | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BHG 2025-2CON                                                                     | BHG 2025-2CON 4.84% 09/17/2036 144A                                                                     | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3100000 | PA      | $3124813.02    | 0.01%             | 2036-09-17      | Fixed         | 0.05%                 | 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        |     757096 | PA      | $758117.83     | 0.00%             | 2028-01-31      | Variable      | 0.08%                 | 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        |     139541 | PA      | $141268.30     | 0.00%             | 2033-09-20      | 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 3.43% 01/25/2027                                                         | CUSIP: 3137BVZ82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     800000 | PA      | $792398.16     | 0.00%             | 2027-01-25      | Fixed         | 0.03%                 | 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        |     938430 | PA      | $759674.59     | 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        |    4515673 | PA      | $4517161.58    | 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        |         14 | PA      | $14.40         | 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        |      57682 | PA      | $46316.18      | 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        |    5405788 | PA      | $5271488.24    | 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        |    2816139 | PA      | $2885880.02    | 0.01%             | 2054-03-01      | Fixed         | 0.06%                 | 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        |    3060181 | PA      | $3062567.84    | 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        |     310000 | PA      | $293976.10     | 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        |    5794925 | PA      | $5032237.64    | 0.02%             | 2040-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 10YR 2.5% 02/01/2030#SA0021                                                                        | CUSIP: 3132CJAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     204208 | PA      | $198814.30     | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | 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        |     596193 | PA      | $574075.42     | 0.00%             | 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        |   10480000 | PA      | $10325734.40   | 0.05%             | 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        |    1728000 | PA      | $1697854.35    | 0.01%             | 2039-10-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAHAMAS COMWLTH                                                                   | BAHAMAS COMWLTH 8.25% 06/24/2036 144A                                                                   | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     870000 | PA      | $898275.00     | 0.00%             | 2036-06-24      | Fixed         | 0.08%                 | 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        |    4100000 | PA      | $4126593.01    | 0.02%             | 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        |     953521 | PA      | $948162.57     | 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        |    4059727 | PA      | $3508682.33    | 0.02%             | 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        |    2170000 | PA      | $2199117.06    | 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        |    1433912 | PA      | $1273108.24    | 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        |        133 | PA      | $134.00        | 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        |     392347 | PA      | $375273.92     | 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        |    1200000 | PA      | $1416563.73    | 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        |  200600000 | PA      | $196682041.28  | 0.92%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                               | LEBANON REPUBLIC OF 8.25% 05/17/2034 REGS                                                               | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    1060000 | PA      | $208290.00     | 0.00%             | 2034-05-17      | Fixed         | 0.08%                 | 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        |      31213 | PA      | $31255.76      | 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        |      26592 | PA      | $25745.15      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                               | CALPINE CORPORATION 5.125% 03/15/2028 144A                                                              | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     910000 | PA      | $909332.70     | 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        |     347827 | PA      | $334261.87     | 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        |     745000 | PA      | $714151.19     | 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        |    1674042 | PA      | $1347841.09    | 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        |   23693000 | PA      | $23770594.58   | 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        |    2689000 | PA      | $2590700.35    | 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        |    4159322 | PA      | $4171012.36    | 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        |        173 | PA      | $176.11        | 0.00%             | 2029-01-15      | Fixed         | 0.07%                 | 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        |    1306000 | PA      | $1182906.37    | 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        |        122 | PA      | $129.20        | 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        |    2655000 | PA      | $2608448.82    | 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        |     515000 | PA      | $544807.69     | 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        |     552000 | PA      | $735625.38     | 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        |       3705 | PA      | $3910.16       | 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        |    1714250 | PA      | $1719314.74    | 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        |     385000 | PA      | $394240.00     | 0.00%             | 2034-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                       | PAYCHEX INC 5.35% 04/15/2032                                                                            | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    2147000 | PA      | $2220947.73    | 0.01%             | 2032-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                 | CIGNA GROUP (THE) 4.8% 08/15/2038                                                                       | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    6950000 | PA      | $6523973.27    | 0.03%             | 2038-08-15      | 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        |       1200 | PA      | $1248.36       | 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        |     820000 | PA      | $862521.92     | 0.00%             | 2030-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNKS                                                                    | BANK 2017-BNKS 3.179% 06/15/2060                                                                        | CUSIP: 06541WAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3050898 | PA      | $3022102.42    | 0.01%             | 2060-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMG UTICA MIDSTREAM HOLDINGS LLC                                                  | EMG UTICA MIDSTREAM TERM B 1LN 04/01/2030                                                               | CUSIP: 26869HAB3<br>LEI: 254900H5HLPM7ZD1LU54 | Long             | LON              | CORP              | US        |    1002488 | PA      | $1002487.50    | 0.00%             | 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        |    5692918 | PA      | $5903284.58    | 0.03%             | 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        |    2060000 | PA      | $2465182.87    | 0.01%             | 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        |    1370000 | PA      | $1397969.92    | 0.01%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 03/01/2048#ZS4758                                                                          | CUSIP: 3132A5JB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     375493 | PA      | $333398.79     | 0.00%             | 2048-03-01      | Fixed         | 0.03%                 | 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        |      20916 | PA      | $20438.94      | 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        |    2145000 | PA      | $1937878.80    | 0.01%             | 2031-01-31      | Fixed         | 0.02%                 | 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        |    6042081 | PA      | $4891165.20    | 0.02%             | 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        |    2935000 | PA      | $2910427.97    | 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        |    1940000 | PA      | $1969629.62    | 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        |     173164 | PA      | $144507.16     | 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        |     145263 | PA      | $144527.69     | 0.00%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                                                                    | FRONERI TERM B6 1LN 07/16/2032                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     575000 | PA      | $573850.00     | 0.00%             | 2032-07-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                               | AFFIRM MASTER TRUST 4.67% 07/15/2033 144A                                                               | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5900000 | PA      | $5931925.49    | 0.03%             | 2033-07-15      | Fixed         | 0.05%                 | 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        |     480000 | PA      | $463090.75     | 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        |      90000 | PA      | $93312.90      | 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        |        137 | PA      | $142.78        | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NOVAE LLC                                                                         | NOVAE TERM 1LN 12/22/2028                                                                               | CUSIP: 66988QAB5<br>LEI: 549300IO3D43N4TFUV08 | Long             | LON              | CORP              | US        |    1041449 | PA      | $952925.42     | 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        |     200000 | PA      | $201380.60     | 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        |    1440000 | PA      | $1426953.60    | 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        |    2760000 | PA      | $2961863.78    | 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        |       9684 | PA      | $9392.38       | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | 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        |     266315 | PA      | $269413.14     | 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        |   54615159 | PA      | $43733995.57   | 0.20%             | 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        |        124 | PA      | $127.88        | 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        |     763431 | PA      | $760889.03     | 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        |    1572000 | PA      | $1560234.99    | 0.01%             | 2036-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                      | INSULET CORP 6.5% 04/01/2033 144A                                                                       | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     460000 | PA      | $476904.54     | 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        |     480000 | PA      | $365330.40     | 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        |    6985647 | PA      | $5593872.71    | 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        |    1055000 | PA      | $1093212.10    | 0.01%             | 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        |     957275 | PA      | $800469.48     | 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        |     235000 | PA      | $238085.55     | 0.00%             | 2027-03-25      | Fixed         | 0.06%                 | 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        |         20 | PA      | $20.47         | 0.00%             | 2027-05-01      | Fixed         | 0.07%                 | 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        |   12314000 | PA      | $13748174.64   | 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        |     669938 | PA      | $616342.50     | 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        |     820000 | PA      | $841238.00     | 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        |   14911356 | PA      | $13636434.64   | 0.06%             | 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        |    5244843 | PA      | $4386709.42    | 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        |        217 | PA      | $223.56        | 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        |    1979838 | PA      | $1853128.31    | 0.01%             | 2029-12-14      | Variable      | 0.10%                 | 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        |      66014 | PA      | $67837.38      | 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        |      49742 | PA      | $45039.32      | 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        |     245000 | PA      | $186935.00     | 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        |      15140 | PA      | $14850.88      | 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        |    4512477 | PA      | $4558424.45    | 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        |       4678 | PA      | $4751.68       | 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        |    4830000 | PA      | $4848489.82    | 0.02%             | 2028-04-15      | Fixed         | 0.04%                 | 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        |         99 | PA      | $102.83        | 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        |   19226000 | PA      | $19231267.92   | 0.09%             | 2034-04-20      | Variable      | 0.06%                 | 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        |    2480000 | PA      | $2768630.76    | 0.01%             | 2029-03-12      | Fixed         | 0.02%                 | 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        |    3305000 | PA      | $3318687.66    | 0.02%             | 2032-10-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 02/01/2052#BT1915                                                                          | CUSIP: 3140LQDV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     784540 | PA      | $686047.19     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | 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        |      22216 | PA      | $21784.68      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | 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        |        393 | PA      | $413.21        | 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        |       2777 | PA      | $2780.18       | 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        |    4256361 | PA      | $4403002.13    | 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        |         14 | PA      | $14.15         | 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        |    1183959 | PA      | $1201927.05    | 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        |      65976 | PA      | $65987.71      | 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        |        195 | PA      | $197.14        | 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        |      20004 | PA      | $21212.05      | 0.00%             | 2035-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 3.5% 10/01/2055 #TBA                                                                          | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   53150000 | PA      | $48003171.92   | 0.22%             | 2055-10-01      | Fixed         | 0.04%                 | 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        |        509 | PA      | $516.57        | 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        |     900000 | PA      | $935977.47     | 0.00%             | 2028-06-01      | Fixed         | 0.10%                 | 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        |       8674 | PA      | $8441.40       | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                            | FX Forward: USD/EUR settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4754.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                                            | OCP SA 6.875% 04/25/2044 144A                                                                           | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     570000 | PA      | $566927.70     | 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        |       3968 | PA      | $4155.93       | 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        |     697138 | PA      | $729237.02     | 0.00%             | 2030-06-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                  | CENTENE CORP 2.45% 07/15/2028                                                                           | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   25480000 | PA      | $23539351.47   | 0.11%             | 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        |    1949000 | PA      | $1822351.25    | 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        |    2997588 | PA      | $2998457.71    | 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        |        448 | PA      | $448.18        | 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        |    9745678 | PA      | $9829067.83    | 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        |    1065000 | PA      | $1106036.45    | 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        |      27990 | PA      | $27894.06      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | FX Forward: EUR/USD settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1591.91       | 0.00%             |  |  |  | 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        |     325000 | PA      | $334554.35     | 0.00%             | 2029-02-01      | Fixed         | 0.09%                 | 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        |      85973 | PA      | $80527.46      | 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        |     713212 | PA      | $716778.56     | 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        |    1125000 | PA      | $1091250.00    | 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        |      13154 | PA      | $13361.74      | 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        |     179561 | PA      | $161068.70     | 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        |        150 | PA      | $151.76        | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | 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        |     545000 | PA      | $583223.58     | 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        |      12966 | PA      | $13525.68      | 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        |     456862 | PA      | $450702.88     | 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        |    4800000 | PA      | $4803260.64    | 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        |     747813 | PA      | $736914.66     | 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        |       4129 | PA      | $4187.37       | 0.00%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | ENERGY TRANSFER LP 6.75%/VAR 02/15/2056                                                                 | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     115000 | PA      | $114436.43     | 0.00%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WHARF 2025-DC E                                                                   | WHARF 2025-DC E 7.85642% 07/15/2040 144A                                                                | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     873000 | PA      | $888247.38     | 0.00%             | 2040-07-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 09/01/2051#QC7480                                                                          | CUSIP: 3133ASJZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40856 | PA      | $38839.14      | 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        |      36894 | PA      | $36293.46      | 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        |    1110000 | PA      | $759240.00     | 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        |         26 | PA      | $25.93         | 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        |     401000 | PA      | $120304.01     | 0.00%             | 2037-01-16      | Fixed         | 0.04%                 | No            |                  2 | 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        |      48286 | PA      | $45479.47      | 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        |    1949325 | PA      | $1962039.73    | 0.01%             | 2054-07-25      | Variable      | 0.06%                 | 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        |        268 | PA      | $282.29        | 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        |     289464 | PA      | $241831.99     | 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        |     149000 | PA      | $153151.66     | 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        |    3469046 | PA      | $3423601.58    | 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        |    4467363 | PA      | $4544932.30    | 0.02%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 03/01/2033#J38779                                                                          | CUSIP: 31307VXG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28374 | PA      | $27624.85      | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | 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        |      49692 | PA      | $49529.10      | 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        |     800000 | PA      | $652195.36     | 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        |   19210000 | NC      | $660511.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIORITY HOLDINGS LLC                                                             | PRIORITY TECHNOLOGY TERM B 1LN 07/30/2032                                                               | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     754386 | PA      | $754619.89     | 0.00%             | 2032-07-30      | Variable      | 0.08%                 | 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        |       4472 | PA      | $4369.13       | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.0% 01/20/2043#MA0698                                                                          | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     838658 | PA      | $768135.25     | 0.00%             | 2043-01-20      | Fixed         | 0.03%                 | 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        |      84918 | PA      | $85103.79      | 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        |     564000 | PA      | $564021.71     | 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        |    2857028 | PA      | $2857027.72    | 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        |     900000 | NC      | $-12079.80     | -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        |      43739 | PA      | $42343.81      | 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        |     195086 | PA      | $174995.61     | 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        |    2081981 | PA      | $2083292.37    | 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        |     516000 | PA      | $1297.84       | 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        |    2375000 | PA      | $2434719.38    | 0.01%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                          | TEAM HEALTH TERM B 1LN 6/23/2028                                                                        | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |     575000 | PA      | $572366.50     | 0.00%             | 2028-06-23      | Variable      | 0.00%                 | 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        |    1090000 | PA      | $1083620.23    | 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        |    8928469 | PA      | $8480182.96    | 0.04%             | 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        |        134 | PA      | $138.66        | 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        |     833000 | PA      | $859710.19     | 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        |     640000 | PA      | $656596.48     | 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        |     161997 | PA      | $156732.47     | 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        |    7342000 | PA      | $7325676.02    | 0.03%             | 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        |      17128 | PA      | $17133.85      | 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        |     654750 | PA      | $654095.25     | 0.00%             | 2029-06-24      | Variable      | 0.09%                 | 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        |       8387 | PA      | $8145.20       | 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        |       8828 | PA      | $8598.00       | 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        |     676000 | PA      | $684325.35     | 0.00%             | 2028-07-10      | Variable      | 0.07%                 | 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        |   20360485 | PA      | $93519.78      | 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        |   11282418 | PA      | $11481847.05   | 0.05%             | 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        |    1800000 | PA      | $1747926.18    | 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        |   44525000 | PA      | $41719925.00   | 0.19%             | 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        |     530000 | PA      | $576110.00     | 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        |      21002 | PA      | $19715.39      | 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        |   12540000 | PA      | $8520646.97    | 0.04%             | 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        |   23259197 | PA      | $23244660.18   | 0.11%             | 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        |    3005748 | PA      | $3028569.43    | 0.01%             | 2065-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                         | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     505000 | PA      | $498218.71     | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GNR 2011-94 SA TSFR1M+598.552 07/41                                                                     | CUSIP: 38377WN83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     106727 | PA      | $10954.06      | 0.00%             | 2041-07-20      | Variable      | 0.02%                 | 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        |    1490000 | PA      | $1544432.68    | 0.01%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 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        |     870000 | PA      | $870794.57     | 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        |     675000 | PA      | $668935.13     | 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        |      23869 | PA      | $24246.03      | 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        |    2989000 | PA      | $3109089.05    | 0.01%             | 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        |    1131000 | PA      | $1130206.04    | 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        |    2320000 | PA      | $2394425.60    | 0.01%             | 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        |    1881046 | PA      | $1574454.74    | 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        |     575000 | PA      | $561343.75     | 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        |        360 | PA      | $379.23        | 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        |      95586 | PA      | $73323.13      | 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        |    7473078 | PA      | $7451217.37    | 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        |       5807 | PA      | $5890.02       | 0.00%             | 2033-08-15      | Fixed         | 0.05%                 | 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        |        337 | PA      | $349.44        | 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        |    2040000 | PA      | $2060714.16    | 0.01%             | 2033-03-01      | Fixed         | 0.06%                 | 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        |    1504285 | PA      | $1425542.21    | 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        |         35 | PA      | $36.66         | 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        |         57 | PA      | $57.42         | 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        |    1900000 | PA      | $2816539.45    | 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        |  106426000 | PA      | $73388209.81   | 0.34%             | 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        |   10786000 | PA      | $10825541.48   | 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        |     620000 | NC      | $99143.46      | 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        |    2259000 | PA      | $2319779.14    | 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        |    1355809 | PA      | $1316373.66    | 0.01%             | 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        |    1482998 | PA      | $1366983.78    | 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        |        118 | PA      | $124.56        | 0.00%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 6% 09/01/2055 #TBA                                                                              | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  228825000 | PA      | $233390722.34  | 1.09%             | 2055-09-01      | Fixed         | 0.06%                 | 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        |       3535 | PA      | $3703.93       | 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        |     259812 | PA      | $263512.91     | 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        |    4340000 | PA      | $4488170.29    | 0.02%             | 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        |    1577978 | PA      | $1326208.02    | 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        |    5250000 | PA      | $5131315.35    | 0.02%             |  |  |  | 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        |    1762000 | PA      | $1546030.25    | 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        |    3904252 | PA      | $3911132.72    | 0.02%             | 2052-06-01      | Fixed         | 0.05%                 | 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        |    4229000 | PA      | $4229945.18    | 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        |    2541349 | PA      | $2038998.13    | 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        |    3947917 | PA      | $4018934.36    | 0.02%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                          | WARNERMEDIA HOLDINGS INC 4.693% 05/17/2033                                                              | CUSIP: 934423AB0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     650000 | PA      | $676304.28     | 0.00%             | 2033-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 06/01/2032#MA3029                                                                          | CUSIP: 31418CLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      80118 | PA      | $78136.10      | 0.00%             | 2032-06-01      | Fixed         | 0.03%                 | 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        |      12960 | PA      | $12914.04      | 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        |       1120 | PA      | $1177.60       | 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        |   19348555 | PA      | $15675068.94   | 0.07%             | 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        |     625000 | PA      | $597945.25     | 0.00%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| 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        |     919000 | PA      | $973707.52     | 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        |     223000 | PA      | $172650.03     | 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        |      32698 | PA      | $30333.38      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                | FX Forward: CAD/USD settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $102.86        | 0.00%             |  |  |  | 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        |        126 | PA      | $129.35        | 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        |   15112000 | PA      | $15111969.78   | 0.07%             | 2035-01-22      | Variable      | 0.06%                 | 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        |       8429 | PA      | $8440.62       | 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        |     102683 | PA      | $96575.80      | 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              | JE        |     200000 | PA      | $200955.00     | 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        |     630000 | PA      | $598450.36     | 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        |     351000 | PA      | $275216.12     | 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        |   11475346 | PA      | $11489348.65   | 0.05%             | 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        |     490000 | PA      | $493326.61     | 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        |      14827 | PA      | $14543.42      | 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        |       2618 | PA      | $2540.94       | 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        |      13640 | PA      | $12859.14      | 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        |    1055000 | PA      | $1112643.09    | 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        |      18676 | PA      | $18703.24      | 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        |        282 | PA      | $294.15        | 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        |     766700 | PA      | $804116.72     | 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        |     391000 | PA      | $398274.16     | 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        |      44829 | PA      | $43547.34      | 0.00%             | 2039-12-15      | 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        |    1505000 | PA      | $1568905.31    | 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        |        122 | PA      | $122.95        | 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      | $152111.70     | 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        |     114198 | PA      | $112180.74     | 0.00%             | 2033-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                 | POST HLDGS INC 4.625% 04/15/2030 144A                                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     775000 | PA      | $747396.98     | 0.00%             | 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        |     104168 | PA      | $83414.65      | 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        |     192147 | PA      | $186742.59     | 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        |      36324 | PA      | $35336.64      | 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        |     419911 | PA      | $386318.12     | 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        |     271871 | PA      | $9778.56       | 0.00%             | 2032-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                     | LOWES COS INC 3.75% 04/01/2032                                                                          | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   27423000 | PA      | $26039673.91   | 0.12%             | 2032-04-01      | Fixed         | 0.04%                 | 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        |      82908 | PA      | $82928.70      | 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        |    1621817 | PA      | $1301231.02    | 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        |      41022 | PA      | $39498.20      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | 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        |      11092 | PA      | $10705.28      | 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        |     256591 | PA      | $255514.72     | 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        |      14693 | PA      | $14897.12      | 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        |    1281000 | PA      | $1279401.95    | 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        |    1677256 | PA      | $1670446.55    | 0.01%             | 2027-10-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                      | NAVIENT CORP 5.625% 08/01/2033                                                                          | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     415000 | PA      | $378928.66     | 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        |      42000 | PA      | $43192.49      | 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        |      52570 | PA      | $51177.85      | 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        |     565000 | PA      | $525873.75     | 0.00%             | 2050-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RED PLANET BORROWER LLC                                                           | RED PLANET TERM B 1LN 08/06/2032                                                                        | CUSIP: 57165KAE6<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |    3245000 | PA      | $3200381.25    | 0.01%             | 2032-08-06      | Variable      | 0.00%                 | 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        |      33003 | PA      | $29199.86      | 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        |      60000 | PA      | $61042.02      | 0.00%             | 2028-06-01      | 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 2.5% 05/25/2049                                                          | CUSIP: 3137H5UF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1183386 | PA      | $1037946.72    | 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        |       4480 | PA      | $4698.72       | 0.00%             | 2035-07-01      | Fixed         | 0.06%                 | 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        |     475000 | PA      | $506620.75     | 0.00%             | 2028-11-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                           | PHILIPPINES REPUBLIC OF 5% 07/17/2033                                                                   | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     360000 | PA      | $367790.40     | 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        |      84000 | PA      | $79422.70      | 0.00%             | 2041-12-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                    | HALLIBURTON CO 3.8% 11/15/2025                                                                          | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      86000 | PA      | $85832.71      | 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        |      28565 | PA      | $27637.13      | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                          | FORD MOTOR CREDIT CO LLC 6.184% 08/29/2031                                                              | CUSIP: 345397H30<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1555689.82    | 0.01%             | 2031-08-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 06/01/2041#MA4364                                                                          | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2427876 | PA      | $2100909.31    | 0.01%             | 2041-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                   | ANGOLA REPUBLIC 9.375% 05/08/2048 144A                                                                  | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     735000 | PA      | $608282.40     | 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        |  393800000 | PA      | $367603069.33  | 1.71%             | 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        |    2566000 | PA      | $2523880.06    | 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        |        270 | PA      | $284.39        | 0.00%             | 2028-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASTRO ACQUISITION LLC                                                             | COOPER TERM B 1LN 8/13/2032                                                                             | CUSIP: N/A<br>LEI: 254900PB0M1U1S6VUM04       | Long             | LON              | CORP              | US        |     960000 | PA      | $960000.00     | 0.00%             | 2032-08-13      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP AS                                                             | CZECHOSLOVAK GROUP AS 6.5% 01/10/2031 144A                                                              | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |     900000 | PA      | $923062.50     | 0.00%             | 2031-01-10      | Fixed         | 0.07%                 | 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        |     460000 | PA      | $430550.80     | 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        |         53 | PA      | $53.23         | 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        |    3003448 | PA      | $3006691.85    | 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        |    2105000 | PA      | $2227864.64    | 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        |    1500000 | PA      | $1500000.00    | 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        |   17526000 | PA      | $17549134.32   | 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        |         47 | PA      | $47.26         | 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        |    2236584 | PA      | $2172292.08    | 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        |    8197342 | PA      | $8186171.78    | 0.04%             | 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        |      14876 | PA      | $14329.13      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                             | PLAQUEMINES TERM 1LN 05/25/2029                                                                         | CUSIP: N/A<br>LEI: 549300TKP4I6OJ02BF90       | Long             | LON              | CORP              | US        |     456940 | PA      | $456368.48     | 0.00%             | 2029-05-25      | Variable      | 0.07%                 | 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        |      40811 | PA      | $39665.23      | 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        |    5965624 | PA      | $5706861.93    | 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        |     582581 | PA      | $582956.33     | 0.00%             | 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        |      60366 | PA      | $55498.80      | 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        |         31 | PA      | $32.08         | 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              | KY        |   16187000 | PA      | $16186838.13   | 0.08%             | 2035-04-20      | Variable      | 0.06%                 | 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        |       7474 | PA      | $7539.77       | 0.00%             | 2029-11-01      | Fixed         | 0.05%                 | 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        |       3853 | PA      | $3742.45       | 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        |     975644 | PA      | $978238.75     | 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        |    1525000 | PA      | $914054.50     | 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        |    2457146 | PA      | $2451040.19    | 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        |    9969895 | PA      | $9877699.87    | 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        |    1235000 | PA      | $1203725.11    | 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        |    9124492 | PA      | $8500446.56    | 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        |    9984233 | PA      | $10308724.67   | 0.05%             | 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        |     162088 | PA      | $115892.92     | 0.00%             | 2035-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 12/01/2045#MA2471                                                                        | CUSIP: 31418BW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14180 | PA      | $13145.61      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC                                                                     | GFL ENVIRONMENTAL SERVICES TERM B 1LN 03/03/2032                                                        | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    2720000 | PA      | $2715756.80    | 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        |      38698 | PA      | $40301.29      | 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              | JE        |   11745000 | PA      | $11746585.58   | 0.05%             | 2038-04-20      | Variable      | 0.06%                 | 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        |        410 | PA      | $425.21        | 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        |    1005000 | PA      | $993506.42     | 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        |    1920000 | PA      | $2061768.96    | 0.01%             | 2030-01-31      | Fixed         | 0.09%                 | 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        |    2873000 | PA      | $2765435.74    | 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        |   10440062 | PA      | $10692082.74   | 0.05%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                | ALLY FINL INC T5Y+NA 01/17/2040                                                                         | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2273000 | PA      | $2255728.43    | 0.01%             | 2040-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                        | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 9.75% 04/15/2030 144A                                        | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1184420.83    | 0.01%             | 2030-04-15      | Fixed         | 0.10%                 | 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        |      23907 | PA      | $23075.28      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                | FX Forward: USD/JPY settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $37873.18      | 0.00%             |  |  |  | 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        |    1355000 | PA      | $1267848.30    | 0.01%             | 2052-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                     | DISH DBS CORP 7.75% 07/01/2026                                                                          | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $350100.00     | 0.00%             | 2026-07-01      | Fixed         | 0.08%                 | 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        |        127 | PA      | $128.66        | 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        |         15 | PA      | $15.92         | 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        |      64954 | PA      | $58366.61      | 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        |    1430000 | PA      | $1234862.20    | 0.01%             | 2029-02-23      | Variable      | 0.11%                 | 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        |     404000 | PA      | $382420.34     | 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              | JE        |   13747664 | PA      | $13797829.23   | 0.06%             | 2037-07-20      | Variable      | 0.06%                 | 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        |         27 | PA      | $28.56         | 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        |       6581 | PA      | $5448.17       | 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        |   12782733 | PA      | $13056617.48   | 0.06%             | 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        |    7441176 | PA      | $7430683.51    | 0.03%             | 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        |         83 | PA      | $84.39         | 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        |    1455000 | PA      | $1346026.61    | 0.01%             | 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        |    3501672 | PA      | $3324349.58    | 0.02%             | 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        |    6004000 | PA      | $5736555.72    | 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        |    1500000 | PA      | $923437.50     | 0.00%             | 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        |       9024 | PA      | $9036.17       | 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        |     800000 | PA      | $725000.00     | 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        |       1863 | PA      | $1857.04       | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2.5% 11/51#MA7705                                                                               | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     200499 | PA      | $170840.45     | 0.00%             | 2051-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                              | ZF EUROPE FINANCE BV 7% 06/12/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $597231.58     | 0.00%             | 2030-06-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 6.25% 05/15/2030                                                            | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13500000 | PA      | $14979726.63   | 0.07%             | 2030-05-15      | Fixed         | 0.06%                 | 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        |    1385000 | PA      | $1113807.17    | 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        |      66659 | PA      | $53336.51      | 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        |    3823920 | PA      | $3809530.32    | 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        |      83352 | PA      | $80527.58      | 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        |       6540 | PA      | $6644.56       | 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        |        771 | PA      | $789.31        | 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        |    1536000 | PA      | $1520504.99    | 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        |     880000 | PA      | $859100.00     | 0.00%             | 2037-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2.5% 03/01/2032#SB0878                                                                        | CUSIP: 3132CW6P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3801174 | PA      | $3668384.38    | 0.02%             | 2032-03-01      | Fixed         | 0.03%                 | 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        |    1150000 | PA      | $963475.75     | 0.00%             | 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        |      55923 | PA      | $52724.69      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 05/01/2052#FA1273                                                                        | CUSIP: 3140W1MX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9745697 | PA      | $8236432.26    | 0.04%             | 2052-05-01      | Fixed         | 0.03%                 | 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        |    1141000 | PA      | $1158950.15    | 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        |      48577 | PA      | $38974.52      | 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        |    9257396 | PA      | $9745088.34    | 0.05%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX 2025-LUNR A                                                                    | BX 2025-LUNR E TSFR1M+395 06/15/2030 144A                                                               | CUSIP: 05594CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     362000 | PA      | $360263.59     | 0.00%             | 2040-06-15      | Variable      | 0.08%                 | 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        |    6213000 | PA      | $6207620.54    | 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        |       3644 | PA      | $3699.92       | 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        |    4812000 | PA      | $4816171.57    | 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        |     400000 | NC      | $26586.64      | 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        |   14259548 | PA      | $11427482.25   | 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        |    2805896 | PA      | $2795739.11    | 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        |     111952 | PA      | $102303.16     | 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        |     475000 | PA      | $485390.63     | 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        |         32 | PA      | $32.63         | 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        |       1643 | PA      | $1615.59       | 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        |       1423 | PA      | $1389.25       | 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      | $112993.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                     | COHERENT CORP 5% 12/15/2029 144A                                                                        | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1778785.10    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 3.0% 8/45#Q35375                                                                                   | CUSIP: 3132QR6M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16520 | PA      | $15026.06      | 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        |       9128 | PA      | $9044.61       | 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        |        156 | PA      | $161.62        | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | 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        |        107 | PA      | $110.24        | 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        |      48398 | PA      | $47051.79      | 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        |        195 | PA      | $199.52        | 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        |    1976000 | PA      | $2283268.00    | 0.01%             | 2034-01-20      | Fixed         | 0.08%                 | 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        |    2356339 | PA      | $2468692.53    | 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        |       3140 | PA      | $2948.12       | 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        |        193 | PA      | $199.20        | 0.00%             | 2031-05-15      | Fixed         | 0.07%                 | 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        |    8024335 | PA      | $8315988.63    | 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        |     476000 | PA      | $387005.52     | 0.00%             | 2051-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                          | SIXTH STREET LENDING PAR 6.125% 07/15/2030 144A                                                         | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |   10728000 | PA      | $11061400.06   | 0.05%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                  | CENTENE CORP 3.375% 02/15/2030                                                                          | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    7780000 | PA      | $7089940.45    | 0.03%             | 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        |     150000 | PA      | $131500.50     | 0.00%             | 2029-02-12      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| BOSCH (ROBERT) GMBH                                                               | BOSCH (ROBERT) GMBH 4.375% 06/02/2043 REGS                                                              | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |     600000 | PA      | $693866.04     | 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        |      96677 | PA      | $11.01         | 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        |     838662 | PA      | $617674.93     | 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        |     965000 | PA      | $891717.90     | 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        |      41547 | PA      | $40331.03      | 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        |     655000 | PA      | $645168.58     | 0.00%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2.5% 07/01/2032#G18651                                                                        | CUSIP: 3128MMWM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1214971 | PA      | $1171103.29    | 0.01%             | 2032-07-01      | Fixed         | 0.03%                 | 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        |     500000 | NC      | $63050.20      | 0.00%             |  |  |  | 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        |    2437000 | PA      | $2537182.63    | 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        |    2933197 | PA      | $2571373.67    | 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        |      36710 | PA      | $35975.52      | 0.00%             | 2026-04-09      | Variable      | 0.06%                 | No            |                  3 | 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        |    1665000 | PA      | $2426587.08    | 0.01%             | 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        |    7200000 | PA      | $8338140.04    | 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        |     136538 | PA      | $131632.37     | 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        |    5375000 | PA      | $5538727.88    | 0.03%             | 2031-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                                                       | BNPI SWAP CDS 06/20/30 DB B                                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    2300000 | NC      | $28352.37      | 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        |    6114279 | PA      | $6333050.51    | 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        |       2361 | PA      | $2482.66       | 0.00%             | 2029-05-01      | Fixed         | 0.07%                 | 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        |   12030000 | PA      | $12022613.58   | 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        |     445000 | PA      | $447490.53     | 0.00%             | 2057-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                         | CONVERGINT TECH TERM B 2LN 07/31/2033                                                                   | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     450000 | PA      | $446625.00     | 0.00%             | 2033-07-31      | Variable      | 0.10%                 | 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        |      22204 | PA      | $23486.10      | 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        |    9805000 | PA      | $9618041.50    | 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        |    3250000 | PA      | $3125427.50    | 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        |    6032000 | PA      | $6053112.00    | 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        |    1518000 | PA      | $1602590.55    | 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        |     660000 | PA      | $687225.00     | 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        |     960000 | PA      | $956160.00     | 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        |   41373157 | PA      | $33220745.69   | 0.15%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                               | MSCS SWAP CY885799 12/15/56 S                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |    1200000 | NC      | $-16106.40     | -0.00%            |  |  |  | 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        |      29824 | PA      | $30914.05      | 0.00%             | 2041-09-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                              | HEIMSTADEN BOSTAD AB EUSA5+NA PERP REGS                                                                 | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | EP               | CORP              | SE        |    1410000 | PA      | $1617707.18    | 0.01%             |  |  |  | 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        |       3279 | PA      | $3187.27       | 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        |    1299323 | PA      | $1042890.45    | 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        |        467 | PA      | $490.69        | 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        |      15415 | PA      | $12377.83      | 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        |       7969 | PA      | $7716.54       | 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        |      16715 | PA      | $14479.80      | 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        |   30958000 | PA      | $27697735.63   | 0.13%             | 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        |         89 | PA      | $91.62         | 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        |   19964138 | PA      | $19950561.89   | 0.09%             | 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        |     242294 | PA      | $241023.09     | 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        |  285000000 | PA      | $1835438.40    | 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        |      13135 | PA      | $12678.28      | 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        |   10995780 | PA      | $8822234.51    | 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        |     520000 | PA      | $534138.80     | 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        |       5217 | PA      | $5237.14       | 0.00%             | 2037-08-01      | Variable      | 0.06%                 | 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        |       1494 | PA      | $1519.30       | 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        |     458000 | PA      | $440741.09     | 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        |       7132 | PA      | $7107.64       | 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        |    4274073 | PA      | $4151218.95    | 0.02%             | 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        |    1921000 | PA      | $1986540.68    | 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              | BM        |     932000 | PA      | $934400.83     | 0.00%             | 2037-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 11/01/2050#SD7527                                                                          | CUSIP: 3132DVLG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18520252 | PA      | $15009814.03   | 0.07%             | 2050-11-01      | Fixed         | 0.02%                 | 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        |       8963 | PA      | $9397.11       | 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        |    6035730 | PA      | $6349927.98    | 0.03%             | 2053-05-01      | 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        |    1384290 | PA      | $1386518.23    | 0.01%             | 2032-01-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 21 LTD                                                  | GOLDENTREE LN MGMT US CLO 21 LTD E TSFR3M+570 07/20/2037 144A                                           | CUSIP: 38139DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     364000 | PA      | $366567.29     | 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        |    1631110 | PA      | $1405809.27    | 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        |    1095000 | PA      | $1092601.95    | 0.01%             | 2027-07-07      | Fixed         | 0.06%                 | 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        |        924 | PA      | $938.43        | 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        |     823000 | PA      | $802009.22     | 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        |    4070000 | PA      | $4251850.04    | 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        |         51 | PA      | $51.32         | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                | FX Forward: USD/CAD settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $31785.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 6.35% 02/12/2048                                                                    | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   31726000 | PA      | $23755159.76   | 0.11%             | 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        |   11307061 | PA      | $8581657.75    | 0.04%             | 2051-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FHLMC MULTIFAM STRUCTURED PASS THROUGH 2018-K072 A2 3.444% 12/25/2027                                   | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2700000 | PA      | $2669544.27    | 0.01%             | 2027-12-25      | Fixed         | 0.03%                 | 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        |       2982 | PA      | $2906.47       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                        | DAVITA TERM B1 1LN 05/09/2031                                                                           | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |    1920488 | PA      | $1924520.52    | 0.01%             | 2031-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                    | TRANSOCEAN INC 8% 02/01/2027 144A                                                                       | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    2622000 | PA      | $2617372.43    | 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        |    1013085 | PA      | $963265.98     | 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        |        120 | PA      | $122.90        | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GTCR EVEREST BORROWER LLC                                                         | ASSETMARK FINANCIAL HOLDINGS TERM B 1LN 09/05/2031                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2748950 | PA      | $2753458.28    | 0.01%             | 2031-09-05      | Variable      | 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        |      12542 | PA      | $11447.83      | 0.00%             | 2043-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                             | VENTURE GLOBAL PLAQUE 6.5% 01/15/2034 144A                                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    2120000 | PA      | $2213210.04    | 0.01%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                                    | EG GROUP TERM B 1LN 02/07/2028                                                                          | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |    3960760 | PA      | $3975969.31    | 0.02%             | 2028-02-07      | Variable      | 0.08%                 | 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      | $152643.60     | 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        |    2125439 | PA      | $1959620.63    | 0.01%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                              | ROCKET COS INC 6.125% 08/01/2030 144A                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1882978.50    | 0.01%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.0% 11/01/2042#AB6903                                                                        | CUSIP: 31417DU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     269516 | PA      | $247540.66     | 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        |       7757 | PA      | $8200.52       | 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        |    1033608 | PA      | $827678.77     | 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        |     206716 | PA      | $201048.58     | 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        |    2324290 | PA      | $2340782.68    | 0.01%             | 2038-04-18      | 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        |     535000 | PA      | $530318.75     | 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        |      11298 | PA      | $11268.45      | 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        |       6924 | PA      | $7072.94       | 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        |      38131 | PA      | $38197.65      | 0.00%             | 2064-01-20      | Variable      | 0.05%                 | 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        |     540000 | PA      | $11610.00      | 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        |     500000 | NC      | $79954.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2% 07/01/2041#                                                                                | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     247682 | PA      | $213983.82     | 0.00%             | 2041-07-01      | Fixed         | 0.02%                 | 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        |    1300000 | PA      | $1190150.00    | 0.01%             | 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        |     610000 | PA      | $618785.83     | 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        |    1915000 | PA      | $1975212.02    | 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        |     231329 | PA      | $233760.57     | 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        |      53628 | PA      | $49633.30      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 6% 09/01/2055 #TBA                                                                            | CUSIP: 01F060691<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -20850000 | PA      | $-21302836.98  | -0.10%            | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL   | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045       | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12226000 | PA      | $11891865.13   | 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        |    3560000 | PA      | $3684600.00    | 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        |     118876 | PA      | $106559.32     | 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        |     575051 | PA      | $572802.57     | 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        |    2401246 | PA      | $2105946.48    | 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        |     700000 | PA      | $655375.00     | 0.00%             | 2054-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 4% 10/01/2055 #TBA                                                                            | CUSIP: 01F0406A0<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -7300000 | PA      | $-6810671.51   | -0.03%            | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREAT PORTLAND ESTATES PLC                                                        | GREAT PORTLAND ESTATES PLC 5.375% 09/25/2031 REGS                                                       | CUSIP: N/A<br>LEI: 213800JMEDD2Q4N1MC42       | Long             | DBT              | CORP              | GB        |     900000 | PA      | $1210909.47    | 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        |      51389 | PA      | $52931.76      | 0.00%             | 2039-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                                | CROWN AMERICAS LLC 5.875% 06/01/2033 144A                                                               | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1744846.13    | 0.01%             | 2033-06-01      | 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        |    4181000 | PA      | $4114688.17    | 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        |    1313000 | PA      | $1347344.14    | 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        |    1888597 | PA      | $1491991.67    | 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        |   16358839 | PA      | $16944165.20   | 0.08%             | 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        |     366886 | PA      | $331470.51     | 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        |     546641 | PA      | $548178.59     | 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        |        175 | PA      | $183.65        | 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        |    1357147 | PA      | $1357146.90    | 0.01%             | 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        |     956047 | PA      | $866153.05     | 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        |      51182 | PA      | $42759.90      | 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        |      13647 | PA      | $13649.74      | 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        |     571661 | PA      | $572512.44     | 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        |       2502 | PA      | $2539.92       | 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        |     660000 | PA      | $694445.40     | 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        |   12879950 | PA      | $11287124.80   | 0.05%             | 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        |        166 | PA      | $171.79        | 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        |   18966000 | PA      | $17363966.64   | 0.08%             | 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        |       1841 | PA      | $1894.26       | 0.00%             | 2036-11-01      | 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 5191 CA 2.5% 04/25/2050                                                  | CUSIP: 3137H5MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2083640 | PA      | $1798769.72    | 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        |     642000 | PA      | $122307.42     | 0.00%             | 2037-01-16      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| PRM TR 2025-PRM6                                                                  | PRM TR 2025-PRM6 VAR 07/05/2033 144A                                                                    | CUSIP: 74277DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1591000 | PA      | $1577940.91    | 0.01%             | 2033-07-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ACNR HOLDINGS INC                                                                 | Debt Price 2L Term Loans - Initial Loans                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     327080 | PA      | $324234.46     | 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        |    2501100 | PA      | $2509228.58    | 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        |   29527133 | PA      | $23708932.20   | 0.11%             | 2050-07-01      | Fixed         | 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        |     152931 | PA      | $160781.91     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | 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        |    2175000 | PA      | $2321198.89    | 0.01%             | 2026-06-23      | Fixed         | 0.02%                 | 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        |     640027 | PA      | $639630.52     | 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        |       3798 | PA      | $3778.42       | 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        |        404 | PA      | $416.84        | 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        |    6970000 | PA      | $6996721.66    | 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        |     419000 | PA      | $431766.93     | 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        |     605000 | PA      | $514250.00     | 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        |        199 | PA      | $199.91        | 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        |      65296 | PA      | $63594.65      | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                 | ICAHN ENTERPRISES LP/FIN CORP 9% 06/15/2030                                                             | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1357505.02    | 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        |       1375 | PA      | $1374.25       | 0.00%             | 2039-07-01      | 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        |      31906 | PA      | $32432.48      | 0.00%             | 2040-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS GROUP AG 6.537%/VAR 08/12/2033 144A                                                                 | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   30000000 | PA      | $32897585.70   | 0.15%             | 2033-08-12      | Variable      | 0.07%                 | 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        |       1563 | PA      | $1557.74       | 0.00%             | 2039-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 07/01/2052#BW0007                                                                        | CUSIP: 3140MRAH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1465122 | PA      | $1333196.55    | 0.01%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TRANSDIGM INC 6.875% 12/15/2030 144A                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     770000 | PA      | $798486.15     | 0.00%             | 2030-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                             | LCH OIS SOFRV3.75% MAC 09/17/32                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -58590000 | NC      | $-503086.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 11/01/2052#FS3248                                                                          | CUSIP: 3140XJTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4485620 | PA      | $4480909.41    | 0.02%             | 2052-11-01      | 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        |    2300000 | PA      | $2346913.10    | 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        |       4039 | PA      | $4115.99       | 0.00%             | 2033-10-01      | Variable      | 0.07%                 | 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        |     225812 | PA      | $204835.80     | 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        |    1716000 | PA      | $1675434.45    | 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        |         98 | PA      | $99.62         | 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        |    1721825 | PA      | $1601518.64    | 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        |    1090000 | PA      | $1131340.43    | 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        |    2335000 | PA      | $2229758.75    | 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        |    8965000 | PA      | $8984633.35    | 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        |    6539000 | PA      | $6542988.79    | 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        |     280000 | PA      | $269008.55     | 0.00%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIEMAE 30YR 3% 12/01/2051#FA0145                                                                     | CUSIP: 3140W0ET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10306457 | PA      | $9035109.58    | 0.04%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.75% 02/15/2045                                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43210000 | PA      | $42568601.56   | 0.20%             | 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        |      12940 | PA      | $13194.03      | 0.00%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 01/20/2043#MA0852                                                                          | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     168951 | PA      | $157908.75     | 0.00%             | 2043-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                          | FORD MOTOR CREDIT CO LLC 4.445% 02/14/2030                                                              | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1287503.65    | 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        |    4190000 | PA      | $3325414.45    | 0.02%             | 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        |      24985 | PA      | $25373.06      | 0.00%             | 2039-05-15      | Fixed         | 0.05%                 | 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        |       6347 | PA      | $5817.39       | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | 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        |    2155000 | PA      | $2232105.90    | 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        |      53784 | PA      | $53587.83      | 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              | KY        |     285000 | PA      | $287377.19     | 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        |    1505000 | PA      | $1538286.09    | 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        |         12 | PA      | $11.72         | 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        |       2994 | PA      | $3070.77       | 0.00%             | 2033-03-01      | Variable      | 0.07%                 | 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        |     840000 | PA      | $915793.20     | 0.00%             | 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        |     174867 | PA      | $176615.76     | 0.00%             | 2031-11-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                   | ANTOFAGASTA PLC 5.625% 05/13/2032 144A                                                                  | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     360000 | PA      | $366674.40     | 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        |    2978486 | PA      | $2676401.78    | 0.01%             | 2035-12-01      | Fixed         | 0.01%                 | 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        |    3333000 | PA      | $3320530.25    | 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        |       3516 | PA      | $3487.40       | 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        |   45257000 | PA      | $40918160.27   | 0.19%             | 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        |      20051 | PA      | $19516.62      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 10/01/2032#MA3155                                                                          | CUSIP: 31418CQH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4601 | PA      | $4481.84       | 0.00%             | 2032-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                     | ABU DHABI NATL ENERGY CO PJSC 4.875% 04/23/2030 144A                                                    | CUSIP: 00388WAG6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     305000 | PA      | $312448.10     | 0.00%             | 2030-04-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                       | COMMONWEALTH BANK AUSTRALIA 3.788%/VAR 08/26/2037 REGS                                                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $1753849.74    | 0.01%             | 2037-08-26      | Variable      | 0.04%                 | 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        |     634482 | PA      | $1586.20       | 0.00%             | 2028-07-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                      | NAVIENT CORP 5% 03/15/2027                                                                              | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     715000 | PA      | $709812.10     | 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        |   14902265 | PA      | $11961177.66   | 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        |     341491 | PA      | $324825.23     | 0.00%             | 2037-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 02/01/2052#BV0120                                                                          | CUSIP: 3140MDD21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     688758 | PA      | $603151.20     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                         | EGYPT (ARAB) REPUBLIC OF 8.5% 01/31/2047 144A                                                           | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     904000 | PA      | $750175.36     | 0.00%             | 2047-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 04/01/2032#MA2997                                                                          | CUSIP: 31418CKK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10142 | PA      | $9891.50       | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | 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        |    2766475 | PA      | $2120503.35    | 0.01%             | 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        |     790000 | PA      | $764146.78     | 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        |    2093000 | PA      | $2025625.70    | 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        |        337 | PA      | $353.65        | 0.00%             | 2035-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2019-NUGS                                                 | MORGAN STANLEY CAP I TR 2019-NUGS A TSFR1M+106.448 4 12/15/2021 144A                                    | CUSIP: 61692AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5100000 | PA      | $3863393.82    | 0.02%             | 2036-12-15      | Variable      | 0.05%                 | 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        |    3649000 | PA      | $3320283.19    | 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        |     385000 | PA      | $382613.19     | 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        |    3486291 | PA      | $3097628.48    | 0.01%             | 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: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     730000 | PA      | $528009.00     | 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        |     545000 | PA      | $537370.00     | 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        |        600 | PA      | $609.50        | 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        |        307 | PA      | $312.08        | 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        |      26575 | PA      | $25878.35      | 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        |       4879 | PA      | $4763.42       | 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        |     181456 | PA      | $177592.35     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 02/01/2032#AL9867                                                                          | CUSIP: 3138ER6D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23817 | PA      | $23258.12      | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 06/01/2051#CB0867                                                                        | CUSIP: 3140QK6D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16644210 | PA      | $15159799.47   | 0.07%             | 2051-06-01      | 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        |    1756000 | PA      | $1822132.31    | 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        |     997488 | PA      | $1002165.72    | 0.00%             | 2031-12-04      | Variable      | 0.08%                 | 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        |         20 | PA      | $20.43         | 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        |    6593000 | PA      | $5934503.36    | 0.03%             | 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        |     496000 | PA      | $521163.67     | 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        |     525000 | PA      | $540750.00     | 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        |    1593000 | PA      | $1687282.82    | 0.01%             | 2055-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | CAPITAL ONE FIN CORP 4.5% 01/30/2026                                                                    | CUSIP: 254709AP3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    9265000 | PA      | $9261271.30    | 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        |      22486 | PA      | $22468.84      | 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        |      32760 | PA      | $30940.85      | 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        |       5382 | PA      | $5467.13       | 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        |    3781474 | PA      | $3773079.49    | 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        |       3662 | PA      | $3547.99       | 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        |    2428514 | PA      | $2405638.30    | 0.01%             | 2045-02-01      | Fixed         | 0.04%                 | 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        |    1249538 | PA      | $1201882.95    | 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        |    1940231 | PA      | $1830308.21    | 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        |        744 | PA      | $783.95        | 0.00%             | 2035-11-01      | Fixed         | 0.06%                 | 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        |    1545000 | PA      | $1550846.28    | 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        |    3600000 | PA      | $3624442.92    | 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        |    1295000 | PA      | $1246972.21    | 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        |      12419 | PA      | $11485.62      | 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        |    4748667 | PA      | $4158446.08    | 0.02%             | 2052-02-01      | Fixed         | 0.03%                 | 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        |        533 | PA      | $550.09        | 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        |     754631 | PA      | $610650.53     | 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        |      14391 | PA      | $14003.83      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUPERANNUATION and INVESTMENTS US LLC                                             | COLONIAL FIRST TERM B 1LN 12/01/2028                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1022828 | PA      | $1023891.49    | 0.00%             | 2028-12-01      | Variable      | 0.07%                 | 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        |         58 | PA      | $58.73         | 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        |    2190000 | PA      | $1526750.44    | 0.01%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                                                      | VEEAM SOFTWARE TERM B 1LN 04/14/2031                                                                    | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |    2702421 | PA      | $2700178.13    | 0.01%             | 2031-04-14      | Variable      | 0.07%                 | 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        |     655000 | PA      | $673875.14     | 0.00%             | 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        |     780142 | PA      | $777708.81     | 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        |    6583686 | PA      | $6634299.61    | 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        |      70189 | PA      | $70098.46      | 0.00%             | 2032-04-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 6% 09/01/2054#SD7574                                                                          | CUSIP: 3132DVMX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      91440 | PA      | $94504.52      | 0.00%             | 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        |    1486000 | PA      | $1481393.40    | 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        |   14797000 | PA      | $15007489.84   | 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        |    1545000 | PA      | $1559011.61    | 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        |     845000 | PA      | $864806.80     | 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        |      59295 | PA      | $47518.84      | 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        |     481000 | PA      | $426166.34     | 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        |        205 | PA      | $212.72        | 0.00%             | 2029-09-01      | Fixed         | 0.07%                 | 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        |    3820000 | PA      | $4029038.04    | 0.02%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEON MAPLE US DEBT MERGERSUB INC                                                  | NUVEI TERM B 1LN 11/17/2031                                                                             | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    3366562 | PA      | $3366091.18    | 0.02%             | 2031-11-17      | Variable      | 0.07%                 | 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        |    1185000 | PA      | $1204864.16    | 0.01%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                 | GUATEMALA REP OF 6.875% 08/15/2055 144A                                                                 | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     530000 | PA      | $531979.55     | 0.00%             | 2055-08-15      | Fixed         | 0.07%                 | 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        |     906561 | PA      | $757384.27     | 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        |     476327 | PA      | $461160.71     | 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        |    4295624 | PA      | $3849329.00    | 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        |     325000 | PA      | $335868.00     | 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        |     144120 | PA      | $130314.87     | 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        |   12088438 | PA      | $12188785.31   | 0.06%             | 2054-09-01      | Fixed         | 0.06%                 | 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        |    3569000 | PA      | $3399117.78    | 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        |       1259 | PA      | $1302.25       | 0.00%             | 2031-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                | FX Forward: USD/GBP settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12872.06     | -0.00%            |  |  |  | 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        |     690000 | PA      | $661483.73     | 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        |      67439 | PA      | $65474.12      | 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        |        642 | PA      | $666.50        | 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        |      60555 | PA      | $60416.38      | 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        |        131 | PA      | $135.19        | 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        |     485000 | PA      | $472875.00     | 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        |      16279 | PA      | $15311.85      | 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        |         19 | PA      | $19.83         | 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        |     337450 | PA      | $337240.78     | 0.00%             | 2031-09-18      | Variable      | 0.06%                 | 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        |     792000 | PA      | $791998.81     | 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        |      25057 | PA      | $25093.79      | 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        |         37 | PA      | $36.96         | 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        |     895000 | PA      | $888859.49     | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | 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        |     615000 | PA      | $614999.88     | 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        |     109299 | PA      | $109630.82     | 0.00%             | 2026-08-01      | Fixed         | 0.09%                 | 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        |       1621 | PA      | $1648.07       | 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        |     658815 | PA      | $532497.79     | 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        |     800000 | PA      | $949457.57     | 0.00%             | 2035-07-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                                                 | AT HOME GROUP INC TERM A UNFUN 10/17/2025                                                               | CUSIP: N/A<br>LEI: 549300LGPR0P05O30I24       | Long             | LON              | CORP              | US        |      29010 | PA      | $29009.97      | 0.00%             | 2025-10-17      | Variable      | 0.10%                 | No            |                  3 | 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        |      77703 | PA      | $75735.06      | 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        |    5332000 | PA      | $4929504.60    | 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        |    1255000 | PA      | $1130499.36    | 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        |     515000 | PA      | $471369.20     | 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        |       1034 | PA      | $1030.29       | 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        |    6000000 | PA      | $6786747.76    | 0.03%             |  |  |  | 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        |       7943 | PA      | $8112.69       | 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        |    1383612 | PA      | $1199222.29    | 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        |    2500000 | PA      | $2524262.75    | 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        |     601740 | PA      | $592023.63     | 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        |      15514 | PA      | $15535.89      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | 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        |    2171682 | PA      | $2009897.21    | 0.01%             | 2046-07-01      | Fixed         | 0.04%                 | 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        |    1335628 | PA      | $1079543.59    | 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        |    1069593 | PA      | $1069325.16    | 0.00%             | 2031-05-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                            | RADIOLOGY PARTNERS TERM B 1LN 06/30/2032                                                                | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |     365000 | PA      | $364846.70     | 0.00%             | 2032-06-30      | Variable      | 0.09%                 | 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        |    5186114 | PA      | $5194216.96    | 0.02%             | 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        |     456724 | PA      | $457114.64     | 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        |    1199900 | PA      | $1018968.42    | 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        |       4823 | PA      | $4819.28       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | 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        |        152 | PA      | $155.50        | 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        |     244130 | PA      | $219255.45     | 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        |     268115 | PA      | $268785.62     | 0.00%             | 2027-09-18      | Fixed         | 0.08%                 | 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        |    1281675 | PA      | $1256682.38    | 0.01%             | 2028-06-23      | Variable      | 0.08%                 | 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        |          8 | PA      | $8.19          | 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        |    4600000 | NC      | $-61741.20     | -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        |    1612680 | PA      | $1605197.60    | 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        |     854228 | PA      | $824304.11     | 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        |       7657 | PA      | $7630.27       | 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        |       2310 | PA      | $2275.74       | 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        |     905062 | PA      | $876385.65     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 3% 04/25/2050                                                            | CUSIP: 3137H6K38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1647450 | PA      | $1482335.04    | 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        |    2741466 | PA      | $2747168.54    | 0.01%             | 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        |    4000000 | NC      | $-53688.00     | -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        |       3803 | PA      | $3859.78       | 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        |    3955000 | PA      | $4187393.83    | 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        |       1951 | PA      | $2045.02       | 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        |    1055000 | PA      | $639330.00     | 0.00%             | 2060-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2% 03/01/2036#QN5744                                                                          | CUSIP: 3133GCLZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     237639 | PA      | $219462.50     | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | 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        |     947585 | PA      | $879064.93     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-VLT3                                                          | BX COML MTG TR 2023-VLT3 TSFR1M+ 11/15/2028 144A                                                        | CUSIP: 05611GAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     481000 | PA      | $481000.00     | 0.00%             | 2028-11-15      | Variable      | 0.08%                 | 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        |       3054 | PA      | $3075.53       | 0.00%             | 2032-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                        | GRIFOLS SA 4.75% 10/15/2028 144A                                                                        | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    1215000 | PA      | $1177356.75    | 0.01%             | 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        |        221 | PA      | $233.87        | 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        |   27253479 | PA      | $22324150.78   | 0.10%             | 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        |     150000 | PA      | $150491.10     | 0.00%             | 2038-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                     | LIFE TIME FITNESS TERM B 1LN 11/05/2031                                                                 | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    1965125 | PA      | $1964299.65    | 0.01%             | 2031-11-05      | Variable      | 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        |     726034 | PA      | $699715.32     | 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        |    3625704 | PA      | $3764214.74    | 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        |    2921922 | PA      | $2918999.59    | 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        |         27 | PA      | $27.15         | 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        |    2839000 | PA      | $2551649.20    | 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        |    3989917 | PA      | $3600213.61    | 0.02%             | 2035-07-01      | Fixed         | 0.01%                 | 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        |      66702 | PA      | $64750.66      | 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        |      20678 | PA      | $20078.18      | 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        |    1875000 | PA      | $2210293.62    | 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        |    9885000 | PA      | $9603870.60    | 0.04%             | 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        |    2774000 | PA      | $2719883.09    | 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        |      14373 | PA      | $13663.46      | 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        |      31764 | PA      | $25415.68      | 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        |        119 | PA      | $120.50        | 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        |        117 | PA      | $123.41        | 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        |         16 | PA      | $16.47         | 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        |       4597 | PA      | $4446.55       | 0.00%             | 2041-07-15      | Fixed         | 0.04%                 | 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        |       2469 | PA      | $2611.84       | 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        |       4546 | PA      | $4811.94       | 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        |     129942 | PA      | $127075.52     | 0.00%             | 2031-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 02/01/2033#G18677                                                                          | CUSIP: 3128MMXF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     103783 | PA      | $101124.19     | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                             | PLAQUEMINES TERM 1LN 05/25/2029                                                                         | CUSIP: N/A<br>LEI: 549300TKP4I6OJ02BF90       | Long             | LON              | CORP              | US        |    3653060 | PA      | $3648494.02    | 0.02%             | 2029-05-25      | Variable      | 0.07%                 | 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        |   10810000 | PA      | $10806757.00   | 0.05%             | 2038-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                            | CONNECT HOLDING II LLC 10.5% 04/03/2031 144A                                                            | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $994030.27     | 0.00%             | 2031-04-03      | Fixed         | 0.10%                 | 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        |         15 | PA      | $15.65         | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                                     | MIDDLE RIVER POWER TERM B 1LN 06/04/2032                                                                | CUSIP: 55351DAB6<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |     856048 | PA      | $841778.06     | 0.00%             | 2032-06-04      | Variable      | 0.08%                 | 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        |     315000 | PA      | $316023.75     | 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        |     999000 | PA      | $1329080.96    | 0.01%             | 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        |    1810413 | PA      | $1778053.58    | 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        |      35167 | PA      | $34593.49      | 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        |     300253 | PA      | $295648.53     | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | 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        |     636000 | PA      | $294496.17     | 0.00%             | 2034-06-15      | Variable      | 0.09%                 | No            |                  3 | 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        |   15800000 | PA      | $15916487.24   | 0.07%             | 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        |   10140167 | PA      | $10143336.11   | 0.05%             | 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        |     885000 | PA      | $891195.00     | 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        |    1483516 | PA      | $1487061.47    | 0.01%             | 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        |   18929000 | PA      | $18956719.63   | 0.09%             | 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        |     104000 | PA      | $103537.10     | 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        |    4355000 | PA      | $5250133.32    | 0.02%             | 2032-01-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 08/01/2054#CB9059                                                                        | CUSIP: 3140QVB52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1797946 | PA      | $1813994.88    | 0.01%             | 2054-08-01      | Fixed         | 0.06%                 | 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        |    1555495 | PA      | $1380042.94    | 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        |    1525000 | PA      | $1525542.90    | 0.01%             | 2053-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                                                                  | CSC HOLDINGS LLC 4.5% 11/15/2031 144A                                                                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     630000 | PA      | $408690.82     | 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        |         34 | PA      | $34.33         | 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        |      20690 | PA      | $20692.68      | 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        |     269000 | PA      | $672.50        | 0.00%             | 2062-12-15      | Variable      | 0.03%                 | No            |                  3 | 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        |    1505000 | PA      | $1572353.27    | 0.01%             | 2031-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 04/01/2042#C03839                                                                        | CUSIP: 31292LHQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      96269 | PA      | $91119.99      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | 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        |   11155558 | PA      | $9361719.37    | 0.04%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AASET 2022-1 LTD                                                                  | AASET 2022-1 LTD 6% 05/16/2047 144A                                                                     | CUSIP: 00255EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   23989431 | PA      | $24465115.04   | 0.11%             | 2047-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                    | ASHTON WOODS USA LLC/FIN CO 6.875% 08/01/2033 144A                                                      | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $576128.80     | 0.00%             | 2033-08-01      | Fixed         | 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        |    1471169 | PA      | $1178063.00    | 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        |          2 | PA      | $1.91          | 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        |    1513719 | PA      | $1515853.21    | 0.01%             | 2029-12-13      | Variable      | 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        |     157000 | PA      | $54441.07      | 0.00%             | 2038-07-15      | Variable      | 0.10%                 | No            |                  3 | 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        |       2936 | PA      | $2977.83       | 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        |    2150000 | PA      | $2514436.81    | 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        |   13560000 | PA      | $14473373.26   | 0.07%             | 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        |    3034000 | PA      | $2180300.36    | 0.01%             | 2030-04-01      | Fixed         | 0.06%                 | 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        |     390687 | PA      | $362436.45     | 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        |        156 | PA      | $164.50        | 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        |   15155000 | PA      | $15195660.87   | 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        |    1555000 | PA      | $1876510.70    | 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        |     129248 | PA      | $125941.35     | 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        |      15767 | PA      | $14456.46      | 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        |    1197695 | PA      | $995583.97     | 0.00%             | 2033-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 6.5% 09/01/2055 #TBA                                                                          | CUSIP: 01F062697<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -13500000 | PA      | $-13988847.15  | -0.07%            | 2055-09-01      | Fixed         | 0.07%                 | 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        |    1535298 | PA      | $1536603.12    | 0.01%             | 2029-11-22      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4% 07/31/2032                                                                                 | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  146900000 | PA      | $147565640.63  | 0.69%             | 2032-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3.5% 02/01/2034#G16752                                                                        | CUSIP: 3128MFWM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1944742 | PA      | $1901402.60    | 0.01%             | 2034-02-01      | Fixed         | 0.04%                 | 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        |      22549 | PA      | $18710.23      | 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        |      14953 | PA      | $14485.80      | 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        |    2685000 | PA      | $2685000.00    | 0.01%             | 2032-01-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 1.5% 04/01/2036#SB8097                                                                        | CUSIP: 3132D57J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     187100 | PA      | $167831.44     | 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        |    2100000 | PA      | $2516231.89    | 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        |       3059 | PA      | $3136.17       | 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        |     520000 | PA      | $557143.60     | 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      | $2209988.41    | 0.01%             | 2035-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN SUBSEA COMMUNICATIONS HOLDING INC                                           | SUBCOM TERM B 1LN 01/30/2031                                                                            | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    4298645 | PA      | $4329552.10    | 0.02%             | 2031-01-30      | Variable      | 0.08%                 | 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        |     200000 | PA      | $201994.20     | 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        |     635000 | PA      | $462349.85     | 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        |      47530 | PA      | $47373.69      | 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        |    1300000 | PA      | $1519168.61    | 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        |        214 | PA      | $217.75        | 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        |    1685000 | PA      | $1637343.15    | 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        |    1326000 | PA      | $1246388.15    | 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        |         77 | PA      | $79.12         | 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        |      13110 | PA      | $13080.72      | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEACE PARK CLO LTD                                                                | PEACE PARK CLO LTD 2021-1A AR TSFR3M+125 10/20/2038 144A                                                | CUSIP: 70470MAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12426000 | PA      | $12426000.00   | 0.06%             | 2038-10-20      | Variable      | 0.00%                 | 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        |   27395000 | PA      | $25249078.42   | 0.12%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                      | AT and T INC 3.8% 12/01/2057                                                                            | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    8798000 | PA      | $6054251.85    | 0.03%             | 2057-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.5% 11/20/2043#MA1448                                                                          | CUSIP: 36179NTD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8516 | PA      | $7940.51       | 0.00%             | 2043-11-20      | Fixed         | 0.04%                 | 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        |       7446 | PA      | $7456.13       | 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        |   15363000 | PA      | $15412822.21   | 0.07%             | 2037-04-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 01/01/2052#RA6620                                                                        | CUSIP: 3133KNK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7866933 | PA      | $6606829.60    | 0.03%             | 2052-01-01      | Fixed         | 0.03%                 | 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        |         15 | PA      | $14.72         | 0.00%             | 2027-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | CAPITAL ONE FIN CORP 3.8% 01/31/2028                                                                    | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   13624000 | PA      | $13502251.58   | 0.06%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 2.5% 09/01/2055 #TBA                                                                          | CUSIP: 01F022691<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -105500000 | PA      | $-87585604.15  | -0.41%            | 2055-09-01      | 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        |      18097 | PA      | $18404.52      | 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        |    1745000 | PA      | $1789056.02    | 0.01%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 08/15/2041#768109                                                                          | CUSIP: 36176KDN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9143 | PA      | $8877.90       | 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        |    1200000 | PA      | $1473784.80    | 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        |      24138 | PA      | $24511.41      | 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        |    1609000 | PA      | $1715207.19    | 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        |       5382 | PA      | $5047.92       | 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        |         99 | PA      | $101.90        | 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        |     172000 | PA      | $172000.00     | 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        |        594 | PA      | $619.12        | 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        |    2041000 | PA      | $2349300.40    | 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        |         34 | PA      | $35.10         | 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        |     523472 | PA      | $418851.37     | 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        |    2145000 | PA      | $2151752.46    | 0.01%             | 2034-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 06/01/2051#FS4922                                                                          | CUSIP: 3140XLPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4304016 | PA      | $3797306.16    | 0.02%             | 2051-06-01      | Fixed         | 0.03%                 | 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        |       1661 | PA      | $1758.40       | 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        |        267 | PA      | $281.11        | 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        |     613000 | PA      | $642759.19     | 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        |    1175000 | PA      | $1162042.10    | 0.01%             | 2031-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 3.50% 8/40 #AD9324                                                                                 | CUSIP: 31418XLE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        581 | PA      | $548.54        | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | 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        |         95 | PA      | $96.28         | 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        |    2437471 | PA      | $2269447.02    | 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        |         42 | PA      | $41.93         | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | 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        |       2314 | PA      | $2304.49       | 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        |      18626 | PA      | $17529.49      | 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        |      45733 | PA      | $45797.10      | 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        |    1400000 | PA      | $1399062.20    | 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        |      75239 | PA      | $76429.22      | 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        |     630000 | PA      | $647219.16     | 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        |        899 | PA      | $945.20        | 0.00%             | 2030-09-01      | Fixed         | 0.07%                 | 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        |     314664 | PA      | $313014.75     | 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        |     575000 | PA      | $635662.50     | 0.00%             | 2038-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                              | ROMANIA REPUBLIC OF 2.124% 07/16/2031 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     425000 | PA      | $421383.36     | 0.00%             | 2031-07-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                                                            | UZBEKISTAN REPUBLIC OF 3.7% 11/25/2030 144A                                                             | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     395000 | PA      | $360627.10     | 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        |    1180000 | PA      | $1039462.00    | 0.00%             | 2031-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| HIGHTOWER HOLDING LLC                                                             | HIGHTOWER TERM B 1LN 02/03/2032                                                                         | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |    2801784 | PA      | $2796544.95    | 0.01%             | 2032-02-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                           | BX COML MTG TR 2024-XL4 TSFR1M+418.81 02/15/2039 144A                                                   | CUSIP: 05611VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1861742 | PA      | $1861112.07    | 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        |     962000 | PA      | $980603.64     | 0.00%             | 2039-11-05      | Variable      | 0.06%                 | 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        |    1143000 | PA      | $1163430.78    | 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        |      39217 | PA      | $38467.52      | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | 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        |     677000 | PA      | $524505.75     | 0.00%             | 2047-05-11      | Fixed         | 0.06%                 | 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        |     540730 | PA      | $530434.98     | 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        |      98402 | PA      | $90300.47      | 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        |     157165 | PA      | $157423.84     | 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        |     992749 | PA      | $985302.98     | 0.00%             | 2030-04-19      | Variable      | 0.09%                 | 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        |     960000 | PA      | $955680.00     | 0.00%             | 2054-06-28      | Fixed         | 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        |     114541 | PA      | $116354.07     | 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        |   10894672 | PA      | $11209646.20   | 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        |   12681731 | PA      | $10163032.78   | 0.05%             | 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        |     548101 | PA      | $531546.27     | 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        |       1484 | PA      | $1447.18       | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO 43 LTD                                                | BENEFIT STREET PARTNERS CLO 43 LTD A TSFR3M+ 10/20/2038 144A                                            | CUSIP: 08179QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12943000 | PA      | $12943000.00   | 0.06%             | 2038-10-20      | Variable      | 0.00%                 | 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        |    2055000 | PA      | $2570818.25    | 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        |     520000 | PA      | $523260.40     | 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        |      43524 | PA      | $42746.47      | 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        |   10054475 | PA      | $10248095.03   | 0.05%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                    | PROOFPOINT TERM B 1LN 08/31/2028                                                                        | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    4053205 | PA      | $4071485.34    | 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        |    1543000 | PA      | $1588134.76    | 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        |     250000 | PA      | $295043.75     | 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        |     662000 | PA      | $601446.86     | 0.00%             | 2048-05-15      | 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        |    2900000 | PA      | $3635178.51    | 0.02%             | 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        |    1158808 | PA      | $1138996.39    | 0.01%             | 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        |    2550000 | PA      | $2520958.99    | 0.01%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| E.ON SE                                                                           | E.ON SE 3.5% 04/16/2033 REGS                                                                            | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |    1275000 | PA      | $1502558.12    | 0.01%             | 2033-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                                 | REWORLD TERM B 1LN 11/30/2028                                                                           | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    1232613 | PA      | $1234461.53    | 0.01%             | 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        |     718000 | PA      | $757636.68     | 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        |      11542 | PA      | $11247.67      | 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        |   18670000 | PA      | $18499708.13   | 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        |     938000 | PA      | $838841.77     | 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        |       3385 | PA      | $3302.74       | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 5.5% 09/01/2055 #TBA                                                                            | CUSIP: 21H052694<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -168350000 | PA      | $-169591968.46 | -0.79%            | 2055-09-01      | Fixed         | 0.06%                 | 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        |      21655 | PA      | $21251.93      | 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        |       5760 | PA      | $5757.10       | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | 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        |     920293 | PA      | $981745.35     | 0.00%             | 2039-02-15      | Fixed         | 0.08%                 | 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        |        168 | PA      | $173.54        | 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        |     289466 | PA      | $242427.78     | 0.00%             | 2036-05-15      | Variable      | 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        |     611302 | PA      | $576322.38     | 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        |       4971 | PA      | $4851.14       | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                     | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    2560000 | PA      | $2628835.84    | 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        |    2760000 | PA      | $2821796.40    | 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        |    2104000 | PA      | $1046090.50    | 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        |   16604730 | PA      | $14420642.04   | 0.07%             | 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        |       5723 | PA      | $5731.58       | 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        |    3014850 | PA      | $3012468.27    | 0.01%             | 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        |    1590000 | PA      | $1607049.57    | 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        |       4401 | PA      | $4005.21       | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                               | MEDLINE TERM B 1LN 10/23/2028                                                                           | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    7234205 | PA      | $7233481.50    | 0.03%             | 2028-10-23      | Variable      | 0.06%                 | 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        |       5441 | PA      | $5298.57       | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | 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        |      15804 | PA      | $16089.39      | 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        |    1020681 | PA      | $1019241.56    | 0.00%             | 2030-09-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SUB INC                                                     | CAMELOT RETURN MERGER SUB INC 8.75% 08/01/2028 144A                                                     | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1159478.11    | 0.01%             | 2028-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 20YR 2.5% 10/01/2041#CB1842                                                                        | CUSIP: 3140QMBL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2526394 | PA      | $2263771.57    | 0.01%             | 2041-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                  | HILTON DOMESTIC OPERATING CO INC 5.75% 09/15/2033 144A                                                  | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2313933.75    | 0.01%             | 2033-09-15      | Fixed         | 0.06%                 | 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        |     800000 | PA      | $973800.35     | 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        |   17014000 | PA      | $17623921.62   | 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        |      37273 | PA      | $34397.27      | 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        |    3426561 | PA      | $2954157.65    | 0.01%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | BOEING CO 6.298% 05/01/2029                                                                             | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4647000 | PA      | $4934766.31    | 0.02%             | 2029-05-01      | Fixed         | 0.06%                 | 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        |       4745 | PA      | $4751.43       | 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        |     257595 | PA      | $257299.06     | 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        |       4102 | PA      | $4341.17       | 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        |    4005000 | PA      | $4077931.05    | 0.02%             | 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        |      25831 | PA      | $24973.35      | 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        |       4592 | PA      | $4663.62       | 0.00%             | 2037-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIEMAE 30YR 2% 03/01/2052#                                                                           | CUSIP: 3140W04U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10141396 | PA      | $8120891.15    | 0.04%             | 2052-03-01      | Fixed         | 0.02%                 | 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        |    1637000 | PA      | $1643403.52    | 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        |     546000 | PA      | $562316.01     | 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        |      65161 | PA      | $49984.30      | 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        |    1843723 | PA      | $1849696.94    | 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        |    1749799 | PA      | $1623271.03    | 0.01%             | 2047-10-01      | Fixed         | 0.04%                 | 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        |      64547 | PA      | $62020.77      | 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        |       2261 | PA      | $2296.47       | 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        |    3015871 | PA      | $3000825.62    | 0.01%             | 2038-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                        | VOLKSWAGEN INTL FINANCE NV 4.125% 09/02/2035 REGS                                                       | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1172300.67    | 0.01%             | 2035-09-02      | Fixed         | 0.04%                 | 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        |     685917 | PA      | $575834.62     | 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        |       6991 | PA      | $6967.09       | 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        |   11876000 | PA      | $12102933.73   | 0.06%             | 2030-03-01      | Fixed         | 0.05%                 | 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        |     705000 | PA      | $726101.36     | 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        |    9878075 | PA      | $9734454.70    | 0.05%             | 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        |   15589000 | PA      | $14692004.11   | 0.07%             | 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        |       6731 | PA      | $6733.71       | 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        |        149 | PA      | $158.31        | 0.00%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLNESS PET LLC                                                                  | WELLNESS PET TERM B 1LN 12/31/2029                                                                      | CUSIP: 95004UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     454321 | PA      | $232839.58     | 0.00%             | 2029-12-31      | Variable      | 0.08%                 | 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        |    7915709 | PA      | $6565373.49    | 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        |    1960000 | PA      | $1995628.88    | 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        |     248138 | PA      | $227286.90     | 0.00%             | 2031-04-03      | Variable      | 0.01%                 | 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        |      99404 | PA      | $100831.02     | 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        |    4900000 | PA      | $5037046.88    | 0.02%             | 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        |    1500279 | PA      | $1497608.39    | 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        |         28 | PA      | $27.73         | 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        |     189964 | PA      | $188410.30     | 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        |    1590000 | PA      | $1633599.39    | 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        |      13382 | PA      | $13063.96      | 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        |    2085788 | PA      | $1950609.57    | 0.01%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 01/01/2052#FS5127                                                                          | CUSIP: 3140XLVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     421485 | PA      | $365673.62     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2% 06/01/2036#BT0154                                                                          | CUSIP: 3140LNE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     384043 | PA      | $355028.69     | 0.00%             | 2036-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                         | CDX EM IG SERIES 43 5YR                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   -4600000 | NC      | $-2506.48      | -0.00%            |  |  |  | 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        |    3134751 | PA      | $3133771.48    | 0.01%             | 2038-11-15      | Variable      | 0.06%                 | 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        |     483000 | PA      | $469860.23     | 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        |    1231580 | PA      | $1143988.70    | 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        |        336 | PA      | $354.72        | 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        |     310000 | PA      | $286557.80     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                             | INDONESIA REPUBLIC OF 4.35% 01/11/2048                                                                  | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     655000 | PA      | $555112.50     | 0.00%             | 2048-01-11      | Fixed         | 0.04%                 | 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        |      96000 | PA      | $100332.96     | 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        |    2625151 | PA      | $2203841.68    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | 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        |    1100000 | PA      | $1155393.50    | 0.01%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NAVOIYURAN STATE ENTERPRISE                                                       | NAVOIYURAN STATE ENTERPRISE 6.7% 07/02/2030 144A                                                        | CUSIP: 85679AAA6<br>LEI: 254900ACNT2MA4KNLL55 | Long             | DBT              | CORP              | UZ        |     685000 | PA      | $685856.25     | 0.00%             | 2030-07-02      | Fixed         | 0.07%                 | 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        |    1110000 | PA      | $957028.13     | 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        |    1175000 | PA      | $1123470.61    | 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        |        105 | PA      | $107.59        | 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        |        289 | PA      | $304.24        | 0.00%             | 2030-02-01      | Fixed         | 0.07%                 | 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        |    1516462 | PA      | $1458649.37    | 0.01%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 3/41 #783295                                                                                 | CUSIP: 36241LUU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     231673 | PA      | $230644.68     | 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        |       7536 | PA      | $7542.01       | 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        |     254000 | PA      | $222590.61     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 2.5% 10/01/2055 #TBA                                                                          | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   64500000 | PA      | $53555156.25   | 0.25%             | 2055-10-01      | Fixed         | 0.03%                 | 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        |      37320 | NS      | $948674.40     | 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        |    2739191 | PA      | $2732342.91    | 0.01%             | 2028-08-18      | Variable      | 0.07%                 | 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        |   10266021 | PA      | $8663343.93    | 0.04%             | 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        |     130000 | PA      | $127692.27     | 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        |       2453 | PA      | $2374.94       | 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        |       9647 | PA      | $9797.75       | 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        |      26038 | PA      | $24531.35      | 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        |         85 | PA      | $86.66         | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | 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        |        339 | PA      | $340.21        | 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        |     481362 | PA      | $482806.59     | 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        |      16432 | PA      | $15898.08      | 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        |     549000 | PA      | $562670.10     | 0.00%             | 2028-07-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 06/01/2053#CB6538                                                                          | CUSIP: 3140QSHQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5842464 | PA      | $6047402.17    | 0.03%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DTP COML MTG TR 2023-STE2                                                         | DTP COML MTG TR 2023-STE2 C CSTR 01/15/2041 144A                                                        | CUSIP: 23346GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $356546.23     | 0.00%             | 2041-01-15      | Variable      | 0.07%                 | 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        |     400000 | PA      | $388414.28     | 0.00%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTURA SAA                                                     | CIA DE MINAS BUENAVENTURA SAA 6.8% 02/04/2032 144A                                                      | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     685000 | PA      | $704522.50     | 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        |     145000 | PA      | $129412.50     | 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        |      21803 | PA      | $21832.87      | 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        |    1343368 | PA      | $895260.74     | 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        |    1227742 | PA      | $1239577.84    | 0.01%             | 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        |        293 | PA      | $298.73        | 0.00%             | 2027-08-01      | Fixed         | 0.09%                 | 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        |     595000 | PA      | $603174.11     | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NCB TIER 1 SUKUK LTD                                                              | NCB TIER 1 SUKUK LTD 3.5%/VAR PERP REGS                                                                 | CUSIP: N/A<br>LEI: 549300DJLY2JZABDD193       | Long             | EP               | CORP              | KY        |     615000 | PA      | $598087.50     | 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        |     400000 | NC      | $47171.68      | 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        |     289622 | PA      | $286728.48     | 0.00%             | 2038-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN GMBH                                                               | LEG IMMOBILIEN GMBH 3.875% 01/20/2035 REGS                                                              | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |     800000 | PA      | $920634.26     | 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        |      12261 | PA      | $11926.99      | 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        |    1170000 | PA      | $1044746.70    | 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        |      44549 | PA      | $45253.98      | 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        |      16191 | PA      | $16848.66      | 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        |        176 | PA      | $179.08        | 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        |      47618 | PA      | $43760.09      | 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        |    8631430 | PA      | $7491533.67    | 0.03%             | 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        |    1900446 | PA      | $1133939.19    | 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        |       4897 | PA      | $4766.93       | 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        |    2090000 | PA      | $2112230.33    | 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        |     365000 | PA      | $389294.40     | 0.00%             | 2036-02-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | CAPITAL ONE FIN CORP 4.927%/VAR 05/10/2028                                                              | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   27617000 | PA      | $27895714.08   | 0.13%             | 2028-05-10      | Variable      | 0.05%                 | 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      | $155338.37     | 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        |     440000 | PA      | $464692.80     | 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        |   25509769 | PA      | $21544982.21   | 0.10%             | 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        |      11473 | PA      | $10825.70      | 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        |     243359 | PA      | $195025.61     | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | 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        |     513692 | PA      | $527456.19     | 0.00%             | 2028-09-30      | Fixed         | 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        |     993000 | PA      | $1009371.09    | 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        |   10021256 | PA      | $8709125.01    | 0.04%             | 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        |    6120000 | PA      | $7679054.79    | 0.04%             | 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        |     623000 | PA      | $610679.24     | 0.00%             | 2026-10-01      | 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        |    5347999 | PA      | $5417885.27    | 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        |       3185 | PA      | $3381.52       | 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        |      67201 | PA      | $63065.28      | 0.00%             | 2042-01-15      | 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        |        359 | PA      | $374.20        | 0.00%             | 2029-08-01      | 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        |     977000 | PA      | $191003.50     | 0.00%             | 2049-12-31      | Fixed         | 0.06%                 | 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        |       8997 | PA      | $1498.78       | 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        |   11322486 | PA      | $9562718.86    | 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        |      68996 | PA      | $72906.03      | 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        |    4158674 | PA      | $2773835.33    | 0.01%             | 2027-02-10      | Variable      | 0.10%                 | 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        |        902 | PA      | $943.15        | 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        |      19262 | PA      | $16298.14      | 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        |    5597610 | PA      | $5687808.15    | 0.03%             | 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        |     615324 | PA      | $535879.63     | 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        |     560000 | PA      | $594126.40     | 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        |     510000 | PA      | $464615.10     | 0.00%             | 2045-11-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 07/01/2047#Q49499                                                                        | CUSIP: 3132WPRV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     201607 | PA      | $198700.32     | 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        |       1224 | PA      | $1247.16       | 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        |     173000 | PA      | $161149.55     | 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        |     710000 | PA      | $686865.64     | 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        |      45627 | PA      | $45467.97      | 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        |    1200000 | PA      | $1177668.00    | 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        |       5598 | PA      | $5688.42       | 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        |     730000 | PA      | $729357.60     | 0.00%             | 2028-05-13      | Fixed         | 0.05%                 | 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        |    3600000 | PA      | $5043963.56    | 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        |      13165 | PA      | $13371.45      | 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        |       1323 | PA      | $1324.20       | 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        |    1180000 | PA      | $1043795.43    | 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        |       3268 | PA      | $3151.91       | 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        |        227 | PA      | $232.38        | 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        |    5321797 | PA      | $4512605.77    | 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        |    3992000 | PA      | $4024640.95    | 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        |    3455000 | PA      | $3579825.38    | 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        |   13710000 | PA      | $13817684.24   | 0.06%             | 2028-02-15      | Fixed         | 0.05%                 | 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        |      43991 | PA      | $45988.82      | 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        |      24688 | PA      | $23997.02      | 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        |    4555498 | PA      | $9271349.53    | 0.04%             | 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        |     141364 | PA      | $132188.71     | 0.00%             | 2043-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | BROADCOM INC 3.419% 04/15/2033 144A                                                                     | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2241809.71    | 0.01%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 5% 09/01/2055 #TBA                                                                              | CUSIP: 21H050698<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  199400000 | PA      | $197272641.28  | 0.92%             | 2055-09-01      | Fixed         | 0.05%                 | 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        |         61 | PA      | $62.73         | 0.00%             | 2029-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | BOEING CO 6.528% 05/01/2034                                                                             | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3767000 | PA      | $4125416.07    | 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        |     440507 | PA      | $410957.48     | 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        |     409000 | PA      | $74112.68      | 0.00%             | 2031-07-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                | UKRAINE GOVERNMENT STEP 02/01/2036 144A                                                                 | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     561797 | PA      | $289325.46     | 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        |         15 | PA      | $15.52         | 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        |    1450000 | PA      | $1550860.55    | 0.01%             | 2031-03-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 1.5% 03/01/2051#SD8133                                                                        | CUSIP: 3132DWBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9054582 | PA      | $6872106.44    | 0.03%             | 2051-03-01      | Fixed         | 0.01%                 | 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        |     215000 | PA      | $209356.25     | 0.00%             | 2028-09-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 03/01/2052#QD8673                                                                          | CUSIP: 3133B6T67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5332670 | PA      | $4626533.76    | 0.02%             | 2052-03-01      | Fixed         | 0.03%                 | 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        |       8037 | PA      | $7785.18       | 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        |   18352000 | PA      | $16256129.11   | 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        |    7690776 | PA      | $7587488.88    | 0.04%             | 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        |      20263 | PA      | $20292.81      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                   | CORNERSTONE BUILDING PRODUCTS TERM C 1LN 05/15/2031                                                     | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     495000 | PA      | $438075.00     | 0.00%             | 2031-05-15      | Variable      | 0.09%                 | 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        |     982258 | PA      | $889513.82     | 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        |    1836868 | PA      | $1740431.96    | 0.01%             | 2031-12-16      | Variable      | 0.10%                 | 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        |        118 | PA      | $121.10        | 0.00%             | 2036-07-01      | Fixed         | 0.06%                 | 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        |     850000 | PA      | $458177.12     | 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        |     951681 | PA      | $924899.02     | 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        |         26 | PA      | $26.47         | 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        |  596258999 | NS      | $596378250.33  | 2.78%             |  |  |  | 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        |     236000 | PA      | $222169.34     | 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        |     802284 | PA      | $783029.69     | 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      | $252778.75     | 0.00%             | 2039-07-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                              | CENT TRUST 2025-CITY A VAR 07/10/2040 144A                                                              | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10445000 | PA      | $10579351.95   | 0.05%             | 2040-07-10      | Variable      | 0.05%                 | 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        |       3797 | PA      | $3852.12       | 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        |   10497000 | PA      | $10825789.87   | 0.05%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | FX Forward: EUR/USD settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-1293.14      | -0.00%            |  |  |  | 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        |   20700000 | PA      | $20862743.40   | 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        |      26384 | PA      | $25569.99      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | 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        |       9467 | PA      | $9881.46       | 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        |     200000 | NC      | $25220.08      | 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        |      14923 | PA      | $15202.82      | 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        |     145642 | PA      | $145750.84     | 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        |     189849 | PA      | $184102.17     | 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        |       1468 | PA      | $1488.28       | 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        |        987 | PA      | $999.30        | 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        |   15511637 | PA      | $13217120.22   | 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        |    1910000 | PA      | $1954242.76    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| 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        |    3316000 | PA      | $3234807.08    | 0.02%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| 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        |    8027000 | PA      | $7297739.02    | 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        |       9451 | PA      | $9415.17       | 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        |   19900000 | PA      | $19887614.24   | 0.09%             | 2036-10-15      | Variable      | 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        |    1440522 | PA      | $1247300.79    | 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        |        109 | PA      | $115.51        | 0.00%             | 2030-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                                           | RFNA LP 7.875% 02/15/2030 144A                                                                          | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     870000 | PA      | $900406.50     | 0.00%             | 2030-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| WHATABRANDS LLC                                                                   | WHATABURGER TERM B 1LN 08/03/2028                                                                       | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    4018766 | PA      | $4018444.55    | 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        |   18025000 | PA      | $15962597.53   | 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        |       8263 | PA      | $8393.77       | 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        |     460000 | PA      | $454162.60     | 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        |     750000 | PA      | $781430.78     | 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        |    6445179 | PA      | $5648123.28    | 0.03%             | 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        |      76519 | PA      | $74280.08      | 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        |     760094 | PA      | $736888.78     | 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        |     290000 | PA      | $283379.74     | 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        |      41918 | PA      | $33645.26      | 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        |      75183 | PA      | $5365.23       | 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        |    3170000 | PA      | $2538429.99    | 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        |     191838 | PA      | $180798.79     | 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        |       1195 | PA      | $1240.78       | 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        |      30264 | PA      | $31293.44      | 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        |     360000 | PA      | $352800.00     | 0.00%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRAVEL+LEISURE CO                                                                 | TRAVEL+LEISURE CO 6.125% 09/01/2033 144A                                                                | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     575000 | PA      | $577097.86     | 0.00%             | 2033-09-01      | Fixed         | 0.06%                 | 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        |       8092 | PA      | $8449.53       | 0.00%             | 2032-12-01      | Fixed         | 0.07%                 | 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        |    1335000 | PA      | $1148457.91    | 0.01%             | 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        |    8342541 | PA      | $8570287.08    | 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        |        163 | PA      | $165.61        | 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        |        936 | PA      | $949.79        | 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        |    1013978 | PA      | $819564.46     | 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        |       2428 | PA      | $2531.69       | 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        |      12414 | PA      | $12603.46      | 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        |        373 | PA      | $385.26        | 0.00%             | 2031-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | FX Forward: EUR/USD settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $6172.27       | 0.00%             |  |  |  | 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        |    3876000 | PA      | $3859042.50    | 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        |     258088 | PA      | $258456.01     | 0.00%             | 2039-04-01      | 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        |    3600790 | PA      | $3235591.05    | 0.02%             | 2036-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 04/01/2052#RA7736                                                                          | CUSIP: 3133KPSZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     308580 | PA      | $246618.09     | 0.00%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                     | LONG GILT FUTURE DEC25 G Z5                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        -15 | NC      | $-3454.70      | -0.00%            |  |  |  | No            |                  1 | 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        |      17363 | PA      | $16806.40      | 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        |       8275 | PA      | $296.71        | 0.00%             | 2040-05-20      | 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        |    6301320 | PA      | $6453432.47    | 0.03%             | 2054-07-01      | Fixed         | 0.06%                 | 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        |      22547 | PA      | $20651.32      | 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        |    1734672 | PA      | $1968138.05    | 0.01%             | 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        |    3375965 | PA      | $3027873.49    | 0.01%             | 2041-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CY885799 12/15/56 S                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    2800000 | NC      | $-37581.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 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        |    1557417 | PA      | $1463528.25    | 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        |    6853023 | PA      | $5931469.93    | 0.03%             | 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        |    8005000 | PA      | $7431912.36    | 0.03%             | 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        |    2925000 | PA      | $2923138.53    | 0.01%             | 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        |        417 | PA      | $432.98        | 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        |       1115 | PA      | $1132.42       | 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        |     598000 | PA      | $619332.04     | 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        |      15110 | PA      | $15126.71      | 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        |    3441430 | PA      | $3476531.78    | 0.02%             | 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        |       2988 | PA      | $3032.45       | 0.00%             | 2038-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | FX Forward: USD/EUR settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-902.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FDG 2019-V LTD / CIFC FDG 2019-V LLC                                         | CIFC FDG 2019-V LTD / CIFC FDG 2019-V LLC A1R2 TSFR3M+127 10/15/2038 144A                               | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12247000 | PA      | $12247000.00   | 0.06%             | 2038-10-15      | Variable      | 0.00%                 | 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        |      51296 | PA      | $48246.12      | 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        |    2180000 | PA      | $2000441.90    | 0.01%             | 2029-09-01      | Fixed         | 0.04%                 | 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        |     193375 | PA      | $193168.97     | 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        |   10486000 | PA      | $10514598.78   | 0.05%             | 2027-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| X.AI LLC / X.AI CO ISSUER CO                                                      | X.AI LLC / X.AI CO ISSUER CO 12.5% 06/30/2030                                                           | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2825402.54    | 0.01%             | 2030-06-30      | Fixed         | 0.12%                 | 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        |      22706 | PA      | $22624.93      | 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        |      47794 | PA      | $46600.90      | 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        |    1933380 | PA      | $1839379.09    | 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        |      53422 | PA      | $54079.43      | 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        |    1865910 | PA      | $1633992.58    | 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        |        202 | PA      | $208.12        | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | 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        |     444531 | PA      | $355687.41     | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | 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        |     175053 | PA      | $165542.23     | 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        |       5749 | PA      | $5564.15       | 0.00%             | 2042-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                      | ACRISURE TERM B6 1LN 11/06/2030                                                                         | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   14005254 | PA      | $13983405.96   | 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        |    3986000 | PA      | $3966373.97    | 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        |     640000 | PA      | $649168.00     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | 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        |     907000 | PA      | $81738.84      | 0.00%             | 2046-04-15      | Variable      | 0.04%                 | No            |                  3 | 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        |       2645 | PA      | $2560.54       | 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        |      32992 | PA      | $31813.30      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 04/01/2033#BJ2704                                                                          | CUSIP: 3140H4AE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22997 | PA      | $22389.51      | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | 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        |    2459082 | PA      | $2457205.15    | 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        |     980000 | NC      | $156710.62     | 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        |    1437000 | PA      | $1420469.13    | 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        |    2670922 | PA      | $2681605.93    | 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        |    3331326 | PA      | $3364264.28    | 0.02%             | 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        |     295000 | PA      | $292338.57     | 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        |     300000 | PA      | $301094.70     | 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        |      14227 | PA      | $13858.38      | 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        |   15917000 | PA      | $15977882.53   | 0.07%             | 2037-07-15      | Variable      | 0.06%                 | 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        |    1030000 | PA      | $1031287.50    | 0.00%             | 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        |   15232523 | PA      | $15227762.82   | 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        |      43779 | PA      | $41667.13      | 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        |    5900000 | PA      | $5775738.39    | 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        |        929 | PA      | $941.35        | 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        |        298 | PA      | $299.91        | 0.00%             | 2026-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | LEVEL 3 FINANCING INC 6.875% 06/30/2033 144A                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2735000 | PA      | $2759546.63    | 0.01%             | 2033-06-30      | 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        |    1045000 | PA      | $1061775.39    | 0.00%             | 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        |          3 | PA      | $3.28          | 0.00%             | 2027-12-15      | Fixed         | 0.07%                 | 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        |    3770000 | PA      | $3223350.00    | 0.02%             | 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        |      69682 | PA      | $67405.66      | 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        |     579179 | PA      | $485786.39     | 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        |       3287 | PA      | $3290.13       | 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        |    1175000 | PA      | $1208521.58    | 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        |   14056000 | PA      | $15307898.91   | 0.07%             | 2038-07-01      | Fixed         | 0.07%                 | 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        |     855000 | PA      | $805955.32     | 0.00%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3.0% 12/20/2042#MA0624                                                                          | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1797700 | PA      | $1646471.56    | 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        |      70892 | PA      | $65694.99      | 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        |     515000 | PA      | $527219.41     | 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        |    2083258 | PA      | $2085632.41    | 0.01%             | 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        |    1326000 | PA      | $1029498.97    | 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        |      19674 | PA      | $18462.84      | 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        |       6518 | PA      | $6360.12       | 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        |     565000 | PA      | $588544.12     | 0.00%             | 2029-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                           | MKS INSTRUMENTS TERM B 1LN 08/17/2029                                                                   | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    2194504 | PA      | $2193581.86    | 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        |     560067 | PA      | $469083.16     | 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        |     790000 | PA      | $870601.13     | 0.00%             | 2029-02-23      | Variable      | 0.00%                 | 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        |      34001 | PA      | $34049.40      | 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        |       1403 | PA      | $1393.96       | 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        |     370000 | PA      | $346175.70     | 0.00%             | 2053-04-04      | Fixed         | 0.06%                 | 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        |       1800 | PA      | $1822.31       | 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        |    1098000 | PA      | $1004174.36    | 0.00%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 4% 10/20/2052#MA8346                                                                            | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13711539 | PA      | $12899577.68   | 0.06%             | 2052-10-20      | Fixed         | 0.04%                 | 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        |    2488129 | PA      | $2262642.32    | 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        |     531323 | PA      | $464518.88     | 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        |      23624 | PA      | $23604.23      | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2% 02/01/2036#FM6147                                                                          | CUSIP: 3140X9ZM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     119413 | PA      | $111100.44     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 03/01/2033#G18681                                                                          | CUSIP: 3128MMXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60259 | PA      | $58715.47      | 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        |       3679 | PA      | $3741.42       | 0.00%             | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                     | CITIGROUP INC T5Y+289 6.875%/VAR PERP                                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     645000 | PA      | $656399.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CZ030008 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    2200000 | NC      | $146226.50     | 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        |    2226000 | PA      | $2181627.36    | 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        |         55 | PA      | $56.70         | 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        |    2449054 | PA      | $2424563.21    | 0.01%             | 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        |     835000 | PA      | $553777.34     | 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        |     455000 | PA      | $431253.55     | 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        |     305000 | PA      | $304313.75     | 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        |     550000 | PA      | $654003.56     | 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        |     573580 | PA      | $468184.68     | 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        |    1398770 | PA      | $1325667.16    | 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        |    1066137 | PA      | $1068802.46    | 0.00%             | 2040-12-09      | Variable      | 0.08%                 | 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        |   27261000 | PA      | $27287797.56   | 0.13%             | 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        |    3522204 | PA      | $3016419.97    | 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        |     940467 | PA      | $787071.18     | 0.00%             | 2041-01-01      | Fixed         | 0.01%                 | 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        |      17940 | PA      | $17225.81      | 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        |    3183988 | PA      | $3078916.73    | 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        |    1039992 | PA      | $981899.93     | 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        |    6310500 | PA      | $6314444.06    | 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        |     760000 | PA      | $795018.21     | 0.00%             | 2031-02-01      | 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        |    1326962 | PA      | $1292538.69    | 0.01%             | 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        |    3890000 | PA      | $3694205.17    | 0.02%             | 2033-11-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                        | FANNIEMAE 30YR 2.5% 05/01/2052#FA0880                                                                   | CUSIP: 3140W06S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5144485 | PA      | $4323670.93    | 0.02%             | 2052-05-01      | Fixed         | 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        |     219924 | PA      | $206333.22     | 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        |     243082 | PA      | $243728.77     | 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        |      37910 | PA      | $35357.22      | 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        |       3185 | PA      | $3235.05       | 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        |     795000 | PA      | $624075.00     | 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        |      35275 | PA      | $35098.58      | 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        |         84 | PA      | $87.81         | 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        |         49 | PA      | $51.31         | 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        |     938462 | PA      | $786027.60     | 0.00%             | 2040-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 03/15/2033 144A                                                 | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1750705.63    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | 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        |         62 | PA      | $63.02         | 0.00%             | 2027-08-01      | Fixed         | 0.07%                 | 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        |       4340 | PA      | $4351.74       | 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        |    6644068 | PA      | $5611432.02    | 0.03%             | 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        |     162156 | PA      | $151519.12     | 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        |     361903 | PA      | $340491.15     | 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        |       6117 | PA      | $5992.19       | 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        |     416367 | PA      | $384958.02     | 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        |       3577 | PA      | $3575.10       | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | 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        |       3627 | PA      | $3612.95       | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 4.5% 09/01/2055 #TBA                                                                          | CUSIP: 01F042699<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -39100000 | PA      | $-37609312.50  | -0.18%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                          | BASS PRO TERM B 1LN 01/23/2032                                                                          | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   31161470 | PA      | $31223792.60   | 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        |     427000 | PA      | $442330.58     | 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        |    6885248 | PA      | $6898158.11    | 0.03%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                            | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 7.375% 06/30/2033 144A                           | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     255000 | PA      | $255165.50     | 0.00%             | 2033-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                         | SAUDI ARABIAN OIL COMPANY 6.375% 06/02/2055 REGS                                                        | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | CORP              | SA        |    1455000 | PA      | $1499464.80    | 0.01%             | 2055-06-02      | Fixed         | 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        |    2613453 | PA      | $2610185.83    | 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        |       4066 | PA      | $4239.60       | 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        |         36 | PA      | $36.42         | 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        |        103 | PA      | $106.68        | 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        |     860000 | PA      | $638016.80     | 0.00%             | 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        |    2890858 | PA      | $2728030.96    | 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        |      19733 | PA      | $19762.52      | 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        |     726471 | PA      | $714440.24     | 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        |    6978324 | PA      | $6695701.55    | 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        |         34 | PA      | $33.58         | 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        |    3613803 | PA      | $3242559.04    | 0.02%             | 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        |    4280000 | PA      | $4283858.63    | 0.02%             | 2027-09-24      | 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        |        104 | PA      | $109.35        | 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        |    7187000 | PA      | $6796664.26    | 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        |     183000 | PA      | $172440.90     | 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        |    1297000 | PA      | $1142411.35    | 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        |     462500 | PA      | $397891.39     | 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        |      50507 | PA      | $50578.50      | 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        |    1366200 | PA      | $1360393.65    | 0.01%             | 2029-06-04      | Variable      | 0.07%                 | 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        |      63594 | PA      | $62113.06      | 0.00%             | 2031-09-20      | Fixed         | 0.03%                 | 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        |       3160 | PA      | $3325.97       | 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        |         46 | PA      | $46.94         | 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        |    2232012 | PA      | $2099981.12    | 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        |       3467 | PA      | $3454.67       | 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        |    1250092 | PA      | $1209549.90    | 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        |       8030 | PA      | $7781.02       | 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        |     483000 | PA      | $448669.91     | 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        |    3946475 | PA      | $3162671.86    | 0.01%             | 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        |       7975 | PA      | $7949.06       | 0.00%             | 2039-09-15      | 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        |       2487 | PA      | $2489.92       | 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        |     114817 | PA      | $108072.82     | 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        |      31349 | PA      | $30428.77      | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | 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        |    1868976 | PA      | $2039457.01    | 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        |         52 | PA      | $52.51         | 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        |    1000000 | PA      | $1072739.96    | 0.00%             | 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        |     440000 | PA      | $409959.00     | 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        |    9570000 | PA      | $9699308.88    | 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        |       3968 | PA      | $4023.87       | 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        |      38372 | PA      | $35132.05      | 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        |    4948902 | PA      | $5133015.23    | 0.02%             | 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        |     770000 | PA      | $760100.11     | 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        |    1137461 | PA      | $1056563.25    | 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        |    1882677 | PA      | $1746541.18    | 0.01%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                   | INTRAFI NETWORK TERM B 1LN 07/31/2031                                                                   | CUSIP: 65343UAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1355000 | PA      | $1351612.50    | 0.01%             | 2031-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2.5% 08/01/2041#QK0985                                                                        | CUSIP: 3133D4CW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     490456 | PA      | $439994.46     | 0.00%             | 2041-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | US 10YR NOTE FUT (CBT)DEC25 TYZ5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -1676 | NC      | $-1076821.62   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 12/01/2051#RA6510                                                                          | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5614303 | PA      | $4537853.36    | 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        |    4169360 | PA      | $3362137.20    | 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        |    1025000 | PA      | $1027562.50    | 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        |     249928 | PA      | $246323.88     | 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        |      60000 | PA      | $52200.00      | 0.00%             | 2041-01-18      | Fixed         | 0.06%                 | 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        |         56 | PA      | $57.82         | 0.00%             | 2028-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                                                              | SIGNIA AEROSPACE TERM B-DD 1LN 12/11/2031                                                               | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     109397 | PA      | $109534.18     | 0.00%             | 2031-12-11      | Variable      | 0.01%                 | 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        |   11904000 | PA      | $11392784.51   | 0.05%             | 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        |         12 | PA      | $12.66         | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4% 06/01/2050#SD8070                                                                          | CUSIP: 3132DV6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     494635 | PA      | $467082.16     | 0.00%             | 2050-06-01      | Fixed         | 0.04%                 | 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        |     547000 | PA      | $592575.58     | 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        |      25711 | PA      | $25747.58      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | 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        |      11230 | PA      | $10887.94      | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XX LTD                                                           | SIXTH STREET CLO XX LTD 2021-20A A1R TSFR3M+132 07/17/2038 144A                                         | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9996000 | PA      | $10029806.47   | 0.05%             | 2038-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CEDAR FDG XVII CLO LTD                                                            | CEDAR FDG XVII CLO LTD AR TSFR3M+135 07/20/2038 144A                                                    | CUSIP: 15033PAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   11696000 | PA      | $11738655.31   | 0.05%             | 2038-07-20      | Variable      | 0.06%                 | 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        |      81490 | PA      | $74527.38      | 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        |     672000 | PA      | $511307.26     | 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        |      12207 | PA      | $16697.55      | 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        |        178 | PA      | $181.96        | 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        |    6197913 | PA      | $4972766.05    | 0.02%             | 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        |         34 | PA      | $34.69         | 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        |         26 | PA      | $26.52         | 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        |     810000 | PA      | $615600.00     | 0.00%             | 2031-01-12      | Fixed         | 0.09%                 | 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        |         10 | PA      | $10.46         | 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        |   11663011 | PA      | $11865522.63   | 0.06%             | 2053-07-01      | Fixed         | 0.06%                 | 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        |    1162275 | PA      | $1164460.08    | 0.01%             | 2029-10-18      | Variable      | 0.07%                 | 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        |     695000 | PA      | $590750.00     | 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        |      12988 | NS      | $1484398.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 7/40 #745228                                                                                 | CUSIP: 3620C04M7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      88141 | PA      | $87833.85      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | 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        |         30 | PA      | $31.51         | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP 7.5% 05/15/2031                                                                    | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     570000 | PA      | $597528.15     | 0.00%             | 2031-05-15      | 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        |     896755 | PA      | $806098.42     | 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        |    2140000 | PA      | $2082455.40    | 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        |   14518000 | PA      | $14556385.59   | 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        |  218350000 | PA      | $149714747.50  | 0.70%             | 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        |    1308425 | PA      | $1313331.59    | 0.01%             | 2031-10-24      | Variable      | 0.08%                 | 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        |   12880000 | PA      | $12461420.22   | 0.06%             | 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        |         39 | PA      | $39.64         | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 1.5% 04/01/2041#QK0705                                                                        | CUSIP: 3133D3YA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4067873 | PA      | $3399650.43    | 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        |     410000 | PA      | $423325.00     | 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        |     791461 | PA      | $693830.92     | 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        |    1949235 | PA      | $1557836.30    | 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        |        122 | PA      | $126.73        | 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        |      17401 | PA      | $16912.68      | 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        |    2221000 | PA      | $2112665.88    | 0.01%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.5% 11/15/2033                                                                               | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1590000 | PA      | $1639563.29    | 0.01%             | 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        |     128272 | PA      | $121848.02     | 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        |    1660000 | PA      | $1722963.80    | 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        |    7625000 | PA      | $7629696.09    | 0.04%             | 2028-12-01      | Fixed         | 0.04%                 | 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        |     908000 | PA      | $927279.56     | 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        |    8065229 | PA      | $8128228.96    | 0.04%             | 2039-06-21      | Fixed         | 0.05%                 | 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        |      54789 | PA      | $53082.91      | 0.00%             | 2043-09-01      | 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        |    2477550 | PA      | $2479110.86    | 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        |        142 | PA      | $151.85        | 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        |      20056 | PA      | $21218.49      | 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        |   54777000 | PA      | $55022228.96   | 0.26%             | 2033-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | CAPITAL ONE FIN CORP 4.1% 02/09/2027                                                                    | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    6829000 | PA      | $6813498.85    | 0.03%             | 2027-02-09      | Fixed         | 0.04%                 | 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        |     495000 | PA      | $375169.95     | 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        |     646882 | PA      | $642041.06     | 0.00%             | 2036-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                         | AMERICAN ROCK SALT TERM 1LN DD 06/12/2028                                                               | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |      52857 | PA      | $52724.44      | 0.00%             | 2028-06-12      | 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        |     881956 | PA      | $858109.98     | 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        |    3936175 | PA      | $3742613.53    | 0.02%             | 2047-12-01      | 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        |        112 | PA      | $113.91        | 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        |     145400 | PA      | $134227.39     | 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        |    1075000 | PA      | $1019368.75    | 0.00%             | 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        |    2340000 | PA      | $2931699.27    | 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        |    7616204 | PA      | $6674331.19    | 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        |     610000 | PA      | $572876.93     | 0.00%             | 2030-02-01      | Fixed         | 0.04%                 | 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        |        230 | PA      | $244.74        | 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        |   12057000 | PA      | $12114355.15   | 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        |     399000 | PA      | $250757.02     | 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        |     230612 | PA      | $229903.73     | 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        |      95174 | PA      | $95316.62      | 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        |    1502914 | PA      | $1505153.67    | 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        |       2859 | PA      | $2860.03       | 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        |      10303 | PA      | $10306.37      | 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        |      42941 | PA      | $39627.89      | 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        |    1795000 | PA      | $1791323.66    | 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        |      71309 | PA      | $71382.64      | 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        |    8220000 | PA      | $8003448.21    | 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        |     725000 | PA      | $770312.50     | 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        |     725000 | PA      | $609681.50     | 0.00%             | 2031-05-11      | Fixed         | 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        |         29 | PA      | $28.87         | 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        |       9633 | PA      | $9423.96       | 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        |       1527 | PA      | $1526.35       | 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        |     138000 | PA      | $123788.42     | 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        |   72922000 | PA      | $72250622.46   | 0.34%             | 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        |      10108 | PA      | $10121.42      | 0.00%             | 2034-05-01      | 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        |     399000 | PA      | $214413.18     | 0.00%             | 2053-05-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 11/01/2051#CB2164                                                                          | CUSIP: 3140QMMN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7865444 | PA      | $6912412.14    | 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        |     335000 | PA      | $326934.88     | 0.00%             | 2029-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                        | FIRST QUANTUM MINERALS LTD 7.25% 02/15/2034 144A                                                        | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1505000 | PA      | $1519524.76    | 0.01%             | 2034-02-15      | Fixed         | 0.07%                 | 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        |     460000 | PA      | $410692.60     | 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        |    6040000 | PA      | $6390320.00    | 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        |       7317 | PA      | $7210.59       | 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        |     665000 | PA      | $585865.00     | 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        |     584000 | PA      | $349208.64     | 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        |     333226 | PA      | $331908.90     | 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        |    8734822 | PA      | $8702066.74    | 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        |     738266 | PA      | $18456.64      | 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        |         34 | PA      | $35.05         | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6% 02/01/2055#CB9985                                                                          | CUSIP: 3140QWCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5884222 | PA      | $6126021.60    | 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        |    3857380 | PA      | $3257857.06    | 0.02%             | 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        |       4946 | PA      | $4798.32       | 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        |    2895000 | PA      | $2876472.29    | 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        |      22725 | PA      | $22038.17      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 10/20/2052#MA8345                                                                          | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4174078 | PA      | $3809638.85    | 0.02%             | 2052-10-20      | 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        |        101 | PA      | $103.08        | 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        |      19845 | PA      | $15860.02      | 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        |    3145000 | PA      | $3206733.21    | 0.01%             | 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        |     560000 | PA      | $510675.20     | 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        |          3 | PA      | $2.72          | 0.00%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 08/01/2054#CB8984                                                                        | CUSIP: 3140QU6W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2367984 | PA      | $2420200.71    | 0.01%             | 2054-08-01      | Fixed         | 0.06%                 | 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        |        949 | PA      | $979.40        | 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        |     460095 | PA      | $451592.01     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.0% 07/01/2041#Q02130                                                                        | CUSIP: 3132GFLK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2954 | PA      | $3003.85       | 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        |       3933 | PA      | $3937.61       | 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        |     799000 | PA      | $797506.27     | 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        |       7672 | PA      | $6970.71       | 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        |    3200000 | PA      | $3744852.23    | 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        |     276626 | PA      | $271230.50     | 0.00%             | 2040-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MORGAN STANLEY 4.21%/VAR 04/20/2028                                                                     | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20003564.80   | 0.09%             | 2028-04-20      | Variable      | 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        |    7096295 | PA      | $6017287.65    | 0.03%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 20YR 2.5% 11/01/2041#QK1203                                                                        | CUSIP: 3133D4KQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     712911 | PA      | $637212.23     | 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        |     535000 | PA      | $534106.55     | 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        |    1435000 | PA      | $1064554.75    | 0.00%             | 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        |    2180000 | PA      | $2005663.66    | 0.01%             | 2031-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 1/30 #781130                                                                                 | CUSIP: 36225BHF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         74 | PA      | $75.02         | 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        |      66998 | PA      | $6730.08       | 0.00%             | 2037-06-15      | Variable      | 0.02%                 | 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        |      18325 | PA      | $18230.39      | 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        |         70 | PA      | $73.66         | 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        |    2724953 | PA      | $2365839.06    | 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        |         62 | PA      | $62.71         | 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        |         36 | PA      | $36.30         | 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        |       7737 | PA      | $7729.01       | 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        |      19098 | PA      | $15292.94      | 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        |       1598 | PA      | $1623.03       | 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        |       2305 | PA      | $2414.84       | 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        |       2137 | PA      | $2170.93       | 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        |      20006 | PA      | $20034.27      | 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        |   21260000 | NC      | $692690.34     | 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        |        348 | PA      | $359.45        | 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        |     330000 | PA      | $290457.75     | 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        |       2514 | PA      | $2524.02       | 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: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     705000 | PA      | $705935.54     | 0.00%             | 2028-04-24      | Fixed         | 0.04%                 | 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        |      17875 | PA      | $18153.76      | 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        |      41537 | PA      | $33352.47      | 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        |    1020000 | PA      | $958800.00     | 0.00%             | 2027-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COGENTRIX FINANCE HOLDCO I LLC                                                    | COGENTRIX TERM B 1LN 02/26/2032                                                                         | CUSIP: 19239LAC0<br>LEI: 254900V51P55ABN4UU67 | Long             | LON              | CORP              | US        |     220000 | PA      | $220503.80     | 0.00%             | 2032-02-26      | Variable      | 0.07%                 | 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        |      12530 | PA      | $13174.26      | 0.00%             | 2029-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                    | ALTICE FING SA 9.625% 07/15/2027 144A                                                                   | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $93000.00      | 0.00%             | 2027-07-15      | Fixed         | 0.10%                 | 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        |     444255 | PA      | $437631.99     | 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        |     618000 | PA      | $393364.79     | 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        |       2826 | PA      | $2751.00       | 0.00%             | 2040-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKIYE IHRACAT KREDI BANKASI AS                                                  | TURKIYE IHRACAT KREDI BANKASI AS 6.875% 07/03/2028 144A                                                 | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |     680000 | PA      | $690771.20     | 0.00%             | 2028-07-03      | Fixed         | 0.07%                 | 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        |    3735445 | PA      | $3351704.57    | 0.02%             | 2046-11-01      | Fixed         | 0.03%                 | 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        |    3000000 | PA      | $3783385.71    | 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        |         27 | PA      | $27.26         | 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        |  111477000 | PA      | $73844803.92   | 0.34%             | 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        |         10 | PA      | $9.90          | 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        |    2861537 | PA      | $2865801.18    | 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        |   30387000 | PA      | $27558181.79   | 0.13%             | 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        |    3543004 | PA      | $3489859.38    | 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        |    1112626 | PA      | $1001428.00    | 0.00%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.0% 08/20/2045#MA3035                                                                          | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1086280 | PA      | $1040996.08    | 0.00%             | 2045-08-20      | Fixed         | 0.04%                 | 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        |    1125000 | PA      | $1060309.46    | 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        |    3250000 | PA      | $3343912.00    | 0.02%             | 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        |     964000 | PA      | $792174.90     | 0.00%             | 2039-11-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2012-BWTR                                                     | GS MTG SECS CORP TR 2012-BWTR 3.313% 11/10/2050                                                         | CUSIP: 36254KAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2349689 | PA      | $2327885.87    | 0.01%             | 2050-11-10      | Fixed         | 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        |      34272 | PA      | $33440.87      | 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        |    2130000 | PA      | $2220424.89    | 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        |      46583 | PA      | $49155.87      | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                               | PETROLEOS MEXICANOS 6.7% 02/16/2032                                                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   31997000 | PA      | $30683523.15   | 0.14%             | 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        |    1145000 | PA      | $1137843.75    | 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        |      31535 | PA      | $31906.56      | 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        |     629753 | PA      | $611169.05     | 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        |     813000 | PA      | $369120.86     | 0.00%             | 2050-02-10      | Variable      | 0.05%                 | No            |                  3 | 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        |     546000 | PA      | $419908.45     | 0.00%             | 2056-08-10      | Fixed         | 0.03%                 | 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        |    1650000 | PA      | $1798525.38    | 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        |    2830000 | PA      | $2777613.76    | 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        |     886000 | PA      | $928189.90     | 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        |    1103934 | PA      | $1081085.79    | 0.01%             | 2038-08-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SANTANDER MTG ASSET RECEIVABLES TR 2025-NQM3                                      | SANTANDER MTG ASSET RECEIVABLES TR 2025-NQM3 A1 5.816% 05/25/2065 144A                                  | CUSIP: 80263AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8999702 | PA      | $9061447.16    | 0.04%             | 2065-05-25      | Fixed         | 0.06%                 | 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        |       9884 | PA      | $9899.42       | 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        |    2085000 | PA      | $2137446.09    | 0.01%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRIMA CAPITAL CRE SECURITIZATION 2019-VII LTD                                     | PRIMA CAPITAL CRE SECURITIZATION 2019-VII LTD 7A D 4.25% 12/25/2050 144A                                | CUSIP: 74166VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     862000 | PA      | $812162.52     | 0.00%             | 2050-12-25      | Fixed         | 0.04%                 | 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        |     180552 | PA      | $174988.95     | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                          | FORD MOTOR CREDIT CO LLC 6.86% 06/05/2026                                                               | CUSIP: 345397C84<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $2432157.19    | 0.01%             | 2026-06-05      | Fixed         | 0.07%                 | 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        |     970886 | PA      | $973924.46     | 0.00%             | 2031-10-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                              | WR GRACE HOLDING LLC 6.625% 08/15/2032 144A                                                             | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1725156.00    | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | 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        |     209618 | PA      | $203201.95     | 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        |        612 | PA      | $599.06        | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JP INTERMEDIATE B LLC                                                             | JUICE PLUS TERM RCF 1LN 08/12/2027                                                                      | CUSIP: N/A<br>LEI: 549300PC0CHCVUMNS121       | Long             | LON              | CORP              | US        |     491038 | PA      | $45945.09      | 0.00%             | 2027-08-12      | Variable      | 0.11%                 | No            |                  3 | 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        |  190000000 | PA      | $169990625.00  | 0.79%             | 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        |         22 | PA      | $22.31         | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                                                    | JBT MAREL TERM B 1LN 01/02/2032                                                                         | CUSIP: 47783YAQ2<br>LEI: 5493007CT6ATBZ2L6826 | Long             | LON              | CORP              | US        |     598500 | PA      | $597937.41     | 0.00%             | 2032-01-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                        | ADIENT GLOBAL HOLDINGS LTD 7.5% 02/15/2033 144A                                                         | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    1185000 | PA      | $1234112.33    | 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        |     855000 | PA      | $865198.44     | 0.00%             | 2030-07-15      | Fixed         | 0.06%                 | 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        |     361000 | PA      | $316630.32     | 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        |      23991 | PA      | $23349.39      | 0.00%             | 2043-08-01      | Fixed         | 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        |     861000 | PA      | $823911.99     | 0.00%             | 2034-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                              | SOLENIS TERM B 1LN 07/26/2032                                                                           | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |     140000 | PA      | $139533.80     | 0.00%             | 2032-07-26      | Variable      | 0.00%                 | 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        |    1300000 | PA      | $1274133.77    | 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        |    1164000 | PA      | $1182042.00    | 0.01%             | 2027-01-25      | Fixed         | 0.06%                 | 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        |      51580 | PA      | $51400.13      | 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        |         15 | PA      | $15.43         | 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        |     562000 | PA      | $446862.31     | 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        |      20000 | NC      | $-71.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                        | USALCO TERM B 1LN 09/30/2031                                                                            | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     911081 | PA      | $909377.32     | 0.00%             | 2031-09-30      | Variable      | 0.08%                 | 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        |     250000 | PA      | $250937.50     | 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        |      36695 | PA      | $36558.10      | 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        |    1909400 | PA      | $1768944.53    | 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        |     260000 | PA      | $267354.62     | 0.00%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 07/01/2051#CB1142                                                                          | CUSIP: 3140QLHU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4217355 | PA      | $3710304.14    | 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        |       3126 | PA      | $3129.45       | 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        |    1050000 | PA      | $1252618.96    | 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        |   20318000 | PA      | $19363954.29   | 0.09%             | 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        |     315000 | PA      | $157011.09     | 0.00%             | 2052-11-13      | Fixed         | 0.03%                 | No            |                  3 | 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        |    1050000 | NC      | $167904.24     | 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        |    1995000 | PA      | $1867960.59    | 0.01%             | 2029-03-01      | Fixed         | 0.04%                 | 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        |      24705 | PA      | $22726.41      | 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        |     827000 | PA      | $791247.22     | 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        |     705000 | PA      | $738807.57     | 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        |     500000 | PA      | $602631.50     | 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        |    1080000 | PA      | $1110348.00    | 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        |    7357660 | PA      | $7418736.28    | 0.03%             | 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        |     745000 | PA      | $690361.70     | 0.00%             | 2030-06-03      | Fixed         | 0.02%                 | 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        |     675734 | PA      | $540049.25     | 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        |     720000 | PA      | $756100.80     | 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        |        126 | PA      | $133.12        | 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        |      19566 | PA      | $18739.38      | 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        |    2107526 | PA      | $1982225.46    | 0.01%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP 5.375% 11/15/2029                                                                  | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1552362.62    | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | 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        |         58 | PA      | $61.05         | 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        |    2623385 | PA      | $2613076.66    | 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        |       8056 | PA      | $7433.01       | 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        |      11325 | NS      | $276330.00     | 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        |    2694871 | PA      | $2270793.31    | 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        |       9419 | PA      | $9217.03       | 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        |     480000 | PA      | $479100.53     | 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        |    1225000 | PA      | $1226151.50    | 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        |    3505625 | PA      | $3501803.87    | 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        |     965000 | PA      | $809280.85     | 0.00%             | 2049-07-10      | Variable      | 0.04%                 | 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        |        210 | PA      | $214.63        | 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        |    2516000 | PA      | $2648641.00    | 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        |     470000 | PA      | $497260.00     | 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        |         32 | PA      | $32.75         | 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        |    1064000 | PA      | $1129968.00    | 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        |       2639 | PA      | $2679.10       | 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        |          5 | PA      | $4.95          | 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        |        431 | PA      | $456.08        | 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        |      54476 | PA      | $52944.01      | 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        |     665401 | PA      | $665816.76     | 0.00%             | 2040-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055                                                       | CUSIP: 3136BUVN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    6103824 | PA      | $6121415.50    | 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        |    1240000 | PA      | $1231627.77    | 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        |    2085901 | PA      | $62577.02      | 0.00%             | 2027-11-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HOLDING 3 OY                                                             | AHLSTROM TERM B 1LN 5/23/2030                                                                           | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |    1430000 | PA      | $1422850.00    | 0.01%             | 2030-05-23      | 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        |    1375000 | PA      | $1084627.50    | 0.01%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLNESS PET LLC                                                                  | WELLNESS PET TERM A 1LN 12/31/2029                                                                      | CUSIP: 95004UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     604387 | PA      | $491565.96     | 0.00%             | 2029-12-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | FX Forward: USD/AUD settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-101.33       | -0.00%            |  |  |  | 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        |    1130000 | PA      | $1070620.53    | 0.00%             | 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        |      28403 | PA      | $27563.78      | 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        |      61680 | PA      | $60501.94      | 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        |    1865000 | PA      | $1871686.03    | 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        |         78 | PA      | $78.62         | 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        |     621931 | PA      | $573992.22     | 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        |   11268000 | PA      | $11517477.91   | 0.05%             | 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        |    3769000 | PA      | $3733076.98    | 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        |       3115 | PA      | $3160.02       | 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        |     565000 | PA      | $445140.90     | 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        |     300000 | PA      | $358896.74     | 0.00%             | 2030-03-11      | Fixed         | 0.05%                 | 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        |       3367 | PA      | $3347.68       | 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        |        140 | PA      | $142.17        | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | 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        |      65816 | PA      | $59140.80      | 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        |    2113365 | PA      | $1779475.27    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | FX Forward: EUR/USD settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $754.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.25% 05/15/2035                                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  422165000 | PA      | $423484265.63  | 1.97%             | 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        |         90 | PA      | $92.65         | 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        |     778684 | PA      | $709555.14     | 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        |     394168 | PA      | $318592.99     | 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        |    2618550 | PA      | $2621550.23    | 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        |    1041812 | PA      | $1045135.88    | 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        |     125472 | PA      | $100552.30     | 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        |    6157055 | PA      | $6386022.79    | 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        |     998022 | PA      | $996662.28     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 10/45#AS5892                                                                             | CUSIP: 3138WFRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22543 | PA      | $20898.65      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | 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        |   15058210 | PA      | $14955308.22   | 0.07%             | 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        |     535000 | PA      | $560578.35     | 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        |    1960000 | PA      | $1969059.12    | 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        |      26846 | PA      | $26050.24      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | 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        |    9351000 | PA      | $9368533.13    | 0.04%             | 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        |     700000 | PA      | $848396.53     | 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        |    1884267 | PA      | $1572440.59    | 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        |       1280 | PA      | $1296.08       | 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        |    4368051 | PA      | $3667023.53    | 0.02%             | 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        |       2695 | PA      | $2620.32       | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                     | JH NORTH AMERICA HOLDINGS INC 6.125% 07/31/2032 144A                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     550000 | PA      | $558236.25     | 0.00%             | 2032-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | LEVEL 3 FINANCING INC 7% 03/31/2034 144A                                                                | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2310587.46    | 0.01%             | 2034-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SCG 2025-FLWR                                                                     | SCG 2025-FLWR 5.65% 08/15/2030 144A                                                                     | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3204003.20    | 0.01%             | 2042-08-15      | Variable      | 0.06%                 | 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        |    1635000 | PA      | $1375689.07    | 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        |       3600 | PA      | $3602.36       | 0.00%             | 2040-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATTER LLC / SIZZLING PLATTER FIN CORP                                  | SIZZLING PLATTER TERM 1LN 07/02/2032                                                                    | CUSIP: N/A<br>LEI: 549300440PU6D6ZUIR97       | Long             | LON              | CORP              | US        |    1984455 | PA      | $1929882.93    | 0.01%             | 2032-07-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| EP ENERGY CORP                                                                    | EP ENERGY CORP ESCROW                                                                                   | CUSIP: N/A<br>LEI: 549300Z6HPQS1H5IYQ07       | Long             | EC               | CORP              | US        |       3729 | NS      | $5891.82       | 0.00%             |  |  |  | No            |                  3 | 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        |        350 | PA      | $353.78        | 0.00%             | 2027-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MED PARENTCO LP                                                                   | MYEYEDR TERM B 1LN 04/15/2031                                                                           | CUSIP: 58401DAN4<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |    2262841 | PA      | $2268497.64    | 0.01%             | 2031-04-15      | Variable      | 0.08%                 | 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        |    1029000 | PA      | $715456.70     | 0.00%             | 2055-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                      | KREDITANSTALT FUR WIEDER(UNGTD 1.375% 06/07/2032 REGS                                                   | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $431907.53     | 0.00%             | 2032-06-07      | Fixed         | 0.01%                 | 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        |     321314 | PA      | $312676.75     | 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        |    2115000 | PA      | $1445024.89    | 0.01%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 5.00% 8/33 #G01584                                                                                 | CUSIP: 31283HXM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        929 | PA      | $941.47        | 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        |        480 | PA      | $482.82        | 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        |        186 | PA      | $191.27        | 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        |    1510000 | PA      | $1518731.03    | 0.01%             | 2032-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 02/01/2044#AV5017                                                                        | CUSIP: 3138XGSF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45168 | PA      | $43672.69      | 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        |     160129 | PA      | $156618.61     | 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        |     388716 | PA      | $379418.90     | 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        |     557000 | PA      | $545414.40     | 0.00%             | 2051-09-25      | Fixed         | 0.04%                 | 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        |       5755 | PA      | $5846.85       | 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        |     545000 | PA      | $532244.28     | 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        |      13951 | PA      | $13523.38      | 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        |     510000 | PA      | $462517.16     | 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        |     690000 | PA      | $689831.99     | 0.00%             | 2027-03-01      | Fixed         | 0.06%                 | 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        |     975100 | PA      | $977391.49     | 0.00%             | 2031-11-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP/SEALED AIR CORP US                                                | SEALED AIR CORP/SEALED AIR CORP US 7.25% 02/15/2031 144A                                                | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     845000 | PA      | $889618.54     | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                    | EXTENDED STAY AMER TR 2021-ESH A TSFR1M+119.448 07/15/2038 144A                                         | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6439579 | PA      | $6437567.92    | 0.03%             | 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        |       4742 | PA      | $5014.05       | 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        |        415 | PA      | $434.33        | 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        |     815000 | PA      | $814429.50     | 0.00%             | 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        |   33349000 | PA      | $33499070.50   | 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        |     199600 | PA      | $42361.61      | 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        |       1592 | PA      | $1596.07       | 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        |        240 | PA      | $245.72        | 0.00%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                                              | HEARTLAND DENTAL TERM B 1LN 8/25/2032                                                                   | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |     625000 | PA      | $624481.25     | 0.00%             | 2032-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                          | CLOUD SOFTWARE TERM B 1LN 8/13/2032                                                                     | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    4160000 | PA      | $4165907.20    | 0.02%             | 2032-08-13      | Variable      | 0.07%                 | 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        |      20615 | PA      | $19620.85      | 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        |        173 | PA      | $177.51        | 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        |      14700 | PA      | $14721.64      | 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        |    4282669 | PA      | $2154182.52    | 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        |    2020000 | PA      | $1753920.35    | 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        |         43 | PA      | $43.90         | 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        |       8393 | PA      | $8391.87       | 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        |    1575000 | PA      | $1588175.03    | 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        |         76 | PA      | $78.19         | 0.00%             | 2029-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                  | GGAM FINANCE LTD 6.875% 04/15/2029 144A                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $414001.60     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | 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        |     560000 | PA      | $323400.00     | 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        |     370000 | PA      | $376800.60     | 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        |    5350000 | PA      | $5371402.14    | 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        |    1035889 | PA      | $1012773.73    | 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              | BM        |     250000 | PA      | $252089.75     | 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        |       9412 | PA      | $9425.90       | 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        |    2165077 | PA      | $1936960.12    | 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        |     490000 | PA      | $500245.26     | 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        |        769 | PA      | $766.96        | 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        |      84505 | PA      | $75894.37      | 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        |        198 | PA      | $205.05        | 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        |         30 | PA      | $30.13         | 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        |    2477000 | PA      | $2092298.37    | 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        |    1739193 | PA      | $1451374.13    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | 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        |     755000 | PA      | $626717.95     | 0.00%             | 2035-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIATE HOLDING INC                                            | QLIK TERM 2LN 05/09/2033                                                                                | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1385000 | PA      | $1378947.55    | 0.01%             | 2033-05-09      | 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        |      60974 | PA      | $9773.94       | 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        |   13949774 | PA      | $14496127.10   | 0.07%             | 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        |    5261474 | PA      | $4619023.98    | 0.02%             | 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        |      11766 | PA      | $11781.49      | 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        |       2238 | PA      | $2358.81       | 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        |     150000 | PA      | $151567.65     | 0.00%             | 2037-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                 | GLOBAL PARTNERS LP / GLP FIN CORP 7.125% 07/01/2033 144A                                                | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     460000 | PA      | $470808.62     | 0.00%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GOVERNMENT NAT MTG ASSN HECM TSFR1M+61.448 06/20/2064                                                   | CUSIP: 38375UKG4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     285967 | PA      | $286045.61     | 0.00%             | 2064-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WATERBRIDGE NDB OPERATING LLC                                                     | WATERBRIDGE NDB TERM B 1LN 05/10/2029                                                                   | CUSIP: 94120YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     618442 | PA      | $620953.09     | 0.00%             | 2029-05-10      | Variable      | 0.08%                 | 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        |      18855 | PA      | $18354.81      | 0.00%             | 2039-10-15      | Fixed         | 0.04%                 | 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        |       1139 | PA      | $1174.26       | 0.00%             | 2041-10-01      | Variable      | 0.07%                 | 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        |     539592 | PA      | $465674.57     | 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        |    3629358 | PA      | $3289978.62    | 0.02%             | 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        |    1619833 | PA      | $243671.48     | 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        |    2315427 | PA      | $2247931.64    | 0.01%             | 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        |     455000 | PA      | $434734.30     | 0.00%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                         | PIKE CORP 8.625% 01/31/2031 144A                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1289490.99    | 0.01%             | 2031-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                          | SGUS LLC 11% 12/15/2029 144A                                                                            | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     801008 | PA      | $704072.80     | 0.00%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  3 | On Loan: No      |
| EUROPEAN UNION                                                                    | EUROPEAN UNION 2.5% 12/04/2031 REGS                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     734000 | PA      | $849058.18     | 0.00%             | 2031-12-04      | Fixed         | 0.03%                 | 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        |    3479850 | PA      | $3456639.25    | 0.02%             | 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        |      35389 | PA      | $31753.54      | 0.00%             | 2045-08-01      | Fixed         | 0.03%                 | 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        |       4745 | PA      | $5017.35       | 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        |     937016 | PA      | $821137.95     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3.5% 01/01/2048#ZS4751                                                                        | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3265278 | PA      | $3005697.27    | 0.01%             | 2048-01-01      | Fixed         | 0.04%                 | 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        |   13598000 | PA      | $13643063.77   | 0.06%             | 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        |     525000 | PA      | $534610.13     | 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        |    8972415 | PA      | $7529630.80    | 0.04%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                 | GOVERNMENT NAT MTG AS REMIC PT 2014-2 BA 3% 01/20/2044                                                  | CUSIP: 38378YG78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    1500333 | PA      | $1364401.73    | 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        |    2763959 | PA      | $2654431.49    | 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        |      10933 | PA      | $10021.77      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                                  | AMBIPAR LUX SARL 9.875% 02/06/2031 144A                                                                 | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    1640000 | PA      | $1377190.00    | 0.01%             | 2031-02-06      | Fixed         | 0.10%                 | 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        |   12142543 | PA      | $12368559.72   | 0.06%             | 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        |        113 | PA      | $117.15        | 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        |    4478179 | PA      | $4469011.81    | 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        |    1824000 | PA      | $1962872.06    | 0.01%             | 2031-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NATL MTG AS GTD RE PTT 4% 11/25/2042                                                            | CUSIP: 3136AUC66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     492760 | PA      | $488570.14     | 0.00%             | 2042-11-25      | 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        |    1960000 | PA      | $1894586.96    | 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        |       2422 | PA      | $2540.73       | 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        |    4649614 | PA      | $4004480.02    | 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        |      23537 | PA      | $22817.34      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.125% 05/31/2032                                                                             | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38969000 | PA      | $39460247.11   | 0.18%             | 2032-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                       | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                            | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  282056000 | PA      | $274387602.50  | 1.28%             | 2055-05-15      | Fixed         | 0.05%                 | 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        |     115032 | PA      | $114636.45     | 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        |     619000 | PA      | $552174.00     | 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        |    1070000 | PA      | $1094493.37    | 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        |      29574 | PA      | $29471.00      | 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        |    2214234 | PA      | $2153342.44    | 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        |      20771 | PA      | $20215.23      | 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        |    2663325 | PA      | $2671661.21    | 0.01%             | 2031-08-26      | Variable      | 0.07%                 | 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        |    8307149 | PA      | $8541844.59    | 0.04%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 11/01/2031#MA2803                                                                        | CUSIP: 31418CDH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     653484 | PA      | $631124.47     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2020-420K                                                   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2020- 420K E CSTR 11/10/2042 144A                                   | CUSIP: 17328QAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1317101 | PA      | $1129655.01    | 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        |      11438 | PA      | $11448.68      | 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        |    2797138 | PA      | $2798144.88    | 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        |      70348 | PA      | $56441.85      | 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        |     720000 | PA      | $765360.00     | 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        |    2211000 | PA      | $1988925.39    | 0.01%             | 2039-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                          | SNAP INC 6.875% 03/15/2034 144A                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     575000 | PA      | $576502.39     | 0.00%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 11/01/2051#RA6334                                                                          | CUSIP: 3133KNBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1960569 | PA      | $1571796.50    | 0.01%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                   | CORNERSTONE BUILDING BRANDS TERM B 04/12/2028                                                           | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    2500000 | PA      | $2365625.00    | 0.01%             | 2028-04-12      | Variable      | 0.08%                 | 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        |       1248 | PA      | $1243.62       | 0.00%             | 2039-11-15      | 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        |     733000 | PA      | $654261.51     | 0.00%             | 2049-11-15      | Fixed         | 0.03%                 | 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        |       6044 | PA      | $6256.95       | 0.00%             | 2036-07-01      | Variable      | 0.07%                 | 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        |     620000 | PA      | $651496.00     | 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        |       3943 | PA      | $3993.37       | 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        |    8002000 | PA      | $7838117.52    | 0.04%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                  | CENTENE CORP 2.625% 08/01/2031                                                                          | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    7320000 | PA      | $6203527.25    | 0.03%             | 2031-08-01      | Fixed         | 0.03%                 | 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        |      17851 | PA      | $18130.88      | 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        |    2040000 | PA      | $2037354.94    | 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        |    1080000 | PA      | $1117800.00    | 0.01%             | 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        |    1045000 | PA      | $1028203.19    | 0.00%             | 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        |   17090232 | PA      | $14430650.35   | 0.07%             | 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        |     695000 | PA      | $714439.22     | 0.00%             | 2028-07-10      | Variable      | 0.07%                 | 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        |       9479 | PA      | $1672.30       | 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        |    3221966 | PA      | $3333977.40    | 0.02%             | 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        |      17493 | PA      | $17518.42      | 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        |     327430 | PA      | $317778.70     | 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        |    2019000 | PA      | $2044606.98    | 0.01%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                              | ZAYO TERM 1LN 03/09/2027                                                                                | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    1721809 | PA      | $1661545.89    | 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        |      22298 | PA      | $23353.83      | 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        |    1858566 | PA      | $1858565.51    | 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        |         18 | PA      | $18.65         | 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        |    3141099 | PA      | $2834301.61    | 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        |         72 | PA      | $72.71         | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                     | GOLAR LNG LTD CONV 2.75% 12/15/2030 144A                                                                | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     900000 | PA      | $945900.00     | 0.00%             | 2030-12-15      | Fixed         | 0.03%                 | 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        |    1190000 | PA      | $1194169.76    | 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        |      28177 | PA      | $25511.60      | 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        |      10038 | PA      | $10266.54      | 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        |     400000 | PA      | $401877.60     | 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        |     134302 | PA      | $134269.69     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | 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        |         80 | PA      | $80.59         | 0.00%             | 2028-01-15      | 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        |    1212175 | PA      | $1144551.48    | 0.01%             | 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        |    1050000 | PA      | $1053150.00    | 0.00%             | 2036-05-07      | Fixed         | 0.06%                 | 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        |        599 | PA      | $621.26        | 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        |    1052000 | PA      | $929533.21     | 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        |      25151 | PA      | $24363.85      | 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        |      11521 | PA      | $11772.71      | 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        |      24618 | PA      | $24653.68      | 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        |     905958 | PA      | $817436.38     | 0.00%             | 2047-10-25      | Fixed         | 0.03%                 | 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        |       3099 | PA      | $3086.87       | 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        |     383136 | PA      | $372297.14     | 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        |    6570000 | PA      | $6678799.20    | 0.03%             | 2029-12-17      | Variable      | 0.09%                 | 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        |     158171 | PA      | $158292.81     | 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        |    1368000 | PA      | $486179.40     | 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        |      26990 | PA      | $27381.98      | 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        |       1339 | PA      | $1356.50       | 0.00%             | 2033-12-15      | Fixed         | 0.05%                 | 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        |   12756000 | PA      | $12795135.41   | 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        |    1185000 | PA      | $1250358.68    | 0.01%             | 2032-06-15      | Fixed         | 0.08%                 | 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        |      41610 | PA      | $39469.57      | 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        |     408551 | PA      | $326515.90     | 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        |         26 | PA      | $26.02         | 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        |       5719 | PA      | $5542.04       | 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        |    2209900 | PA      | $2209152.39    | 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        |    5782000 | PA      | $5863083.53    | 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        |     109802 | PA      | $104505.43     | 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        |    1211420 | PA      | $1193143.42    | 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        |     202225 | PA      | $205061.36     | 0.00%             | 2035-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                           | FHLM 30YR 6% 06/01/2054#RJ1709                                                                          | CUSIP: 3142GR3T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5958102 | PA      | $6165233.98    | 0.03%             | 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        |    1205000 | PA      | $1192689.60    | 0.01%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                                            | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+123.468 02 11/15/2036 144A                                | CUSIP: 26863LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6114056 | PA      | $6108324.02    | 0.03%             | 2038-11-15      | Variable      | 0.06%                 | 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        |     165220 | PA      | $132560.65     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | 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        |    1231912 | PA      | $1236532.17    | 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        |    5339000 | PA      | $5132084.33    | 0.02%             | 2034-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2% 03/01/2052#FA0995                                                                          | CUSIP: 3140W1C92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5512100 | PA      | $4446633.97    | 0.02%             | 2052-03-01      | Fixed         | 0.02%                 | 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        |    1015000 | PA      | $931340.50     | 0.00%             |  |  |  | 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        |      10721 | PA      | $10467.67      | 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        |    1154113 | PA      | $699681.18     | 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        |    3051882 | PA      | $3224341.88    | 0.02%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                         | BALL CORP 5.5% 09/15/2033                                                                               | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     575000 | PA      | $581944.12     | 0.00%             | 2033-09-15      | Fixed         | 0.06%                 | 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        |   16750000 | NC      | $586574.45     | 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        |    3920000 | PA      | $3686563.22    | 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        |       6972 | PA      | $7079.94       | 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        |         23 | PA      | $23.97         | 0.00%             | 2030-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                        | VMED O2 UK FINANCING I PLC 4.25% 01/31/2031 144A                                                        | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1765000 | PA      | $1629101.00    | 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        |    2634884 | PA      | $2630273.20    | 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        |    1261000 | PA      | $1282340.72    | 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        |     880000 | PA      | $886187.98     | 0.00%             | 2041-10-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                              | FLUTTER ENTERTAINMENT TERM B 1LN 06/04/2032                                                             | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |    1690000 | PA      | $1683662.50    | 0.01%             | 2032-06-04      | Variable      | 0.06%                 | 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        |    3969215 | PA      | $3347081.26    | 0.02%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP                          | ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP 7% 04/15/2030 144A                             | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1018934.73    | 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        |        218 | PA      | $225.43        | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | BROADCOM INC 3.187% 11/15/2036 144A                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7432000 | PA      | $6203772.96    | 0.03%             | 2036-11-15      | Fixed         | 0.03%                 | 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        |    1825000 | PA      | $2011830.83    | 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        |   16119000 | PA      | $15059190.26   | 0.07%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 4.5% 10/01/2044#G60319                                                                        | CUSIP: 31335AK80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     981820 | PA      | $979437.99     | 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        |      39158 | PA      | $3449.88       | 0.00%             | 2037-06-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 05/01/2052#BV5578                                                                          | CUSIP: 3140MKFU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     930990 | PA      | $809456.38     | 0.00%             | 2052-05-01      | Fixed         | 0.03%                 | 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        |     218000 | PA      | $183692.40     | 0.00%             | 2049-08-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A                                       | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26961000 | PA      | $26219572.50   | 0.12%             | 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        |     701550 | PA      | $697165.26     | 0.00%             | 2034-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                   | QATAR PETROLEUM 2.25% 07/12/2031 144A                                                                   | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    2080000 | PA      | $1846027.66    | 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        |    5335390 | PA      | $5420528.53    | 0.03%             | 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        |       3066 | PA      | $3014.52       | 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        |     950000 | PA      | $1025343.40    | 0.00%             | 2027-07-12      | Fixed         | 0.02%                 | 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        |     575000 | PA      | $574016.75     | 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: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |     159000 | PA      | $163647.41     | 0.00%             | 2038-07-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 6% 10/01/2055 #TBA                                                                              | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  102800000 | PA      | $104754772.84  | 0.49%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                   | CVS HEALTH CORP 3% 08/15/2026                                                                           | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1273507.01    | 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        |  245214000 | PA      | $182148024.38  | 0.85%             | 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        |      20787 | PA      | $20705.98      | 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        |        237 | PA      | $241.92        | 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        |      22227 | PA      | $20130.07      | 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        |      28305 | PA      | $26230.12      | 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        |    1095000 | PA      | $1124170.36    | 0.01%             | 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        |    3971861 | PA      | $3963004.22    | 0.02%             | 2038-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MORGAN STANLEY 6.407%/VAR 11/01/2029                                                                    | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31889489.10   | 0.15%             | 2029-11-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PROJECT BOOST PURCHASER LLC                                                       | JD POWER TERM B 1LN 07/16/2031                                                                          | CUSIP: N/A<br>LEI: 254900SVSL94NTLSDY26       | Long             | LON              | CORP              | US        |    1145725 | PA      | $1144098.07    | 0.01%             | 2031-07-16      | Variable      | 0.07%                 | 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        |     975000 | PA      | $675675.00     | 0.00%             | 2055-01-21      | 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        |    2190000 | PA      | $2233493.40    | 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        |    2913000 | PA      | $2917227.64    | 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        |     128243 | PA      | $117647.24     | 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        |     515000 | PA      | $513301.94     | 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        |       1401 | PA      | $1424.00       | 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        |    1364173 | PA      | $1370147.70    | 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        |        144 | PA      | $151.38        | 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        |    1015000 | PA      | $672569.45     | 0.00%             | 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        |        835 | PA      | $835.89        | 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        |      30317 | PA      | $31476.08      | 0.00%             | 2041-07-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                              | ALPHA GENERATION TERM B 1LN 09/30/2031                                                                  | CUSIP: N/A<br>LEI: 254900K5V62L4YGVKF49       | Long             | LON              | CORP              | US        |    2086694 | PA      | $2082353.52    | 0.01%             | 2031-09-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                          | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4 5.588% 06/25/2070 144A                         | CUSIP: 617945AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9076418 | PA      | $9148816.39    | 0.04%             | 2070-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 3.5% 09/01/2055 #TBA                                                                          | CUSIP: 01F032690<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -78800000 | PA      | $-71200110.36  | -0.33%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                          | SNAM SPA 5.75% 05/28/2035 144A                                                                          | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    1496000 | PA      | $1533117.33    | 0.01%             | 2035-05-28      | Fixed         | 0.06%                 | 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        |    1426078 | PA      | $1426976.65    | 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        |    1087842 | PA      | $998039.69     | 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        |        772 | PA      | $806.70        | 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        |          9 | PA      | $9.50          | 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        |     102260 | PA      | $101916.87     | 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        |     345000 | PA      | $341550.00     | 0.00%             | 2029-09-30      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                           | CORPORACION NACIONAL DEL COBRE DE CHILE 3% 09/30/2029 144A                                              | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     155000 | PA      | $145235.00     | 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        |    4754373 | PA      | $4748429.93    | 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        |     273000 | PA      | $242594.46     | 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        |     356106 | PA      | $280433.30     | 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        |      54236 | PA      | $41654.45      | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER TR 2025-C35                                                | MORGAN STANLEY BK AMER TR 2025-C35 6.349% 08/15/2058                                                    | CUSIP: 61779CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     514000 | PA      | $528324.87     | 0.00%             | 2058-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.25% 11/15/2034                                                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  154000000 | PA      | $155010625.00  | 0.72%             | 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        |       6265 | PA      | $6244.13       | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | 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        |       1006 | PA      | $1057.67       | 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        |     704176 | PA      | $661101.63     | 0.00%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBOA BAY LN FDG 2025-1 LTD / LLC                                                 | ALBOA BAY LN FDG 2025-1 LTD / LLC D2 TSFR3M+415 07/20/2038 144A                                         | CUSIP: 05765FAJ9<br>LEI: 2549005WFJ6KJ4A4P984 | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $298510.20     | 0.00%             | 2038-07-20      | Variable      | 0.08%                 | 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        |     505077 | PA      | $445178.45     | 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        |    4866982 | PA      | $4147046.89    | 0.02%             | 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        |      26911 | PA      | $25030.91      | 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        |     131781 | PA      | $125273.90     | 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        |   90100000 | PA      | $89498159.93   | 0.42%             | 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        |     131628 | PA      | $137386.02     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | 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        |     148660 | PA      | $148579.03     | 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        |     640000 | PA      | $588559.62     | 0.00%             | 2029-08-15      | Fixed         | 0.04%                 | 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        |    3435219 | PA      | $2779792.93    | 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        |   15373517 | PA      | $314070.19     | 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        |    7885135 | PA      | $6978998.86    | 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        |       1558 | PA      | $1610.81       | 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        |         58 | PA      | $59.76         | 0.00%             | 2031-12-15      | Fixed         | 0.07%                 | 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        |     440000 | PA      | $474059.08     | 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        |       5350 | PA      | $5182.59       | 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        |    1083006 | PA      | $970569.26     | 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        |     475000 | PA      | $474680.04     | 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        |         25 | PA      | $25.79         | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 6% 09/01/2055 #TBA                                                                              | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -187875000 | PA      | $-191623651.09 | -0.89%            | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                                       | BX 2021-LBA FJV TSFR1M+251.448 02/15/2028 144A                                                          | CUSIP: 05609BAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     534000 | PA      | $531337.05     | 0.00%             | 2036-02-15      | Variable      | 0.07%                 | 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        |     255000 | PA      | $251099.21     | 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        |      18365 | PA      | $17207.72      | 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        |    4561945 | PA      | $3852917.26    | 0.02%             | 2051-12-20      | Fixed         | 0.03%                 | 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        |          5 | PA      | $4.81          | 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        |    5873492 | PA      | $5158147.48    | 0.02%             | 2050-04-01      | Fixed         | 0.03%                 | 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        |    2840000 | PA      | $2984485.00    | 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        |        921 | PA      | $942.29        | 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        |     900000 | PA      | $916290.00     | 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        |    8306000 | PA      | $7517393.89    | 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        |      10597 | PA      | $10788.29      | 0.00%             | 2029-07-25      | Fixed         | 0.06%                 | 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        |    1002488 | PA      | $1003319.56    | 0.00%             | 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        |     523903 | PA      | $523101.31     | 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        |     310109 | PA      | $226206.08     | 0.00%             | 2031-10-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 07/01/2047#AS9968                                                                          | CUSIP: 3138WLCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     578653 | PA      | $551482.71     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSNET LTD                                                                      | TRANSNET LTD 8.25% 02/06/2028 144A                                                                      | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     420000 | PA      | $440107.50     | 0.00%             | 2028-02-06      | Fixed         | 0.08%                 | 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        |    1205000 | PA      | $791178.90     | 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        |     459270 | PA      | $371212.72     | 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        |     397157 | PA      | $318650.41     | 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        |     665000 | PA      | $437566.68     | 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        |     433388 | PA      | $420346.47     | 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        |       1974 | PA      | $2047.76       | 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        |      41680 | PA      | $40699.05      | 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        |    1516291 | PA      | $1512500.46    | 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        |    1125000 | PA      | $1163643.75    | 0.01%             | 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        |      97492 | PA      | $91346.53      | 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        |     355834 | PA      | $324898.70     | 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        |    1290000 | PA      | $1230423.03    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                   | NATGASOLINE TERM B 1LN 03/29/2030                                                                       | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    4265281 | PA      | $4293730.59    | 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        |      27382 | PA      | $25188.58      | 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        |        151 | PA      | $154.79        | 0.00%             | 2029-05-15      | Fixed         | 0.07%                 | 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        |      41511 | PA      | $42121.07      | 0.00%             | 2034-08-01      | Fixed         | 0.05%                 | 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        |    1776692 | PA      | $1487606.07    | 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        |   13668000 | PA      | $13040716.02   | 0.06%             | 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        |      13116 | PA      | $13107.37      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 2.5% 11/01/2029#AS7270                                                                        | CUSIP: 3138WHCG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     183091 | PA      | $178755.15     | 0.00%             | 2029-11-01      | 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        |   26721000 | PA      | $27583805.86   | 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        |    1355000 | PA      | $1400677.05    | 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        |    8152465 | PA      | $6607198.35    | 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        |       2170 | PA      | $2172.51       | 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        |       3418 | PA      | $3467.66       | 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        |    1165000 | PA      | $1183694.76    | 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        |      14922 | PA      | $15205.80      | 0.00%             | 2029-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METRO AG                                                                          | METRO AG 4% 03/05/2030 REGS                                                                             | CUSIP: N/A<br>LEI: 5299006EQ03K3SSUYS12       | Long             | DBT              | CORP              | DE        |    1025000 | PA      | $1238827.08    | 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        |   11238000 | PA      | $11338718.10   | 0.05%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 2% 02/01/2036#BR1356                                                                          | CUSIP: 3140KYQJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     321399 | PA      | $296916.03     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                             | BERMUDA GOVERNMENT OF 3.375% 08/20/2050 144A                                                            | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     230000 | PA      | $156745.00     | 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        |     799000 | PA      | $730650.10     | 0.00%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE EUROSHOP AG                                                              | DEUTSCHE EUROSHOP AG 4.5% 10/15/2030 REGS                                                               | CUSIP: N/A<br>LEI: 529900Y9QTEFHFEKQ736       | Long             | DBT              | CORP              | DE        |     700000 | PA      | $818056.71     | 0.00%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                    | FHLMC REMI 30YR 6% 04/01/2055#RJ4028                                                                    | CUSIP: 3142GUPN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14217885 | PA      | $14708833.99   | 0.07%             | 2055-04-01      | Fixed         | 0.06%                 | 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        |    2399000 | PA      | $2414362.93    | 0.01%             | 2052-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                               | OWENS and MINOR INC 4.5% 03/31/2029 144A                                                                | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     725000 | PA      | $615759.90     | 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        |      15519 | PA      | $15540.63      | 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        |    1423000 | PA      | $1352148.83    | 0.01%             | 2048-02-10      | Variable      | 0.04%                 | 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        |       6900 | PA      | $6909.73       | 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        |     613000 | PA      | $451862.35     | 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        |     172538 | PA      | $168707.52     | 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        |     300000 | PA      | $242751.00     | 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        |      13243 | PA      | $13252.67      | 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        |     775000 | PA      | $765715.11     | 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        |     182907 | PA      | $0.02          | 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              | US        |    4958500 | PA      | $5033244.41    | 0.02%             | 2037-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                                        | ENTAIN TERM B 1LN 10/31/2029                                                                            | CUSIP: 36270BAC6<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |    2028168 | PA      | $2025632.48    | 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        |    1541342 | PA      | $1520148.85    | 0.01%             | 2038-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PEX HOLDINGS LLC                                                                  | GEN II FUND SERVICES TERM 1LN 11/26/2031                                                                | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |    1356600 | PA      | $1356030.23    | 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        |        514 | PA      | $544.11        | 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        |    1544640 | PA      | $1549783.34    | 0.01%             | 2029-01-24      | Variable      | 0.06%                 | 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        |    2300000 | NC      | $152873.16     | 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        |      15202 | PA      | $15207.65      | 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        |    3273904 | PA      | $2819949.46    | 0.01%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                             | FEDERAL HOME LN MTG MLT CTF GT 5% 04/25/2048                                                            | CUSIP: 3137H8BP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1737359 | PA      | $1751542.70    | 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        |         75 | PA      | $76.86         | 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        |      16646 | PA      | $15405.85      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                  | PUGET ENERGY INC 4.224% 03/15/2032                                                                      | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   23786000 | PA      | $22557644.82   | 0.11%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.75% 05/15/2028                                                                              | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   63760000 | PA      | $64024718.77   | 0.30%             | 2028-05-15      | 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        |       4869 | PA      | $4944.97       | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | 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        |    3463000 | PA      | $3487628.86    | 0.02%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 10/29 #252806                                                                                | CUSIP: 31371HYB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        140 | PA      | $145.40        | 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        |     777000 | PA      | $450099.16     | 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        |    1100000 | PA      | $1296621.38    | 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        |      11774 | PA      | $11945.31      | 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        |     343000 | PA      | $301288.46     | 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        |      64448 | NS      | $1528062.08    | 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        |       1667 | PA      | $1689.98       | 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        |       2380 | PA      | $2376.46       | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | 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        |          6 | PA      | $5.96          | 0.00%             | 2027-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 7.00% 12/26 #780481                                                                                | CUSIP: 36225ARA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          2 | PA      | $2.45          | 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        |       3649 | PA      | $3710.60       | 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        |     104473 | PA      | $97630.79      | 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        |        110 | PA      | $111.74        | 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        |    2605000 | PA      | $2194340.64    | 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        |      22087 | PA      | $21425.80      | 0.00%             | 2040-11-15      | Fixed         | 0.04%                 | 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        |     101763 | PA      | $91393.97      | 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        |    7000000 | PA      | $5415863.46    | 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        |    1215531 | PA      | $1181535.75    | 0.01%             | 2042-11-01      | Fixed         | 0.04%                 | 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        |    1995000 | PA      | $1404595.91    | 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        |   11919900 | PA      | $3764845.34    | 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        |       7214 | PA      | $7332.52       | 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        |     520000 | PA      | $447958.16     | 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        |       6007 | PA      | $6010.04       | 0.00%             | 2040-06-01      | 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        |     415000 | PA      | $407467.75     | 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        |    2638574 | PA      | $2275140.11    | 0.01%             | 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        |     455000 | PA      | $307273.51     | 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        |   44206000 | PA      | $44566706.37   | 0.21%             | 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        |       1167 | PA      | $1167.26       | 0.00%             | 2041-04-01      | 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        |     424043 | PA      | $113519.32     | 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        |    1880000 | PA      | $1603572.70    | 0.01%             | 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        |    2900000 | PA      | $2894822.92    | 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        |     660000 | PA      | $614713.57     | 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        |    2849000 | PA      | $2793645.35    | 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        |      17282 | PA      | $16940.70      | 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        |   20688000 | PA      | $18003209.42   | 0.08%             | 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        |       6355 | PA      | $6337.71       | 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        |        613 | PA      | $644.35        | 0.00%             | 2029-02-01      | Fixed         | 0.07%                 | 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        |    1445000 | PA      | $1483897.96    | 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        |    4156000 | PA      | $4164237.19    | 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        |    2628162 | PA      | $2434834.64    | 0.01%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                              | HOWARD MIDSTREAM ENERGY PARTNERS LLC 6.625% 01/15/2034 144A                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $584394.88     | 0.00%             | 2034-01-15      | Fixed         | 0.07%                 | 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        |       7182 | PA      | $6881.87       | 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        |    4627000 | PA      | $4753293.97    | 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        |    7286000 | PA      | $6584517.47    | 0.03%             | 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        |    2133000 | PA      | $790233.84     | 0.00%             | 2049-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2.5% 02/01/2052#RA6528                                                                        | CUSIP: 3133KNHD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3414032 | PA      | $2849044.75    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | 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        |         49 | PA      | $50.32         | 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        |     995000 | PA      | $995000.00     | 0.00%             | 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        |       1367 | PA      | $1428.55       | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2% 09/01/2055 #TBA                                                                              | CUSIP: 21H020691<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  347125000 | PA      | $284163745.20  | 1.32%             | 2055-09-01      | Fixed         | 0.02%                 | 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        |    4615074 | PA      | $4156932.79    | 0.02%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL   | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.3% 02/01/2032         | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2094000 | PA      | $1774153.10    | 0.01%             | 2032-02-01      | Fixed         | 0.02%                 | 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        |      11279 | PA      | $11295.00      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                   | BANK 2021-BNK33 VAR 05/15/2064                                                                          | CUSIP: 06541CBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6812570 | PA      | $274629.70     | 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        |       6110 | PA      | $5890.09       | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | 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        |    2661378 | PA      | $2236755.07    | 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        |       1865 | PA      | $1863.70       | 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        |     434000 | PA      | $434620.66     | 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        |     420000 | PA      | $300169.80     | 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        |      61171 | PA      | $62486.43      | 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        |     245912 | PA      | $236982.74     | 0.00%             | 2040-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                    | FX Forward: USD/AUD settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7295.66       | 0.00%             |  |  |  | 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        |     275000 | PA      | $285725.00     | 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        |       4598 | PA      | $4664.58       | 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        |      17482 | PA      | $16854.92      | 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        |       2085 | PA      | $2113.13       | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                      | PERATON TERM B 1LN 02/01/2028                                                                           | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    8086013 | PA      | $6946127.80    | 0.03%             | 2028-02-01      | Variable      | 0.08%                 | 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        |     335000 | PA      | $356858.75     | 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        |    1092585 | PA      | $1093950.75    | 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        |    3085000 | PA      | $4046961.40    | 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        |      18260 | PA      | $17741.62      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 12/01/2045#AS6350                                                                          | CUSIP: 3138WGBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     542097 | PA      | $519354.05     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 10/01/2052#CB5405                                                                        | CUSIP: 3140QRAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3268779 | PA      | $3158312.30    | 0.01%             | 2052-10-01      | 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        |        114 | PA      | $116.24        | 0.00%             | 2029-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2.5% 09/01/2055 #TBA                                                                            | CUSIP: 21H022697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   99650000 | PA      | $84881750.42   | 0.40%             | 2055-09-01      | Fixed         | 0.03%                 | 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        |      22370 | PA      | $20096.31      | 0.00%             | 2043-05-15      | Fixed         | 0.03%                 | 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        |        465 | PA      | $465.33        | 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        |  187000000 | PA      | $188614335.47  | 0.88%             | 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        |      11154 | PA      | $10763.81      | 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        |    1009000 | PA      | $1005867.16    | 0.00%             | 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        |      61203 | PA      | $59545.85      | 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        |     780000 | PA      | $772980.00     | 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        |     903000 | PA      | $930965.91     | 0.00%             | 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        |      56516 | PA      | $54905.83      | 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        |     585000 | PA      | $590813.15     | 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        |      18367 | PA      | $18655.64      | 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        |    2477279 | PA      | $2160541.51    | 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        |       4886 | PA      | $4870.91       | 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        |       1565 | PA      | $1566.67       | 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        |         25 | PA      | $26.06         | 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        |    1361000 | PA      | $1448815.94    | 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        |      80407 | PA      | $78212.80      | 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        |         53 | PA      | $53.12         | 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        |    1380000 | PA      | $1466044.38    | 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        |     121569 | PA      | $118401.54     | 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        |       1144 | PA      | $1182.18       | 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        |        160 | PA      | $163.11        | 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        |    2095000 | PA      | $2411072.65    | 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        |        232 | PA      | $235.09        | 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        |    2830954 | PA      | $2668361.73    | 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        |     375000 | PA      | $388368.75     | 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        |    1195000 | PA      | $1233132.45    | 0.01%             | 2029-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                                                 | AT HOME GROUP INC TERM A FUNDED 10/17/2025                                                              | CUSIP: N/A<br>LEI: 549300LGPR0P05O30I24       | Long             | LON              | CORP              | US        |      21119 | PA      | $21119.27      | 0.00%             | 2025-10-17      | Variable      | 0.12%                 | No            |                  3 | 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        |       5480 | PA      | $5637.34       | 0.00%             | 2037-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT TR 2024-EXTR                                                                  | EQT TR 2024-EXTR D VAR 07/05/2041 144A                                                                  | CUSIP: 29439DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     193000 | PA      | $197038.54     | 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        |     695000 | PA      | $692828.13     | 0.00%             | 2029-07-15      | Variable      | 0.07%                 | 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        |     108843 | PA      | $110556.75     | 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        |    2617432 | PA      | $2196543.19    | 0.01%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM HOLDING and MANAGEMENT LTD                                          | AXIAN TELECOM HOLDING and MANAGEMENT LTD 7.25% 07/11/2030 144A                                          | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    1945000 | PA      | $1945000.00    | 0.01%             | 2030-07-11      | Fixed         | 0.07%                 | 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        |      52736 | PA      | $51097.39      | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                  | NTT FINANCE CORP 4.62% 07/16/2028 144A                                                                  | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    2467000 | PA      | $2493323.06    | 0.01%             | 2028-07-16      | Fixed         | 0.05%                 | 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        |    1325000 | PA      | $1324337.50    | 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        |    1675000 | PA      | $1743819.05    | 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        |      13700 | NS      | $295646.00     | 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        |    6678610 | PA      | $5608849.20    | 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        |    2224000 | PA      | $2087269.59    | 0.01%             | 2030-01-15      | Fixed         | 0.06%                 | 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        |        188 | PA      | $194.08        | 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        |     342000 | PA      | $339328.13     | 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        |     500000 | PA      | $580533.49     | 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        |     957922 | PA      | $768568.63     | 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        |     173600 | PA      | $173974.95     | 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        |     710000 | PA      | $731466.85     | 0.00%             | 2032-10-01      | Fixed         | 0.07%                 | 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        |        189 | PA      | $201.33        | 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        |    1517811 | PA      | $1363158.05    | 0.01%             | 2046-06-01      | Fixed         | 0.03%                 | 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        |    3711528 | PA      | $3425169.37    | 0.02%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                     | COREWEAVE INC 9% 02/01/2031 144A                                                                        | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    2810000 | PA      | $2781889.88    | 0.01%             | 2031-02-01      | Fixed         | 0.09%                 | 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        |     343000 | PA      | $299083.79     | 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        |   15787000 | PA      | $15803718.43   | 0.07%             | 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        |     600000 | NC      | $39879.95      | 0.00%             |  |  |  | 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        |     386813 | PA      | $374987.56     | 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        |     983387 | PA      | $911049.07     | 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        |     501527 | PA      | $468054.24     | 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        |    2321862 | PA      | $2126756.00    | 0.01%             | 2031-04-03      | Variable      | 0.09%                 | 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        |    5600000 | NC      | $-75163.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                        | AVIS BUDGET TERM B 1LN 07/16/2032                                                                       | CUSIP: 05377JAU6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    1065000 | PA      | $1056682.35    | 0.00%             | 2032-07-16      | Variable      | 0.07%                 | 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        |          4 | PA      | $4.39          | 0.00%             | 2026-04-01      | Fixed         | 0.07%                 | 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        |   16518499 | PA      | $16559794.89   | 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        |   54450377 | NS      | $54455822.51   | 0.25%             |  |  |  | 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        |      73369 | PA      | $58636.44      | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                              | LIFEPOINT HEALTH INC 10% 06/01/2032 144A                                                                | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     735000 | PA      | $756971.36     | 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        |   15346255 | PA      | $12820995.10   | 0.06%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 15YR 3% 05/01/2033#J39066                                                                          | CUSIP: 31307WCB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32834 | PA      | $32077.30      | 0.00%             | 2033-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                                              | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                                    | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |    2478836 | PA      | $2237149.83    | 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        |         68 | PA      | $70.27         | 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        |     565000 | PA      | $589665.08     | 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        |       1005 | PA      | $987.84        | 0.00%             | 2040-04-01      | 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        |    1219187 | PA      | $60959.37      | 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        |      11140 | PA      | $11492.82      | 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        |       1606 | PA      | $1628.66       | 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        |     409600 | PA      | $410112.00     | 0.00%             | 2038-05-15      | Variable      | 0.07%                 | 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        |     560000 | PA      | $570080.00     | 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        |    2145000 | PA      | $2025952.50    | 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        |     181805 | PA      | $176630.76     | 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        |        864 | PA      | $864.37        | 0.00%             | 2039-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                        | VIASAT INC 7.5% 05/30/2031 144A                                                                         | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     660000 | PA      | $619563.98     | 0.00%             | 2031-05-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                     | TOPBUILD CORP 4.125% 02/15/2032 144A                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     990000 | PA      | $922685.74     | 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        |  258048000 | PA      | $226003679.35  | 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        |    3281000 | PA      | $3334055.64    | 0.02%             | 2041-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6.5% 08/01/2055#CC0888                                                                        | CUSIP: 3140Y67A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2326803 | PA      | $2456289.91    | 0.01%             | 2055-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                             | BOAM SWAP PAY 4.01 05/07/30                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    9710000 | NC      | $347666.06     | 0.00%             |  |  |  | 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        |   10210995 | PA      | $9996283.30    | 0.05%             | 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        |    3359622 | PA      | $3417957.29    | 0.02%             | 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        |    2553185 | PA      | $2241429.28    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL2                                                                    | PRET 2025-RPL2 A1 4% 08/25/2064 144A                                                                    | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10205316 | PA      | $9892358.03    | 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        |   10050000 | PA      | $10574193.53   | 0.05%             | 2029-01-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                                           | BELRON TERM B 1LN 10/16/2031                                                                            | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3054157 | PA      | $3067137.08    | 0.01%             | 2031-10-16      | 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        |    7005058 | PA      | $6995511.85    | 0.03%             | 2052-12-01      | Fixed         | 0.05%                 | 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        |       2254 | PA      | $2215.20       | 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        |    1495542 | PA      | $1343860.81    | 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        |       1322 | PA      | $1358.80       | 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        |     623820 | PA      | $497584.74     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | 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        |     500000 | PA      | $598517.83     | 0.00%             | 2036-05-22      | Variable      | 0.04%                 | 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        |     705000 | PA      | $695764.50     | 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        |     538000 | PA      | $438486.14     | 0.00%             | 2048-05-15      | Variable      | 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        |    1573261 | PA      | $1355527.81    | 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        |       7204 | PA      | $7214.80       | 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        |    1360000 | PA      | $1370200.00    | 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        |     985812 | PA      | $985397.60     | 0.00%             | 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        |    6803654 | PA      | $6077042.46    | 0.03%             | 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        |    2057848 | PA      | $1970503.15    | 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        |     594400 | PA      | $594771.02     | 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        |     284244 | PA      | $265735.93     | 0.00%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6.5% 08/01/2055#CC0887                                                                        | CUSIP: 3140Y66Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1783883 | PA      | $1884270.72    | 0.01%             | 2055-08-01      | Fixed         | 0.07%                 | 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        |    1550000 | PA      | $2206181.23    | 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        |    1590000 | PA      | $1805005.90    | 0.01%             | 2031-08-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5.5% 06/01/2055#BV5809                                                                        | CUSIP: 3140MKN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     953511 | PA      | $960829.77     | 0.00%             | 2055-06-01      | Fixed         | 0.06%                 | 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        |     733000 | PA      | $715932.31     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| NEW HOME CO INC/THE                                                               | NEW HOME CO INC/THE 8.5% 11/01/2030 144A                                                                | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     720000 | PA      | $746760.24     | 0.00%             | 2030-11-01      | Fixed         | 0.09%                 | 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        |     291000 | PA      | $296943.53     | 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        |     191938 | PA      | $172171.78     | 0.00%             | 2036-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                          | ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A                                                             | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2305000 | PA      | $2242976.60    | 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        |   10244000 | PA      | $10284207.70   | 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        |     652000 | PA      | $573147.12     | 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        |    1040000 | PA      | $740168.00     | 0.00%             | 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        |     735000 | PA      | $158777.05     | 0.00%             | 2050-02-10      | Fixed         | 0.03%                 | No            |                  3 | 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        |    1423800 | PA      | $1426024.70    | 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        |   11287484 | PA      | $9567670.29    | 0.04%             | 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        |        564 | PA      | $567.34        | 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        |    1465000 | PA      | $1471409.38    | 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        |         84 | PA      | $85.50         | 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        |      43920 | PA      | $35170.06      | 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        |   13170000 | PA      | $12684266.69   | 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        |     400000 | PA      | $447285.97     | 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        |     500000 | PA      | $495385.00     | 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        |     781000 | PA      | $794016.93     | 0.00%             | 2027-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TRANSDIGM INC 6.75% 08/15/2028 144A                                                                     | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1055700.00    | 0.00%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                               | MSCS SWAP CY451600 12/16/72 S                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      20000 | NC      | $71.22         | 0.00%             |  |  |  | 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        |       6549 | PA      | $6831.28       | 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        |      18707 | PA      | $19617.46      | 0.00%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 07/01/2034#FM8940                                                                          | CUSIP: 3140XC5A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1368153 | PA      | $1341081.44    | 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        |      12177 | PA      | $12133.32      | 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        |      11592 | PA      | $11773.80      | 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        |        328 | PA      | $338.39        | 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        |     939000 | PA      | $950691.21     | 0.00%             | 2056-09-15      | Variable      | 0.07%                 | 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        |       6910 | PA      | $6996.26       | 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        |       2094 | PA      | $1971.81       | 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        |      11527 | PA      | $11296.35      | 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        |    4476000 | PA      | $4469658.94    | 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        |         34 | PA      | $35.02         | 0.00%             | 2029-09-01      | Fixed         | 0.07%                 | 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        |         16 | PA      | $16.00         | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | 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        |    8597321 | PA      | $7402421.58    | 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        |       4829 | PA      | $4904.11       | 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        |     243650 | PA      | $220500.96     | 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        |    1059707 | PA      | $983079.79     | 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        |    2397040 | PA      | $2348859.78    | 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        |     700000 | PA      | $666925.00     | 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        |        565 | PA      | $577.10        | 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        |     528419 | PA      | $515612.20     | 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        |    2750000 | NC      | $26762.16      | 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        |       1326 | PA      | $1374.29       | 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        |     375000 | PA      | $370821.75     | 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        |     128883 | PA      | $121570.40     | 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        |    2640000 | PA      | $2684354.64    | 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        |   12317560 | PA      | $12317560.28   | 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        |         92 | PA      | $92.94         | 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        |     600000 | PA      | $622252.80     | 0.00%             | 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        |     865000 | PA      | $869934.13     | 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        |    7425885 | PA      | $7434207.19    | 0.03%             | 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        |     870000 | PA      | $860393.72     | 0.00%             | 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        |        853 | PA      | $857.00        | 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        |    1399339 | PA      | $1315248.09    | 0.01%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | CAPITAL ONE FIN CORP 3.273%/VAR 03/01/2030                                                              | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   12815000 | PA      | $12349842.41   | 0.06%             | 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        |     210000 | PA      | $222324.06     | 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        |    5090890 | PA      | $4972730.31    | 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        |    1850000 | PA      | $1863952.70    | 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        |        235 | PA      | $238.40        | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | 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        |      92122 | PA      | $89141.53      | 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        |     187598 | PA      | $168278.17     | 0.00%             | 2036-04-01      | Fixed         | 0.01%                 | 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        |         33 | PA      | $33.30         | 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        |    1120000 | PA      | $1179855.04    | 0.01%             | 2031-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                          | X.AI TERM B 1LN 06/28/2030                                                                              | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2395000 | PA      | $2294912.95    | 0.01%             | 2030-06-28      | Variable      | 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        |    1525000 | PA      | $1765400.16    | 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        |    1395000 | PA      | $1393645.73    | 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        |    1815000 | PA      | $1527575.15    | 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        |     159502 | PA      | $142976.30     | 0.00%             | 2036-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                             | QNITY TERM B 1LN 08/12/2032                                                                             | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |    2560000 | PA      | $2552012.80    | 0.01%             | 2032-08-11      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                  | WILLIAMS COS INC 4% 09/15/2025                                                                          | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1089000 | PA      | $1088785.60    | 0.01%             | 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        |    1710000 | PA      | $1773039.15    | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | 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        |     100000 | PA      | $93810.94      | 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        |        319 | PA      | $327.81        | 0.00%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 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        |     104000 | PA      | $73975.72      | 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        |     290689 | PA      | $282157.97     | 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        |     625000 | PA      | $642425.69     | 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        |       1690 | PA      | $1717.90       | 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        |    2150000 | PA      | $2155155.06    | 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        |      41533 | PA      | $41387.89      | 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        |     988000 | PA      | $968026.59     | 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        |    1563667 | PA      | $1342790.23    | 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        |     141557 | PA      | $126978.90     | 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        |     135877 | PA      | $109017.74     | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | BNP PARIBAS 7.45%/VAR PERP 144A                                                                         | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |    1090000 | PA      | $1109755.16    | 0.01%             |  |  |  | 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        |      13667 | PA      | $13619.72      | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING INC                                                | SIXTH STREET SPECIALTY LENDING INC 6.125% 03/01/2029                                                    | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    6857000 | PA      | $7076483.72    | 0.03%             | 2029-03-01      | 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        |     352000 | PA      | $209915.38     | 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        |    8652000 | PA      | $8681840.75    | 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        |     756000 | PA      | $523411.61     | 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        |     900000 | PA      | $659700.00     | 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        |    1996000 | PA      | $1702523.33    | 0.01%             | 2052-09-10      | Variable      | 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        |    2960000 | PA      | $3058200.96    | 0.01%             | 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        |    1972224 | PA      | $1697452.37    | 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        |      91201 | PA      | $83605.92      | 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        |      42765 | PA      | $42818.87      | 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        |   12215000 | PA      | $12262833.94   | 0.06%             | 2037-07-17      | Variable      | 0.06%                 | 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        |    2035000 | PA      | $2049651.47    | 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        |     440000 | PA      | $457317.96     | 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        |     295000 | PA      | $273995.73     | 0.00%             | 2064-03-15      | Variable      | 0.04%                 | 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        |         91 | PA      | $93.81         | 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        |     243000 | PA      | $185777.22     | 0.00%             | 2063-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                       | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6.875% 06/15/2030 144A                                    | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1580861.20    | 0.01%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                        | CLUB CAR TERM 1LN 06/01/2028                                                                            | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    1163847 | PA      | $1126755.51    | 0.01%             | 2028-06-01      | Variable      | 0.09%                 | 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        |      94878 | PA      | $87051.33      | 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        |     640551 | PA      | $601730.35     | 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        |     361000 | PA      | $316025.18     | 0.00%             | 2053-08-15      | Fixed         | 0.02%                 | 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        |   11583000 | PA      | $11577208.50   | 0.05%             | 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        |        111 | PA      | $116.36        | 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        |         11 | PA      | $10.69         | 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        |       2683 | PA      | $2597.66       | 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        |     430000 | PA      | $452953.40     | 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        |    1249590 | PA      | $1226387.67    | 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        |    3483004 | PA      | $23.34         | 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        |         72 | PA      | $72.34         | 0.00%             | 2026-07-01      | 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        |    2627511 | PA      | $2584565.48    | 0.01%             | 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        |       9271 | PA      | $9799.75       | 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        |     335000 | PA      | $342621.25     | 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        |     137525 | PA      | $134086.88     | 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        |     873000 | PA      | $854405.01     | 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        |     100036 | PA      | $107092.60     | 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        |     588000 | PA      | $353020.79     | 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        |    5676541 | PA      | $5947206.35    | 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        |    1189000 | PA      | $1179549.47    | 0.01%             | 2034-11-15      | Variable      | 0.10%                 | 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        |    2215000 | PA      | $2300185.75    | 0.01%             | 2033-02-14      | Fixed         | 0.07%                 | 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        |     366532 | PA      | $326898.74     | 0.00%             | 2042-05-01      | 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        |       2329 | PA      | $2395.34       | 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        |     905000 | PA      | $850700.00     | 0.00%             | 2054-01-05      | Fixed         | 0.05%                 | 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        |    1030000 | PA      | $1069020.52    | 0.00%             | 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        |    1270000 | PA      | $1117600.00    | 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        |    1080000 | NC      | $172701.50     | 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        |    6173011 | PA      | $5628741.72    | 0.03%             | 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        |    2287467 | PA      | $2253840.55    | 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        |    6113557 | PA      | $5183977.55    | 0.02%             | 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        |       1398 | PA      | $1396.98       | 0.00%             | 2039-08-01      | 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        |    1348060 | PA      | $1315562.52    | 0.01%             | 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        |      11787 | PA      | $12091.45      | 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        |        225 | PA      | $237.66        | 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        |      15352 | PA      | $15594.83      | 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        |     918947 | PA      | $770328.62     | 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        |    3043715 | PA      | $3105125.47    | 0.01%             | 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        |    1224553 | PA      | $0.12          | 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        |     895000 | PA      | $931166.95     | 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        |     984621 | PA      | $988726.92     | 0.00%             | 2029-02-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                              | COLOMBIA REPUBLIC OF 5% 06/15/2045                                                                      | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2135000 | PA      | $1550010.00    | 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        |    3061114 | PA      | $3056942.64    | 0.01%             | 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        |    2133000 | PA      | $2096346.53    | 0.01%             | 2027-10-15      | Fixed         | 0.05%                 | 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        |    9512870 | PA      | $9140251.11    | 0.04%             | 2026-12-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                            | GSCM SWAP PAY 3.804 08/25/26                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |   10820000 | NC      | $281884.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 15YR 3% 07/01/2032#MA3060                                                                          | CUSIP: 31418CMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2445947 | PA      | $2384383.84    | 0.01%             | 2032-07-01      | Fixed         | 0.03%                 | 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        |      23176 | PA      | $22486.03      | 0.00%             | 2040-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 3.5% 09/01/2055 #TBA                                                                          | CUSIP: 01F032690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   91675000 | PA      | $82833377.12   | 0.39%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC REIT                                                      | MILLROSE PROPERTIES INC REIT 6.375% 08/01/2030 144A                                                     | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1155305.00    | 0.01%             | 2030-08-01      | Fixed         | 0.06%                 | 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        |       2903 | PA      | $79.37         | 0.00%             | 2032-11-25      | Variable      | 0.03%                 | 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        |    1200000 | NC      | $151320.48     | 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        |    1875575 | PA      | $1877919.47    | 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        |    3359000 | PA      | $3397931.15    | 0.02%             | 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        |     250000 | PA      | $195660.80     | 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        |    3711362 | PA      | $1818567.41    | 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        |     625000 | PA      | $570479.63     | 0.00%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC                                     | CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC ARR TSFR3M+120 01/25/2038 144A                            | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10975000 | PA      | $10983780.00   | 0.05%             | 2038-01-25      | Variable      | 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        |    6847000 | PA      | $6864192.82    | 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        |    2315000 | PA      | $2653844.58    | 0.01%             | 2082-09-05      | Variable      | 0.02%                 | 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        |      46647 | PA      | $45093.43      | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                               | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                                | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2164161.30    | 0.01%             | 2031-06-15      | Fixed         | 0.10%                 | 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        |     314000 | PA      | $309693.38     | 0.00%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.5% 02/01/2041#AH5580                                                                        | CUSIP: 3138A7FW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     798557 | PA      | $797678.83     | 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        |     290000 | PA      | $291742.35     | 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        |    1960000 | PA      | $1974139.44    | 0.01%             | 2033-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 02/01/2052#QD7298                                                                          | CUSIP: 3133B5DB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     799183 | PA      | $699851.29     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | 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        |       9254 | PA      | $8944.04       | 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        |     870000 | PA      | $929160.00     | 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        |     830000 | PA      | $875940.50     | 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        |     651000 | PA      | $497276.44     | 0.00%             | 2039-11-13      | Variable      | 0.03%                 | 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        |    2192288 | PA      | $2188341.38    | 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        |       7758 | PA      | $8072.76       | 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        |    3792735 | PA      | $3408068.18    | 0.02%             | 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        |     557364 | PA      | $556806.79     | 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        |     413000 | PA      | $513540.72     | 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        |     913255 | PA      | $916113.03     | 0.00%             | 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        |    1714834 | PA      | $1781951.75    | 0.01%             | 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        |    1219305 | PA      | $1219414.74    | 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        |      32435 | PA      | $31469.15      | 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        |   13054000 | PA      | $12955442.30   | 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        |    1435000 | PA      | $1391326.49    | 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        |    1830000 | PA      | $1862623.41    | 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        |    2111017 | PA      | $2111671.41    | 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        |    1275000 | PA      | $1482029.55    | 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        |       4859 | PA      | $4738.59       | 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        |     837571 | PA      | $848596.28     | 0.00%             | 2035-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 08/20/2052#MA8199                                                                          | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13105580 | PA      | $11961330.46   | 0.06%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 02/01/2042#AK2415                                                                        | CUSIP: 3138E6VH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4665 | PA      | $4524.29       | 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        |    1090378 | PA      | $867188.56     | 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        |      52054 | PA      | $47952.59      | 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        |     259466 | PA      | $249743.35     | 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        |        148 | PA      | $150.41        | 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        |    5802000 | PA      | $4902916.05    | 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        |    2250910 | PA      | $1778691.79    | 0.01%             | 2029-04-23      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FITNESS INTERNATIONAL LLC                                                         | LA FITNESS TERM B 1LN 02/12/2029                                                                        | CUSIP: 33818XAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     938125 | PA      | $942581.09     | 0.00%             | 2029-02-12      | Variable      | 0.09%                 | 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        |    1357544 | PA      | $4911.87       | 0.00%             | 2044-06-15      | Variable      | 0.01%                 | 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        |         26 | PA      | $26.15         | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                                                       | CHG HEALTHCARE TERM B1 1LN 09/29/2028                                                                   | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |     820155 | PA      | $821105.91     | 0.00%             | 2028-09-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                              | ROMANIA REPUBLIC OF 5.875% 07/11/2032 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1725000 | PA      | $2062233.04    | 0.01%             | 2032-07-11      | Fixed         | 0.06%                 | 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        |      48992 | PA      | $44874.36      | 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        |         55 | PA      | $56.11         | 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        |         27 | PA      | $27.65         | 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        |    1756002 | PA      | $1489594.57    | 0.01%             | 2031-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 4.5% 10/01/2055 #TBA                                                                          | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19500000 | PA      | $18742089.60   | 0.09%             | 2055-10-01      | Fixed         | 0.04%                 | 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        |    5932717 | PA      | $5942624.88    | 0.03%             | 2030-06-20      | Variable      | 0.07%                 | 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        |     227627 | PA      | $211437.88     | 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        |      42993 | PA      | $42858.82      | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-C35                                                             | BBCMS MTG TR 2025-C35 C 6.026% 07/15/2058                                                               | CUSIP: 07337DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     820000 | PA      | $833997.81     | 0.00%             | 2058-07-15      | Variable      | 0.06%                 | 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        |    2357548 | PA      | $2226421.02    | 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        |     195404 | PA      | $156473.17     | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                               | GSCOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     580000 | NC      | $92747.10      | 0.00%             |  |  |  | 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        |      28165 | PA      | $25821.46      | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAIN CAP CR CLO 2023-2 LTD / BAIN CAP CR CLO 2023-2 LLC                           | BAIN CAP CR CLO 2023-2 LTD / BAIN CAP CR CLO 2023-2 LLC A1R TSFR3M+ 07/18/2038 144A                     | CUSIP: 05684GAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   13825000 | PA      | $13873926.68   | 0.06%             | 2038-07-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                                                               | TRANSDIGM TERM M 1LN 8/19/2032                                                                          | CUSIP: 89364MCE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3430000 | PA      | $3430788.90    | 0.02%             | 2032-08-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                    | COMMERZBANK AG 3.625%/VAR 01/14/2032 REGS                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    1200000 | PA      | $1420653.20    | 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        |    1012000 | PA      | $1026041.50    | 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        |     103895 | PA      | $86701.50      | 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        |        226 | PA      | $227.27        | 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        |    1014510 | PA      | $1007326.85    | 0.00%             | 2030-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 COML MTG TR                                                       | CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST 3.3269% 08/15/2026                                            | CUSIP: 12595JAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1658359 | PA      | $1643849.14    | 0.01%             | 2050-11-15      | Fixed         | 0.03%                 | 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        |       7396 | PA      | $7639.76       | 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        |     500000 | PA      | $492700.00     | 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        |    1524504 | PA      | $1515230.42    | 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        |       2396 | PA      | $2394.55       | 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        |       3577 | PA      | $3486.84       | 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        |        406 | PA      | $411.69        | 0.00%             | 2033-10-01      | Fixed         | 0.05%                 | 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        |       8602 | PA      | $8612.38       | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                          | AVENTIV TERM 1LN FLSO 03/25/2026                                                                        | CUSIP: 05358AAP9<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |    4039751 | PA      | $2864183.79    | 0.01%             | 2026-03-25      | Variable      | 0.10%                 | 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        |          9 | PA      | $8.73          | 0.00%             | 2026-02-01      | Fixed         | 0.07%                 | 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        |       9049 | PA      | $9568.59       | 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        |      29729 | PA      | $30748.31      | 0.00%             | 2033-05-01      | Fixed         | 0.06%                 | 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        |      21702 | PA      | $21733.43      | 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        |      38149 | PA      | $36488.70      | 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        |    3436980 | PA      | $3444197.93    | 0.02%             | 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        |     695579 | PA      | $672180.24     | 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        |    3289000 | PA      | $3032459.32    | 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        |      30353 | PA      | $29414.99      | 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        |      67811 | PA      | $68677.00      | 0.00%             | 2044-03-01      | Fixed         | 0.05%                 | 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        |      68508 | PA      | $60485.78      | 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        |         46 | PA      | $46.16         | 0.00%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                     | SMYRNA READY MIX CONCRETE TERM B 1LN 04/02/2029                                                         | CUSIP: 83283EAK9<br>LEI: 549300S7RFWHQFOIOY93 | Long             | LON              | CORP              | US        |     155551 | PA      | $155939.74     | 0.00%             | 2029-04-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2018-15 LTD                                                               | OCP CLO 2018-15 LTD AR TSFR3M+125 01/20/2038 144A                                                       | CUSIP: 67112KAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8071000 | PA      | $8083453.55    | 0.04%             | 2038-01-20      | Variable      | 0.06%                 | 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        |       6697 | PA      | $6802.55       | 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        |    2300000 | PA      | $2466591.30    | 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        |      31595 | PA      | $29409.05      | 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        |        366 | PA      | $385.01        | 0.00%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                                                        | SOTERA HEALTH HOLDINGS LLC 7.375% 06/01/2031 144A                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     890000 | PA      | $935517.27     | 0.00%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| 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        |    3030000 | PA      | $3066060.03    | 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        |    1403000 | PA      | $1418348.82    | 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        |      17452 | PA      | $15869.13      | 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        |       5044 | PA      | $5276.62       | 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        |    1610000 | PA      | $1269099.89    | 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        |    6196187 | PA      | $6434832.23    | 0.03%             | 2054-05-01      | Fixed         | 0.06%                 | 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        |    4976348 | PA      | $4897514.90    | 0.02%             | 2052-08-25      | Variable      | 0.05%                 | 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        |     264000 | PA      | $238368.64     | 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        |       7355 | PA      | $7480.27       | 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        |     873000 | PA      | $921791.41     | 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        |    1309807 | PA      | $1360663.38    | 0.01%             | 2054-10-01      | Fixed         | 0.06%                 | 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        |        167 | PA      | $173.03        | 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        |     310000 | PA      | $317666.30     | 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        |     361000 | PA      | $232290.87     | 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        |    3946579 | PA      | $3959506.69    | 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        |     715000 | PA      | $740025.00     | 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        |    3295000 | PA      | $2939007.87    | 0.01%             | 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        |      11492 | PA      | $11574.54      | 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        |    3824165 | PA      | $3354827.48    | 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        |   29675000 | PA      | $27840224.13   | 0.13%             | 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        |     915416 | PA      | $913024.51     | 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        |     350000 | PA      | $368004.35     | 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        |      53851 | PA      | $54702.80      | 0.00%             | 2044-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                | REALTY INCOME CORP 3.375% 06/20/2031                                                                    | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1647133.29    | 0.01%             | 2031-06-20      | Fixed         | 0.03%                 | 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        |     700000 | PA      | $696879.54     | 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        |    1870646 | PA      | $1574518.65    | 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        |     365000 | PA      | $380129.25     | 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        |    3100000 | PA      | $3115820.85    | 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        |    4301485 | PA      | $4037124.69    | 0.02%             | 2041-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                                                  | PROTECTIVE INDUSTRIAL PRODUCTS TERM B 1LN 05/24/2032                                                    | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2240000 | PA      | $2203600.00    | 0.01%             | 2032-05-24      | 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        |      39173 | PA      | $38079.28      | 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        |    6897360 | PA      | $6690438.87    | 0.03%             | 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        |    1854000 | PA      | $1891252.42    | 0.01%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                                                              | TOWNSQUARE MEDIA TERM B 1LN 2/19/2030                                                                   | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |     536625 | PA      | $477596.25     | 0.00%             | 2030-02-19      | 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        |     335000 | PA      | $316758.20     | 0.00%             | 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        |     250000 | PA      | $253080.75     | 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        |        389 | PA      | $396.87        | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 11/01/2051#FS9709                                                                          | CUSIP: 3140XRYF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6360219 | PA      | $5631308.92    | 0.03%             | 2051-11-01      | Fixed         | 0.03%                 | 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        |        362 | PA      | $380.40        | 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        |    3449296 | PA      | $3468980.96    | 0.02%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 5% 09/01/2052#BW9350                                                                          | CUSIP: 3140N2L82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     382284 | PA      | $386302.38     | 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        |    2461257 | PA      | $2371334.69    | 0.01%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-5                                                 | VERUS SECURITIZATION TRUST 2025-5 A1 VAR 06/25/2070 144A                                                | CUSIP: 92540XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3895916 | PA      | $3916144.76    | 0.02%             | 2070-06-25      | Variable      | 0.05%                 | 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        |       6505 | PA      | $5894.05       | 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        |          8 | PA      | $8.10          | 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        |     740000 | PA      | $720065.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 04/01/2045#FM2986                                                                          | CUSIP: 3140X6J85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7060727 | PA      | $6796188.38    | 0.03%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                      | NOVELIS CORP 6.375% 08/15/2033 144A                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     575000 | PA      | $580906.39     | 0.00%             | 2033-08-15      | Fixed         | 0.06%                 | 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        |      17236 | PA      | $14900.69      | 0.00%             | 2041-07-01      | Fixed         | 0.02%                 | 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        |   32489000 | PA      | $32561639.56   | 0.15%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2025-44                                                                   | OCP CLO 2025-44 LTD A TSFR3M+130 10/24/2038 144A                                                        | CUSIP: 67570UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12973000 | PA      | $13001540.60   | 0.06%             | 2038-10-24      | Variable      | 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        |     182000 | PA      | $172037.68     | 0.00%             | 2049-07-15      | Variable      | 0.05%                 | 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        |    1416530 | PA      | $1144933.81    | 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        |      23910 | PA      | $22705.43      | 0.00%             | 2052-07-01      | 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        |       2281 | PA      | $2314.00       | 0.00%             | 2034-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                                                       | GPD COS INC 12.5% 12/31/2029 144A                                                                       | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     777047 | PA      | $650580.39     | 0.00%             | 2029-12-31      | Fixed         | 0.12%                 | 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        |      15496 | PA      | $15518.79      | 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        |     555000 | PA      | $556287.60     | 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        |    2790000 | PA      | $2765292.12    | 0.01%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | 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        |         47 | PA      | $49.75         | 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        |   10500000 | NC      | $348502.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | CAPITAL ONE FIN CORP 3.65% 05/11/2027                                                                   | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   29451000 | PA      | $29187498.07   | 0.14%             | 2027-05-11      | 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        |    9439223 | PA      | $9433323.00    | 0.04%             | 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        |    1225000 | PA      | $1254749.13    | 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        |     522056 | PA      | $491028.80     | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | 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        |     966978 | PA      | $808507.24     | 0.00%             | 2041-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                             | ZF NORTH AMER CAP INC 6.875% 04/23/2032 144A                                                            | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     740000 | PA      | $709587.26     | 0.00%             | 2032-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC                               | MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC A1 TSFR3M+151 04/25/2037 144A                       | CUSIP: 55821YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15620000 | PA      | $15670233.92   | 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        |     775000 | PA      | $445557.47     | 0.00%             | 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        |     955000 | PA      | $994403.59     | 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        |     174802 | PA      | $163244.54     | 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        |      19168 | PA      | $18232.23      | 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        |    7993599 | PA      | $6775656.90    | 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        |     420000 | PA      | $324785.50     | 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        |    2599000 | PA      | $2534213.56    | 0.01%             | 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        |    1375000 | PA      | $1405284.38    | 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        |      24850 | PA      | $24779.13      | 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        |     820000 | PA      | $851431.92     | 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        |      80261 | NS      | $2037826.79    | 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        |       1694 | PA      | $1774.91       | 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        |    3648840 | PA      | $3658939.42    | 0.02%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                             | GOVERNMENT NAT MTG ASSN HECM TSFR1M+71.448 12/20/2063                                                   | CUSIP: 38375UDY3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      82235 | PA      | $82373.59      | 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        |        218 | PA      | $231.46        | 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        |       4569 | PA      | $4635.09       | 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        |       8078 | PA      | $7836.08       | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                              | BEACON MOBILITY CORP 7.25% 08/01/2030 144A                                                              | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1103645.66    | 0.01%             | 2030-08-01      | Fixed         | 0.07%                 | 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        |     776593 | PA      | $763003.03     | 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        |       6055 | PA      | $6144.77       | 0.00%             | 2031-07-25      | 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        |       9677 | PA      | $9394.05       | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                           | BX COML MTG TR 2024-XL4 TSFR1M+194.132 02/15/2039 144A                                                  | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2070075 | PA      | $2075897.46    | 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        |       9920 | PA      | $9934.31       | 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        |       3945 | PA      | $3826.85       | 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        |     194619 | PA      | $193701.18     | 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        |        111 | PA      | $116.99        | 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        |     260000 | PA      | $259209.60     | 0.00%             | 2029-04-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASH BIDCO INC                                                                    | WASH MULTIFAM TERM B 1LN 8/7/2032                                                                       | CUSIP: 93710RAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1065000 | PA      | $1067002.20    | 0.00%             | 2032-08-07      | Variable      | 0.00%                 | 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        |       1644 | PA      | $1551.54       | 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        |    2155000 | PA      | $2155459.02    | 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        |  165526000 | PA      | $155478055.36  | 0.72%             | 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        |    1435000 | PA      | $1496637.56    | 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        |    1993368 | PA      | $1943533.61    | 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        |         72 | PA      | $75.80         | 0.00%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                            | INEOS QUATTRO TERM B 1LN 3/14/2030                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     886900 | PA      | $765687.38     | 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        |    1900000 | PA      | $1900000.00    | 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        |    1598968 | PA      | $1600400.92    | 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        |    1130000 | PA      | $1156573.08    | 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        |    1175000 | PA      | $1208558.00    | 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        |    1240000 | PA      | $1152819.07    | 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        |      22796 | PA      | $22828.18      | 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        |       3579 | PA      | $3584.08       | 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        |     444881 | PA      | $432905.06     | 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        |     687568 | PA      | $685849.08     | 0.00%             | 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        |          6 | PA      | $5.63          | 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        |    1520000 | PA      | $1763126.94    | 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        |    3549000 | PA      | $3522984.20    | 0.02%             | 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        |   12516000 | PA      | $12201788.57   | 0.06%             | 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        |     935000 | PA      | $985758.35     | 0.00%             | 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        |    2128507 | PA      | $2125846.75    | 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        |     300000 | PA      | $365304.05     | 0.00%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 8/42#AP4263                                                                                | CUSIP: 3138M7WZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71818 | PA      | $66765.99      | 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        |    1790000 | PA      | $1864589.30    | 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        |    1773467 | PA      | $1597406.04    | 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        |    8163000 | PA      | $8423667.85    | 0.04%             | 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        |     565000 | PA      | $589368.45     | 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        |        390 | PA      | $397.39        | 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        |    4269300 | PA      | $4266653.03    | 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        |    1015026 | PA      | $1020943.67    | 0.00%             | 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        |    1162000 | PA      | $1033985.37    | 0.00%             | 2053-07-15      | Fixed         | 0.02%                 | 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        |    4372507 | PA      | $3509555.98    | 0.02%             | 2051-02-01      | Fixed         | 0.02%                 | 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        |       5946 | PA      | $6039.78       | 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        |    5362975 | PA      | $5218912.80    | 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        |     104025 | PA      | $104074.30     | 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        |     528515 | PA      | $559237.63     | 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        |   13651000 | PA      | $13650358.40   | 0.06%             | 2035-04-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | US 5YR NOTE (CBT) FUT DEC25 FVZ5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -584 | NC      | $-315815.52    | -0.00%            |  |  |  | No            |                  1 | 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        |    1285000 | PA      | $1282686.49    | 0.01%             | 2026-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                  | SBLOFI SWAP CY885799 12/15/56 S                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |   11900000 | NC      | $-159721.80    | -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        |      27540 | PA      | $28619.07      | 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        |     480000 | PA      | $451815.47     | 0.00%             | 2029-10-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | BARCLAYS PLC 3.543%/VAR 08/14/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    2352000 | PA      | $2774673.55    | 0.01%             | 2031-08-14      | Variable      | 0.04%                 | 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        |     123187 | PA      | $113066.56     | 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        |      78204 | PA      | $74702.81      | 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        |    1132829 | PA      | $1134596.17    | 0.01%             | 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        |     949000 | PA      | $653292.55     | 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        |      84336 | PA      | $79190.28      | 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        |      14937 | PA      | $15170.08      | 0.00%             | 2039-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.0% 02/20/2044#MA1678                                                                          | CUSIP: 36179N2K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     442548 | PA      | $425564.46     | 0.00%             | 2044-02-20      | Fixed         | 0.04%                 | 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        |     780000 | PA      | $712973.20     | 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        |    1596748 | PA      | $1600341.02    | 0.01%             | 2031-09-15      | Variable      | 0.06%                 | 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        |    1462188 | PA      | $1380363.71    | 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        |     585000 | PA      | $618930.00     | 0.00%             | 2036-01-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INTER HLDGS INC                                                       | ALERA TERM 2LN 05/31/2033                                                                               | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |     865000 | PA      | $895275.00     | 0.00%             | 2033-05-31      | Variable      | 0.10%                 | 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        |        407 | PA      | $434.70        | 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        |     575000 | PA      | $723769.85     | 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        |     545000 | PA      | $568162.50     | 0.00%             | 2033-05-10      | Fixed         | 0.06%                 | 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        |          8 | PA      | $7.51          | 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        |      15614 | PA      | $15119.82      | 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        |         65 | PA      | $66.10         | 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        |       7531 | PA      | $7813.77       | 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        |      47115 | PA      | $46096.70      | 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        |       1654 | PA      | $1680.13       | 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        |     551243 | PA      | $515210.17     | 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        |        107 | PA      | $109.36        | 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        |    1729000 | PA      | $1439190.03    | 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        |     422309 | PA      | $404063.98     | 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        |     365000 | PA      | $355929.75     | 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        |    5671000 | PA      | $6218782.36    | 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        |        351 | PA      | $361.80        | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                | DOMINICAN REPUBLIC 6.5% 02/15/2048 144A                                                                 | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     300000 | PA      | $291939.00     | 0.00%             | 2048-02-15      | Fixed         | 0.07%                 | 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        |      97960 | PA      | $97953.00      | 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        |       1701 | PA      | $1601.03       | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                         | CLECO CORPORATE HLDGS LLC 3.375% 09/15/2029                                                             | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    6938000 | PA      | $6479782.43    | 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        |     510000 | PA      | $513052.72     | 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        |   19210000 | NC      | $677195.15     | 0.00%             |  |  |  | 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        |   39245000 | PA      | $35686508.29   | 0.17%             | 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        |    1230000 | PA      | $1287948.99    | 0.01%             | 2030-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 5.5% 04/01/2053#SD7562                                                                        | CUSIP: 3132DVMK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1670157 | PA      | $1705941.62    | 0.01%             | 2053-04-01      | Fixed         | 0.06%                 | 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        |    4280000 | PA      | $4320668.56    | 0.02%             | 2031-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                        | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 10.5% 02/15/2028 144A                        | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2262000 | PA      | $2380144.26    | 0.01%             | 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        |     775000 | PA      | $676364.74     | 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        |          4 | PA      | $4.57          | 0.00%             | 2028-01-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | FX Forward: USD/CAD settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $631.93        | 0.00%             |  |  |  | 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        |   11209279 | PA      | $8507445.10    | 0.04%             | 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        |     553000 | PA      | $258195.42     | 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        |      78654 | PA      | $75219.01      | 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        |      13095 | PA      | $13253.30      | 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        |     749092 | PA      | $655986.26     | 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        |    5890000 | PA      | $5574413.80    | 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        |     243307 | PA      | $231570.62     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                                                | PUBLICIS GROUPE SA 3.375% 06/12/2032 REGS                                                               | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1515593.59    | 0.01%             | 2032-06-12      | Fixed         | 0.03%                 | 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        |      10609 | PA      | $10310.89      | 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        |    1155000 | PA      | $1198481.13    | 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        |      21742 | PA      | $20274.73      | 0.00%             | 2044-12-10      | 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 4.125% 04/30/2028 144A                               | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1714186.34    | 0.01%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| 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        |     656000 | PA      | $659275.15     | 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        |     765000 | PA      | $797405.40     | 0.00%             | 2031-12-01      | Fixed         | 0.07%                 | 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        |    5056800 | PA      | $5050485.48    | 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        |   14495654 | PA      | $11870431.46   | 0.06%             | 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        |     217048 | PA      | $206110.76     | 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        |      11983 | PA      | $11982.83      | 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        |     819557 | PA      | $865151.91     | 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        |    2040000 | PA      | $1876404.85    | 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        |    3748646 | PA      | $3296484.07    | 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        |     579173 | PA      | $579717.08     | 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        |        665 | PA      | $682.03        | 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        |        192 | PA      | $199.51        | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | 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        |       7915 | PA      | $8152.69       | 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        |    3745000 | PA      | $3888624.50    | 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        |      10583 | PA      | $10598.16      | 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        |     110034 | PA      | $109977.81     | 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        |     840000 | PA      | $798000.00     | 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        |    1230000 | PA      | $709562.40     | 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        |     887000 | PA      | $839207.91     | 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        |        107 | PA      | $109.03        | 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        |     797000 | PA      | $882630.86     | 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        |     728675 | PA      | $702805.91     | 0.00%             | 2047-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                       | SKECHERS TERM B 1LN 06/28/2032                                                                          | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    1530000 | PA      | $1538919.90    | 0.01%             | 2032-06-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B27 MTG TR                                                         | BENCHMARK 2021-B27 C MTG TR CSTR 7/15/2054                                                              | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11003676 | PA      | $562340.68     | 0.00%             | 2054-07-15      | Variable      | 0.01%                 | 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        |     785000 | PA      | $757635.92     | 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        |    4356038 | PA      | $3822423.10    | 0.02%             | 2039-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.0% 01/20/2045#MA2522                                                                          | CUSIP: 36179QYT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1448771 | PA      | $1391087.46    | 0.01%             | 2045-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                    | FEDERAL NAT MTG ASN GTD REM PA 6% 06/25/2045                                                            | CUSIP: 3136ANY68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     535762 | PA      | $76843.55      | 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        |      28129 | PA      | $25567.92      | 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        |    1544000 | PA      | $1419147.37    | 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        |      34619 | PA      | $32899.25      | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOVOS COMPLIANCE LLC                                                              | SOVOS COMPLIANCE TERM B 1LN 8/13/2029                                                                   | CUSIP: 84611YAF7<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |     720781 | PA      | $721775.85     | 0.00%             | 2029-08-13      | Variable      | 0.07%                 | 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        |     239874 | PA      | $226371.12     | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                            | CALUMET SPEC PROD PRT/FIN CORP 8.125% 01/15/2027 144A                                                   | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     960000 | PA      | $957525.22     | 0.00%             | 2027-01-15      | Fixed         | 0.08%                 | 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        |      34692 | PA      | $34738.32      | 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        |      29005 | PA      | $28251.72      | 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        |      56890 | PA      | $45519.70      | 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        |    4943000 | PA      | $5143260.70    | 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        |     452274 | PA      | $403010.88     | 0.00%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                            | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC 10% 01/15/2031 144A                              | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3145000 | PA      | $2971679.05    | 0.01%             | 2031-01-15      | Fixed         | 0.10%                 | 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        |      71011 | PA      | $74117.62      | 0.00%             | 2034-02-01      | Fixed         | 0.06%                 | 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        |     780000 | PA      | $796443.96     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| LEIA FINCO US LLC                                                                 | DARKTRACE TERM 2LN 10/9/2032                                                                            | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     790000 | PA      | $791232.40     | 0.00%             | 2032-10-09      | Variable      | 0.10%                 | 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        |        436 | PA      | $451.94        | 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        |     812224 | PA      | $790696.26     | 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        |      84298 | PA      | $80049.72      | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | 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        |   12096000 | PA      | $12130352.64   | 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        |    1203000 | PA      | $1116794.22    | 0.01%             | 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        |      64392 | PA      | $63003.86      | 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        |         88 | PA      | $89.59         | 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        |    1979255 | PA      | $1781390.33    | 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        |   13250000 | PA      | $12766581.97   | 0.06%             | 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        |       5578 | PA      | $5585.28       | 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        |     595000 | PA      | $565621.88     | 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        |     700000 | PA      | $709033.50     | 0.00%             | 2028-04-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                         | BLOCK INC 6% 08/15/2033 144A                                                                            | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     855000 | PA      | $877786.36     | 0.00%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4.0% 11/01/2040#AB1801                                                                        | CUSIP: 31416XAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     892213 | PA      | $868722.26     | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                                                                  | ALIXPARTNERS TERM B 1LN 8/12/2032                                                                       | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    1630424 | PA      | $1623624.77    | 0.01%             | 2032-08-12      | Variable      | 0.06%                 | 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        |        443 | PA      | $450.43        | 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        |      90953 | PA      | $88572.04      | 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        |      38796 | PA      | $36614.41      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | 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        |     611204 | PA      | $512066.61     | 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        |   17346060 | PA      | $15330192.83   | 0.07%             | 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        |      17947 | PA      | $15475.31      | 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: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     380000 | PA      | $433428.00     | 0.00%             | 2044-01-15      | 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        |      14648 | PA      | $14612.37      | 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        |    1095000 | PA      | $1103938.49    | 0.01%             | 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        |     227126 | PA      | $208666.47     | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | 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        |      12900 | PA      | $12918.76      | 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        |         46 | PA      | $48.25         | 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        |     138665 | PA      | $110604.77     | 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        |       6241 | PA      | $6058.93       | 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        |     118612 | PA      | $116197.89     | 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        |    1300000 | PA      | $1627323.20    | 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        |     439167 | PA      | $418112.92     | 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        |    2433301 | PA      | $2549324.33    | 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        |     252257 | PA      | $262753.66     | 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        |      14221 | PA      | $14239.19      | 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        |    6017900 | PA      | $6014138.69    | 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        |    2300000 | PA      | $2612407.33    | 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        |      13067 | PA      | $13269.77      | 0.00%             | 2033-06-01      | Variable      | 0.06%                 | 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        |    1782725 | PA      | $1567448.22    | 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        |        511 | PA      | $528.05        | 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        |      62885 | PA      | $61604.57      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAR AL-ARKAN SUKUK CO LTD                                                         | DAR AL-ARKAN SUKUK CO LTD 7.25% 07/02/2030 REGS                                                         | CUSIP: N/A<br>LEI: 5493000UYHRBXEIYUQ69       | Long             | DBT              | CORP              | KY        |     705000 | PA      | $705987.00     | 0.00%             | 2030-07-02      | 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        |  115202000 | PA      | $94731144.90   | 0.44%             | 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        |         50 | PA      | $51.70         | 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        |     418462 | PA      | $316984.63     | 0.00%             | 2028-06-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL   | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033         | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14572000 | PA      | $13700180.26   | 0.06%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                | JPSW SWAP CDS 12/20/30 CMZB B                                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    2700000 | NC      | $37778.09      | 0.00%             |  |  |  | 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        |      21878 | PA      | $20931.80      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                                 | VERTIV TERM B 1LN 8/12/2032                                                                             | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    2537971 | PA      | $2536220.16    | 0.01%             | 2032-08-12      | Variable      | 0.06%                 | 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        |    4952828 | PA      | $4940445.59    | 0.02%             | 2030-12-11      | Variable      | 0.08%                 | 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        |    1842000 | PA      | $1911594.02    | 0.01%             | 2029-11-01      | Fixed         | 0.08%                 | 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        |      57282 | PA      | $57091.92      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | 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        |     430000 | PA      | $326199.08     | 0.00%             | 2061-11-15      | Fixed         | 0.03%                 | No            |                  3 | 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        |    1590000 | PA      | $1511714.92    | 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        |    4278040 | PA      | $4442584.47    | 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        |    2706787 | PA      | $2695364.59    | 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        |     725000 | PA      | $744612.70     | 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        |     189000 | PA      | $144103.65     | 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        |      32803 | PA      | $30282.15      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                             | AECOM 6% 08/01/2033 144A                                                                                | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2337299.95    | 0.01%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DK TR 2024-SPBX                                                                   | DK TR 2024-SPBX TSFR1M+400 03/15/2034 144A                                                              | CUSIP: 23346LAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1603000 | PA      | $1608157.65    | 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        |     590000 | PA      | $513949.24     | 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        |    1375000 | PA      | $1261872.98    | 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        |     401934 | PA      | $391151.45     | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ                                            | VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ C VAR 07/13/2044 144A                                            | CUSIP: 91825CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1425000 | PA      | $1439965.21    | 0.01%             | 2044-07-13      | Variable      | 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        |        166 | PA      | $174.37        | 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: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1910000 | PA      | $2424267.50    | 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        |   12707000 | PA      | $13146729.04   | 0.06%             | 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        |    1005000 | PA      | $1053993.75    | 0.00%             | 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        |          1 | PA      | $1.37          | 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        |    2110000 | PA      | $2132663.51    | 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        |      22345 | PA      | $21235.10      | 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        |       7345 | PA      | $6704.32       | 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        |        122 | PA      | $122.43        | 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        |    3155000 | PA      | $3054953.69    | 0.01%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| MAGNETITE XXVIII LTD                                                              | MAGNETITE XXVIII LTD A1RR TSFR3M+124 01/15/2038 144A                                                    | CUSIP: 55955LAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15208000 | PA      | $15221641.58   | 0.07%             | 2038-01-15      | Variable      | 0.06%                 | 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        |     555000 | PA      | $582750.00     | 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        |    5062975 | PA      | $5070721.35    | 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        |       1980 | PA      | $2013.92       | 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        |      15913 | PA      | $16161.49      | 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        |   20142981 | PA      | $20149869.74   | 0.09%             | 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        |    1880000 | PA      | $1694575.60    | 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        |      30174 | PA      | $29416.62      | 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        |      10608 | PA      | $10313.44      | 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        |     655000 | PA      | $655818.75     | 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        |     100586 | PA      | $96193.68      | 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        |    3984396 | PA      | $3367353.65    | 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        |      32925 | PA      | $32142.77      | 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        |     940000 | PA      | $961700.78     | 0.00%             | 2031-06-30      | Fixed         | 0.04%                 | 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        |       4765 | PA      | $4619.82       | 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        |      64000 | PA      | $64464.00      | 0.00%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | US LONG BOND(CBT) FUT DEC25 USZ5                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        319 | NC      | $261269.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 2.5% 10/01/2050#CA7229                                                                        | CUSIP: 3140QFA74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15475091 | PA      | $13122069.00   | 0.06%             | 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: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   24000000 | PA      | $19440000.00   | 0.09%             | 2050-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4% 06/30/2032                                                                                 | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100000000 | PA      | $100515625.00  | 0.47%             | 2032-06-30      | Fixed         | 0.04%                 | 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        |    1490000 | PA      | $976303.88     | 0.00%             | 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        |      41804 | PA      | $33540.75      | 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        |      14237 | PA      | $13474.98      | 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        |      25889 | PA      | $23958.31      | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                                                        | KINDERCARE LEARNING TERM B 1LN 06/12/2030                                                               | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    2138442 | PA      | $2140216.83    | 0.01%             | 2030-06-12      | Variable      | 0.07%                 | 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        |     325557 | PA      | $311481.01     | 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        |    2400796 | PA      | $2077198.40    | 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        |      15241 | PA      | $15261.79      | 0.00%             | 2034-04-01      | Fixed         | 0.04%                 | 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        |         19 | PA      | $19.56         | 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        |    2500000 | PA      | $2503038.50    | 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        |         77 | PA      | $77.73         | 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        |      82369 | PA      | $80794.86      | 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        |   15947418 | PA      | $14069936.80   | 0.07%             | 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        |    1680000 | PA      | $1394515.89    | 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        |       6641 | PA      | $6650.14       | 0.00%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                           | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.25% 12/15/2029 144A                                           | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     560000 | PA      | $594829.20     | 0.00%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                | LUMEN TECHNOLOGIES 4.5% 01/15/2029 144A                                                                 | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     264000 | PA      | $240239.24     | 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        |     690000 | PA      | $723082.74     | 0.00%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 5.0% 05/15/2033#604338                                                                        | CUSIP: 36200MLT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1806 | PA      | $1828.35       | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 12/01/2045#AS6302                                                                        | CUSIP: 3138WGAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21085 | PA      | $19547.33      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA II 3.5% 07/20/2052#MA8149                                                                          | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22047865 | PA      | $20122863.59   | 0.09%             | 2052-07-20      | Fixed         | 0.04%                 | 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        |         37 | PA      | $38.82         | 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        |     196675 | PA      | $206771.84     | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL KPN NV (KONINKLIJKE KPN)                                                    | ROYAL KPN NV (KONINKLIJKE KPN) 3.875% 02/16/2036 REGS                                                   | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $468087.79     | 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        |   19096000 | PA      | $19156858.95   | 0.09%             | 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        |   15000000 | PA      | $15607923.00   | 0.07%             | 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        |      14173 | PA      | $14125.92      | 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        |      20108 | PA      | $20740.02      | 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        |    1015000 | PA      | $1045139.41    | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                        | CAPITAL ONE FIN CORP 6.377%/VAR 06/08/2034                                                              | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3571000 | PA      | $3841300.06    | 0.02%             | 2034-06-08      | Variable      | 0.06%                 | 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        |    9084000 | PA      | $9085344.43    | 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        |     120000 | PA      | $110664.00     | 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        |    3568524 | PA      | $3544757.51    | 0.02%             | 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        |     365000 | PA      | $387854.48     | 0.00%             | 2033-01-17      | Fixed         | 0.07%                 | 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        |     402674 | PA      | $401417.21     | 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: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     460000 | PA      | $450399.80     | 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        |    1175000 | PA      | $1211792.78    | 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        |     585000 | PA      | $599479.34     | 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        |         88 | PA      | $89.71         | 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        |     890000 | PA      | $892207.20     | 0.00%             | 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        |    1330000 | PA      | $1325422.41    | 0.01%             | 2027-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| 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        |     294000 | PA      | $268758.81     | 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        |          2 | PA      | $2.25          | 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        |       4849 | PA      | $5006.65       | 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        |    3018178 | PA      | $3012896.09    | 0.01%             | 2031-02-24      | Variable      | 0.06%                 | 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        |       8173 | PA      | $7107.26       | 0.00%             | 2035-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.5% 09/30/2029                                                                               | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  257500000 | PA      | $256121973.30  | 1.19%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.00% 2/41 #738002                                                                                 | CUSIP: 3620AR3K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22626 | PA      | $21963.47      | 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        |    6505267 | PA      | $5463271.24    | 0.03%             | 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        |      15621 | PA      | $14753.57      | 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        |     106000 | PA      | $104395.47     | 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        |    1155000 | PA      | $1194339.30    | 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        |     228000 | PA      | $209518.96     | 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        |     375000 | PA      | $386366.25     | 0.00%             | 2034-07-30      | Fixed         | 0.06%                 | 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        |      76682 | PA      | $71923.77      | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 02/01/2052#QD7331                                                                          | CUSIP: 3133B5EC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     749555 | PA      | $655454.40     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                                         | EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1440054.35    | 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        |      26221 | PA      | $20138.21      | 0.00%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3% 05/20/2052#MA8043                                                                            | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   61580629 | PA      | $54575906.31   | 0.25%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 30YR 4% 07/15/2046#AT7623                                                                          | CUSIP: 36194GPG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23903 | PA      | $22658.16      | 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        |    1792810 | PA      | $1447387.41    | 0.01%             | 2050-07-01      | Fixed         | 0.02%                 | 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        |       1496 | PA      | $1580.87       | 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        |    3851000 | PA      | $3978676.05    | 0.02%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 7.50% 11/28 #457257                                                                                | CUSIP: 31381C5S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        117 | PA      | $119.04        | 0.00%             | 2028-11-01      | Fixed         | 0.07%                 | 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        |    5507565 | PA      | $4823018.80    | 0.02%             | 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        |     435409 | PA      | $436013.73     | 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        |       5372 | PA      | $5648.28       | 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        |     495495 | PA      | $483718.36     | 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        |        133 | PA      | $136.28        | 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        |     109059 | PA      | $97827.91      | 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        |    2365952 | PA      | $2480242.93    | 0.01%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                           | JETBLUE AIRWAYS/LOYALTY 9.875% 09/20/2031 144A                                                          | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1858207.97    | 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        |    3101140 | PA      | $3102752.63    | 0.01%             | 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        |    1034673 | PA      | $1018463.23    | 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        |    3100000 | NC      | $-26824.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                                                            | SEMPRA 6% 10/15/2039                                                                                    | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    5447000 | PA      | $5562384.51    | 0.03%             | 2039-10-15      | Fixed         | 0.06%                 | 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        |     650000 | PA      | $653849.95     | 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        |      13575 | PA      | $13261.79      | 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        |      84854 | PA      | $82442.92      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                           | ALABAMA POWER CO 3.05% 03/15/2032                                                                       | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   13712000 | PA      | $12567979.87   | 0.06%             | 2032-03-15      | Fixed         | 0.03%                 | 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        |     101515 | PA      | $99044.86      | 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        |   17770000 | NC      | $628007.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2% 10/01/2055 #TBA                                                                              | CUSIP: 21H0206A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  127725000 | PA      | $104533396.99  | 0.49%             | 2055-10-01      | Fixed         | 0.02%                 | 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        |     724000 | PA      | $722495.38     | 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        |     977952 | PA      | $896447.19     | 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        |        268 | PA      | $282.85        | 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        |       7240 | PA      | $7356.10       | 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        |    1500000 | PA      | $1788006.14    | 0.01%             | 2035-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL LTD                                                      | PHOENIX AVIATION CAPITAL LTD 9.25% 07/15/2030 144A                                                      | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    1170000 | PA      | $1240078.32    | 0.01%             | 2030-07-15      | Fixed         | 0.09%                 | 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        |       7999 | PA      | $8009.27       | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | 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        |    1320000 | PA      | $1306232.40    | 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        |      44758 | PA      | $43522.40      | 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        |     283000 | PA      | $252062.86     | 0.00%             | 2054-11-15      | Fixed         | 0.03%                 | 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        |    1534000 | PA      | $1533064.72    | 0.01%             | 2035-03-15      | Variable      | 0.10%                 | 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        |    1775000 | PA      | $2108051.98    | 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        |     830000 | PA      | $832290.80     | 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        |    4360206 | PA      | $3572939.15    | 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        |      18900 | NS      | $397089.00     | 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        |    4390215 | PA      | $4290227.07    | 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        |          8 | PA      | $7.52          | 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        |       3885 | PA      | $3864.91       | 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        |    1366000 | PA      | $1217335.83    | 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        |       1434 | PA      | $1504.87       | 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        |    7100000 | PA      | $7138119.90    | 0.03%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                       | DEL MONTE FOODS CORP II INC PIK TERM TLA DIP 03/30/2026                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2758157 | PA      | $2629433.36    | 0.01%             | 2026-03-30      | Variable      | 0.14%                 | 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        |      38288 | PA      | $35435.70      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRANT POINT CLO 2025-8 LTD                                                        | BRANT POINT CLO 2025-8A LTD D1 TSFR3M+285 03/31/2038 144A                                               | CUSIP: 10548AAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     265000 | PA      | $265000.00     | 0.00%             | 2038-03-31      | Variable      | 0.03%                 | 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        |       2588 | PA      | $2418.48       | 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        |      66231 | NS      | $13476098.14   | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| GSAT TRUST 2025-BMF                                                               | GSAT TRUST 2025-BMF VAR 07/15/2030 144A                                                                 | CUSIP: 36271XAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1554000 | PA      | $1550073.04    | 0.01%             | 2040-07-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MTG TR                                                              | LIFE 2021-BMR MTG TR TSFR1M+121.448 03/15/2036 144A                                                     | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     223105 | PA      | $222128.80     | 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        |      11547 | PA      | $10926.21      | 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        |    1538000 | PA      | $1582862.84    | 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        |        813 | PA      | $839.79        | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES TR 2024-IND2                                                                 | ARES TR 2024-IND2 F TSFR1M+403.9 10/15/2034 144A                                                        | CUSIP: 04021EAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1164000 | PA      | $1166413.44    | 0.01%             | 2034-10-15      | Variable      | 0.08%                 | 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        |    4659605 | PA      | $4455265.63    | 0.02%             | 2063-10-25      | Fixed         | 0.04%                 | 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        |    6042000 | PA      | $5727136.28    | 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        |    2013737 | PA      | $1765577.72    | 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        |      18093 | PA      | $18119.58      | 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        |     170416 | PA      | $172988.16     | 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        |      51731 | PA      | $51655.75      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGNE 2023-36A                                                                    | MAGNE 2023-36A AR TSFR3M+132 07/25/2038 144A                                                            | CUSIP: 559922AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12120000 | PA      | $12157329.60   | 0.06%             | 2038-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | MORGAN STANLEY 3.622%/VAR 04/01/2031                                                                    | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   21065000 | PA      | $20381727.23   | 0.09%             | 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        |     672740 | PA      | $627493.42     | 0.00%             | 2043-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | FX Forward: USD/EUR settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $2315856.95    | 0.01%             |  |  |  | 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        |     879586 | PA      | $703793.33     | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | 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        |     167837 | PA      | $164578.06     | 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        |    1076000 | PA      | $1097160.29    | 0.01%             | 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        |   10510703 | PA      | $10830121.35   | 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        |        355 | PA      | $353.52        | 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        |    2275000 | PA      | $2058291.05    | 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        |     964000 | PA      | $921972.78     | 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        |    1086310 | PA      | $901636.90     | 0.00%             | 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        |     732000 | PA      | $678212.42     | 0.00%             | 2029-01-15      | Fixed         | 0.06%                 | 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        |     126600 | PA      | $2507.96       | 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        |    1115000 | PA      | $1156804.70    | 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        |       8922 | PA      | $8882.23       | 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        |    8699000 | PA      | $8698443.26    | 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        |    4816233 | PA      | $5003234.20    | 0.02%             | 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        |     350000 | PA      | $346286.50     | 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        |       1930 | PA      | $1988.01       | 0.00%             | 2034-11-15      | Fixed         | 0.07%                 | 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        |    6739000 | PA      | $6914685.73    | 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        |      26307 | PA      | $26715.62      | 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        |     780000 | PA      | $807300.00     | 0.00%             | 2035-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 10/01/2051#QC8516                                                                          | CUSIP: 3133ATN98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     774138 | PA      | $678644.80     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                             | BERMUDA GOVERNMENT OF 3.717% 01/25/2027 144A                                                            | CUSIP: 085209AD6<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    1185000 | PA      | $1171668.75    | 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        |    2126000 | PA      | $1865713.82    | 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        |    3716851 | PA      | $3848389.46    | 0.02%             | 2054-11-01      | Fixed         | 0.06%                 | 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        |      15699 | PA      | $15705.22      | 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        |       5173 | PA      | $5253.74       | 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        |     559772 | PA      | $513990.19     | 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        |    1810000 | PA      | $1791690.11    | 0.01%             | 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        |     385000 | PA      | $400303.75     | 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        |       5510 | PA      | $5595.51       | 0.00%             | 2039-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 11/01/2051#FM9632                                                                          | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4917607 | PA      | $4321754.99    | 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        |    1800000 | PA      | $1981351.24    | 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        |    4444149 | PA      | $4439971.25    | 0.02%             | 2028-12-11      | Variable      | 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        |       4241 | PA      | $4241.71       | 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        |       2098 | PA      | $1977.23       | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC                        | BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC 9.5% 07/01/2032 144A                         | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1612664.84    | 0.01%             | 2032-07-01      | Fixed         | 0.10%                 | 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        |       2687 | PA      | $2691.01       | 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        |     356000 | PA      | $323374.24     | 0.00%             | 2054-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                       | STAPLES INC 12.75% 01/15/2030 144A                                                                      | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    1588025 | PA      | $1130360.64    | 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        |        706 | PA      | $717.60        | 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        |       8865 | PA      | $8874.80       | 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        |     655000 | PA      | $438777.95     | 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        |       3861 | PA      | $3512.23       | 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        |    3422938 | PA      | $3437901.38    | 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        |    1045653 | PA      | $1043038.54    | 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        |    8074534 | PA      | $6511236.55    | 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        |     324472 | PA      | $321324.77     | 0.00%             | 2044-06-15      | Variable      | 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        |    2943932 | PA      | $2589984.11    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TRANSDIGM INC 6.75% 01/31/2034 144A                                                                     | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $2043878.13    | 0.01%             | 2034-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                       | AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A                                                      | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   21312000 | PA      | $21275736.78   | 0.10%             | 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        |    1280000 | PA      | $1247756.80    | 0.01%             | 2029-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 4% 03/01/2051#FM7460                                                                          | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21289677 | PA      | $20156984.96   | 0.09%             | 2051-03-01      | Fixed         | 0.04%                 | 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        |      74642 | PA      | $74382.40      | 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        |      18494 | PA      | $19266.84      | 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        |    1681000 | PA      | $1739866.28    | 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        |     235000 | PA      | $245380.66     | 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        |    1119000 | PA      | $1278457.50    | 0.01%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                                                                | CDK GLOBAL TERM B 1LN 07/06/2029                                                                        | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1490000 | PA      | $1243345.40    | 0.01%             | 2029-07-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                             | INDONESIA REPUBLIC OF 3.2% 09/23/2061                                                                   | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     645000 | PA      | $404898.75     | 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        |    1144889 | PA      | $1146274.62    | 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        |     270000 | PA      | $188495.10     | 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        |    3699000 | PA      | $3546258.71    | 0.02%             | 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        |   10467000 | PA      | $8301062.43    | 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        |        344 | PA      | $351.01        | 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        |    1329000 | PA      | $1335358.07    | 0.01%             | 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        |    2544000 | PA      | $2550342.19    | 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        |    8937232 | PA      | $9371051.06    | 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        |         14 | PA      | $13.83         | 0.00%             | 2026-06-01      | 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        |    1200000 | PA      | $1252533.60    | 0.01%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| CANO HEALTH LLC                                                                   | CANO HEALTH LLC WT                                                                                      | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |       7062 | NS      | $24222.66      | 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        |       8736 | PA      | $8888.21       | 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        |     642110 | PA      | $656730.84     | 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        |      49030 | PA      | $39108.05      | 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        |      67351 | PA      | $70433.97      | 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        |   10610000 | PA      | $10610850.50   | 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        |   11642601 | PA      | $11260058.53   | 0.05%             | 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        |    1330000 | PA      | $1347829.98    | 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        |     645000 | PA      | $587917.50     | 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        |        448 | PA      | $462.63        | 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        |       3219 | PA      | $3263.44       | 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        |         40 | PA      | $40.61         | 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        |      80521 | PA      | $78053.66      | 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        |    1800000 | PA      | $1603800.00    | 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        |     960000 | PA      | $968747.52     | 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        |       3145 | PA      | $3222.51       | 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        |     245000 | PA      | $243407.94     | 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        |       3051 | PA      | $3099.08       | 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        |     101735 | PA      | $99269.18      | 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        |    2763000 | PA      | $2809556.55    | 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        |      27804 | PA      | $25950.29      | 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        |     550000 | PA      | $594000.00     | 0.00%             |  |  |  | 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        |     880000 | PA      | $858554.40     | 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        |      42331 | PA      | $41455.86      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | 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        |        974 | PA      | $968.81        | 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        |    1001190 | PA      | $835794.33     | 0.00%             | 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        |       2312 | PA      | $2398.24       | 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        |          4 | PA      | $3.96          | 0.00%             | 2027-10-01      | Fixed         | 0.07%                 | 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        |    3812000 | PA      | $3626163.48    | 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        |    1618395 | PA      | $1595800.36    | 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        |    5163932 | PA      | $4551143.58    | 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        |    1045000 | PA      | $1108590.34    | 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        |      13058 | PA      | $13681.28      | 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        |      30499 | PA      | $30460.47      | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | 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        |      42916 | PA      | $41234.03      | 0.00%             | 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        |     425000 | PA      | $417775.00     | 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        |     189000 | PA      | $144052.79     | 0.00%             | 2053-05-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                              | PARAGUAY REPUBLIC OF 4.95% 04/28/2031 144A                                                              | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1050000 | PA      | $1050656.25    | 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        |    1000000 | PA      | $1424248.49    | 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        |      54818 | PA      | $53348.36      | 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        |    4719000 | PA      | $4724898.75    | 0.02%             | 2035-06-15      | Variable      | 0.06%                 | 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        |       1340 | PA      | $1420.05       | 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        |    5200000 | PA      | $4432449.32    | 0.02%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 5% 10/01/2055 #TBA                                                                              | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   99700000 | PA      | $98558425.03   | 0.46%             | 2055-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                    | GNMA 4.50% 3/41 #783276                                                                                 | CUSIP: 36241LT97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5488 | PA      | $5467.79       | 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        |       5767 | PA      | $5772.82       | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL   | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029         | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8676000 | PA      | $9119604.31    | 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        |         29 | PA      | $29.54         | 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        |     163014 | PA      | $158366.20     | 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        |       2088 | PA      | $2120.62       | 0.00%             | 2041-06-15      | Fixed         | 0.05%                 | 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        |       5259 | PA      | $5124.04       | 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        |    1280000 | PA      | $1277107.20    | 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        |      26903 | PA      | $26942.44      | 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        |      51834 | PA      | $51838.52      | 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        |    1108465 | PA      | $1105970.52    | 0.01%             | 2030-02-28      | Variable      | 0.08%                 | 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        |      13924 | PA      | $13122.50      | 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        |      10875 | PA      | $10611.12      | 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        |      18593 | PA      | $18871.64      | 0.00%             | 2039-01-15      | Fixed         | 0.05%                 | 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        |      51449 | PA      | $49272.26      | 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        |   18502000 | PA      | $18522298.36   | 0.09%             | 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        |      22547 | PA      | $22453.03      | 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        |     282000 | PA      | $117921.46     | 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        |       2928 | PA      | $3078.46       | 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        |      14894 | PA      | $14910.69      | 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        |     416000 | PA      | $286944.40     | 0.00%             | 2055-06-15      | Fixed         | 0.03%                 | No            |                  2 | 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        |      13109 | PA      | $12719.79      | 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        |   14290000 | PA      | $14329911.97   | 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        |      60647 | PA      | $60325.87      | 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        |    1500000 | NC      | $99699.89      | 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        |       6059 | PA      | $6155.18       | 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        |      47944 | PA      | $43847.95      | 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        |        143 | PA      | $148.30        | 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        |      41525 | PA      | $40705.30      | 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        |        613 | PA      | $645.37        | 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        |   11495000 | PA      | $11848757.94   | 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        |     880000 | PA      | $794200.00     | 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        |       9696 | PA      | $9656.41       | 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        |    1380000 | PA      | $1377417.74    | 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        |     750000 | PA      | $739125.00     | 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        |      77800 | PA      | $75765.02      | 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        |    1010000 | PA      | $926556.63     | 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        |       3952 | PA      | $4013.18       | 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        |    3170000 | PA      | $2718275.00    | 0.01%             | 2029-10-15      | Fixed         | 0.06%                 | 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        |    1070000 | PA      | $812039.05     | 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        |       1012 | PA      | $1072.71       | 0.00%             | 2037-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                 | TELUS CORPORATION 6.625%/VAR 10/15/2055                                                                 | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    1217000 | PA      | $1238097.16    | 0.01%             | 2055-10-15      | Variable      | 0.07%                 | 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        |     403000 | PA      | $398340.31     | 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        |      11025 | NS      | $238581.00     | 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        |     269684 | PA      | $258454.16     | 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        |    8475000 | PA      | $8276296.00    | 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        |       3775 | PA      | $3916.09       | 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        |       3379 | PA      | $3283.97       | 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        |     250000 | NC      | $39977.20      | 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        |     370000 | PA      | $372220.00     | 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        |    1535000 | PA      | $1468611.25    | 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        |    1648837 | PA      | $1079987.94    | 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        |   15008650 | PA      | $7147869.56    | 0.03%             | 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        |     363953 | PA      | $342007.32     | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | 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        |    4734214 | PA      | $4751424.83    | 0.02%             | 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        |    9219000 | PA      | $8213716.45    | 0.04%             | 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        |        121 | PA      | $122.11        | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                  | WAND NEWCO 3 INC 7.625% 01/30/2032 144A                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     890000 | PA      | $941632.46     | 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        |        472 | PA      | $494.89        | 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        |     680000 | PA      | $646592.42     | 0.00%             | 2031-04-01      | Fixed         | 0.04%                 | 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        |   16104819 | PA      | $14008259.87   | 0.07%             | 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        |    1800000 | PA      | $1887035.40    | 0.01%             | 2028-11-15      | Fixed         | 0.10%                 | No            |                  2 | 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        |    1650000 | PA      | $1526673.72    | 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        |   30571000 | PA      | $30751318.46   | 0.14%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                   | CORNERSTONE BUILDING BRANDS INC 6.125% 01/15/2029 144A                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     665000 | PA      | $512050.00     | 0.00%             | 2029-01-15      | Fixed         | 0.06%                 | 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        |   12891000 | PA      | $11029388.78   | 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        |    4402604 | PA      | $3718341.33    | 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        |      16896 | PA      | $16920.54      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                       | FX Forward: USD/EUR settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $1125.78       | 0.00%             |  |  |  | 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        |        131 | PA      | $137.46        | 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        |    2863359 | PA      | $2732221.91    | 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        |    1277000 | PA      | $1270615.00    | 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        |   20675000 | PA      | $20906744.63   | 0.10%             | 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        |          9 | PA      | $8.73          | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | 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        |     800000 | PA      | $798069.84     | 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        |     865050 | PA      | $859597.50     | 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        |    4592000 | PA      | $459.20        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                              | FRONTIER TERM B 1LN 07/01/2031                                                                          | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3249690 | PA      | $3244263.43    | 0.02%             | 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        |     100000 | PA      | $100765.00     | 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        |    3776832 | PA      | $3841231.44    | 0.02%             | 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        |     297763 | PA      | $294102.37     | 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        |     203274 | PA      | $193468.53     | 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        |        579 | PA      | $588.05        | 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        |     430000 | PA      | $346548.01     | 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        |      62919 | PA      | $61249.09      | 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        |    7835000 | PA      | $7817610.61    | 0.04%             | 2025-11-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                        | AMNEAL PHARMACEUTICALS TERM B 1LN 08/02/2032                                                            | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    1615000 | PA      | $1623075.00    | 0.01%             | 2032-08-02      | Variable      | 0.08%                 | 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        |    2646004 | PA      | $2317953.88    | 0.01%             | 2051-09-01      | 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        |   13262000 | PA      | $13301759.48   | 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        |     355000 | PA      | $366461.53     | 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        |     480000 | PA      | $506702.40     | 0.00%             | 2034-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3% 10/01/2055 #TBA                                                                              | CUSIP: 21H0306A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25000000 | PA      | $22136565.00   | 0.10%             | 2055-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 6.5% 01/01/2054#CB7801                                                                        | CUSIP: 3140QTU31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6882840 | PA      | $7210484.75    | 0.03%             | 2054-01-01      | 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        |       5208 | PA      | $907.41        | 0.00%             | 2035-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                                                                     | ALBEMARLE CORP 7.25% PC PERP                                                                            | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |      15721 | NS      | $621293.92     | 0.00%             |  |  |  | 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        |    6892776 | PA      | $5788710.52    | 0.03%             | 2051-12-01      | Fixed         | 0.03%                 | 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        |     994000 | PA      | $727782.15     | 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        |         47 | PA      | $49.25         | 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        |     960000 | PA      | $832735.10     | 0.00%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CONSTRUCTION PARTNERS INC                                                         | CONSTRUCTION PARTNERS TERM B 1LN 11/03/2031                                                             | CUSIP: 21043XAH5<br>LEI: 549300G4ICXJKQN32X70 | Long             | LON              | CORP              | US        |    1388025 | PA      | $1390912.09    | 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        |        271 | PA      | $276.46        | 0.00%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                               | TALLGRASS ENERGY TERM B 1LN 08/01/2029                                                                  | CUSIP: 73955HAF1<br>LEI: 254900Q6KU2LVSIISH22 | Long             | LON              | CORP              | US        |     765342 | PA      | $769550.95     | 0.00%             | 2029-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3% 04/01/2049#MA3644                                                                          | CUSIP: 31418DBN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26605 | PA      | $23456.18      | 0.00%             | 2049-04-01      | Fixed         | 0.03%                 | 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        |    2500000 | PA      | $2241344.70    | 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        |    2624614 | PA      | $2616906.32    | 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        |    5746107 | PA      | $5828673.63    | 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        |       7100 | NS      | $180599.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCOLOMBIA SA                                                                    | BANCOLOMBIA SA T5Y+NA 12/24/2034                                                                        | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     555000 | PA      | $594271.80     | 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        |       2060 | PA      | $2055.32       | 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        |    2036110 | PA      | $1915055.58    | 0.01%             | 2052-06-01      | 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        |          6 | PA      | $6.19          | 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        |    9537084 | PA      | $9523923.16    | 0.04%             | 2029-04-13      | Variable      | 0.07%                 | 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        |        323 | PA      | $322.62        | 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        |    4985000 | PA      | $4928196.92    | 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        |      40553 | NS      | $1553179.90    | 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        |    1060000 | PA      | $1046061.00    | 0.00%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA, N.A.                                                             | BOAM SWAP PAY 4.08 04/24/30                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   17770000 | NC      | $609125.21     | 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        |    1145000 | PA      | $1070478.59    | 0.00%             | 2030-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 05/01/2049#MA3663                                                                        | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3787068 | PA      | $3463520.61    | 0.02%             | 2049-05-01      | Fixed         | 0.04%                 | 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        |       4854 | PA      | $4927.09       | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | 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        |     534000 | PA      | $543215.40     | 0.00%             | 2058-03-15      | 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        |    4954655 | PA      | $4164129.09    | 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        |     355000 | PA      | $368667.50     | 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        |    1070000 | PA      | $1084405.41    | 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        |        568 | PA      | $604.23        | 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        |    2153758 | PA      | $1938409.77    | 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        |    9032000 | PA      | $8252990.00    | 0.04%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DISCO PARENT INC                                                                  | DUCK CREEK TERM B 1LN 7/30/2032                                                                         | CUSIP: 25461GAB9<br>LEI: 2549003DLSZ9JWHH1Q80 | Long             | LON              | CORP              | US        |     625000 | PA      | $628125.00     | 0.00%             | 2032-07-30      | Variable      | 0.07%                 | 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        |      15799 | PA      | $15817.63      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | 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        |       6547 | PA      | $6546.63       | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | 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        |        125 | PA      | $126.28        | 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        |     210706 | PA      | $210454.64     | 0.00%             | 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        |      11269 | PA      | $10546.92      | 0.00%             | 2043-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                  | NUMERICABLE / ALTICE FRANCE TERM B-13 1LN 08/14/2026                                                    | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |     239388 | PA      | $211659.47     | 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        |      12081 | PA      | $11747.87      | 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        |        240 | PA      | $244.33        | 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        |      56748 | PA      | $56684.83      | 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        |    1410000 | PA      | $1410000.00    | 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        |    1190000 | PA      | $1099327.95    | 0.01%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| UKRAINE GOVERNMENT                                                                | UKRAINE GOVERNMENT STEP 02/01/2035 144A                                                                 | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     924158 | PA      | $478251.77     | 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        |    2558720 | PA      | $2380738.36    | 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        |     800000 | PA      | $799308.96     | 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        |         10 | PA      | $10.18         | 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        |      25448 | PA      | $23187.60      | 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        |         97 | PA      | $98.72         | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                      | BX 2024-CNYN TSFR1M+194.116 04/15/2041 144A                                                             | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2654971 | PA      | $2660779.02    | 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        |    1310000 | NC      | $209480.53     | 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        |    4987000 | PA      | $5218652.03    | 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        |    4779759 | PA      | $4716283.97    | 0.02%             | 2030-09-19      | Variable      | 0.09%                 | 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        |        190 | PA      | $196.04        | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | 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        |       1509 | PA      | $1534.08       | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 3% 04/20/2052#MA7988                                                                            | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   62326844 | PA      | $55237240.60   | 0.26%             | 2052-04-20      | Fixed         | 0.03%                 | 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        |      15365 | PA      | $15387.27      | 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        |    1700000 | PA      | $1782065.65    | 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        |    3367244 | PA      | $3361519.51    | 0.02%             | 2028-04-24      | 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 3% 01/15/2033                                                            | CUSIP: 3137AXRF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     165740 | PA      | $10733.27      | 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        |      21572 | PA      | $20923.46      | 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        |      25000 | PA      | $23256.25      | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | 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        |       2381 | PA      | $2420.45       | 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        |     724000 | PA      | $729883.59     | 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        |    2435000 | PA      | $2543484.12    | 0.01%             | 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        |      38632 | PA      | $35887.22      | 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        |    2947537 | PA      | $2950835.41    | 0.01%             | 2054-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KNOWBE4 INC                                                                       | KNOWBE4 TERM 1LN 07/26/2032                                                                             | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |    1285000 | PA      | $1288212.50    | 0.01%             | 2032-07-26      | Variable      | 0.08%                 | 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        |       7691 | PA      | $8013.22       | 0.00%             | 2034-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 4.5% 09/01/2055 #TBA                                                                            | CUSIP: 21H042695<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -575000 | PA      | $-553621.21    | -0.00%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 2% 12/01/2051#RA6579                                                                          | CUSIP: 3133KNJY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     166641 | PA      | $132919.83     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | 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        |        147 | PA      | $149.60        | 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        |     795000 | PA      | $849584.70     | 0.00%             | 2031-02-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                    | WHIRLPOOL CORP 6.5% 06/15/2033                                                                          | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2165025.73    | 0.01%             | 2033-06-15      | 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        |       4555 | PA      | $4561.00       | 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        |     182102 | PA      | $163348.11     | 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        |       3305 | PA      | $3470.48       | 0.00%             | 2035-07-01      | Fixed         | 0.06%                 | 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        |     380153 | PA      | $378727.09     | 0.00%             | 2028-11-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                         | GNII II 2% 10/20/2051#MA7648                                                                            | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     857523 | PA      | $702824.86     | 0.00%             | 2051-10-20      | Fixed         | 0.02%                 | 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        |      85742 | PA      | $84077.20      | 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        |      12800 | PA      | $12818.31      | 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        |        119 | PA      | $122.94        | 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        |    1707000 | PA      | $1707969.58    | 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        |     865146 | PA      | $860831.58     | 0.00%             | 2036-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                        | FNMA 30YR 3.5% 07/01/2052#FS5486                                                                        | CUSIP: 3140XMCY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5891960 | PA      | $5386740.04    | 0.03%             | 2052-07-01      | Fixed         | 0.04%                 | 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        |     466746 | PA      | $376088.33     | 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        |     585000 | PA      | $580232.37     | 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        |     144730 | PA      | $152160.37     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 4.125% 10/31/2031                                                                             | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     825000 | PA      | $837600.59     | 0.00%             | 2031-10-31      | 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        |    1215000 | PA      | $1210159.08    | 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        |     767108 | PA      | $780153.56     | 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        |    3451000 | PA      | $3450994.13    | 0.02%             | 2039-12-15      | 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 4135 AB 1.75% 06/15/2042                                                 | CUSIP: 3137AWAE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     481430 | PA      | $452517.22     | 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        |    1980000 | PA      | $1971935.66    | 0.01%             | 2026-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPER CO LLC                                                              | GODADDY TERM B7 1LN 5/30/2031                                                                           | CUSIP: 38017BAW6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |     796641 | PA      | $796640.56     | 0.00%             | 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        |    8237681 | PA      | $8253127.04    | 0.04%             | 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        |      11623 | PA      | $11572.25      | 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        |     595000 | PA      | $626181.57     | 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        |    4975042 | PA      | $4403325.23    | 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        |    1220000 | PA      | $1202731.27    | 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        |      26309 | PA      | $24983.52      | 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        |        194 | PA      | $198.03        | 0.00%             | 2028-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                     | FHLG 30YR 3% 02/01/2052#QD6927                                                                          | CUSIP: 3133B4VU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     509569 | PA      | $446233.77     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                | FX Forward: USD/EUR settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $4738.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO INC                                                                           | XPO INC 7.125% 02/01/2032 144A                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1756833.80    | 0.01%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CREDIT FUND                                                    | BLACKSTONE PRIVATE CREDIT FUND 4.875% 04/14/2026 REGS                                                   | CUSIP: N/A<br>LEI: 549300ORP3TTCNXSYO43       | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1969317.09    | 0.01%             | 2026-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCMF TR 2025-MFS                                                                  | NCMF TR 2025-MFS F VAR 06/10/2033 144A                                                                  | CUSIP: 62887TAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1042000 | PA      | $1062819.16    | 0.00%             | 2033-06-10      | Variable      | 0.09%                 | 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        |     218375 | PA      | $204071.98     | 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        |          3 | PA      | $3.49          | 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        |      16359 | PA      | $16348.29      | 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        |    4349341 | PA      | $4113862.49    | 0.02%             | 2052-10-01      | Fixed         | 0.04%                 | 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        |       1982 | PA      | $2011.44       | 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        |    1183000 | PA      | $1113972.19    | 0.01%             | 2048-02-10      | Variable      | 0.04%                 | 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        |         23 | PA      | $23.09         | 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        |       5408 | PA      | $5267.55       | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                         | UST NOTES 3.875% 08/15/2033                                                                             | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   95345000 | PA      | $94346857.03   | 0.44%             | 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        |     650000 | PA      | $698366.72     | 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        |     189000 | PA      | $173994.27     | 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        |     613000 | PA      | $642977.66     | 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        |         12 | PA      | $11.80         | 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        |      17759 | PA      | $17780.70      | 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        |      13124 | PA      | $13061.67      | 0.00%             | 2062-12-20      | Variable      | 0.05%                 | 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        |      47720 | PA      | $49931.64      | 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        |    1805000 | PA      | $1840991.70    | 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        |        145 | PA      | $147.21        | 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        |     125000 | PA      | $124118.25     | 0.00%             | 2038-03-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                              | UMBS 30YR 3% 09/01/2055 #TBA                                                                            | CUSIP: 01F030694<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -3950000 | PA      | $-3422304.49   | -0.02%            | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                          | CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A                                                         | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    2370000 | PA      | $2403886.26    | 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        |    1256000 | PA      | $1250647.56    | 0.01%             | 2042-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                         | CONVERGINT TECH TERM B 1LN 07/12/2032                                                                   | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2501848 | PA      | $2508102.93    | 0.01%             | 2032-07-12      | Variable      | 0.08%                 | 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        |     625000 | PA      | $646921.88     | 0.00%             | 2030-04-15      | Fixed         | 0.07%                 | 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        |    6998936 | PA      | $6131211.22    | 0.03%             | 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        |    2980000 | PA      | $2884474.91    | 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        |    1400000 | PA      | $1686956.81    | 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        |    3181000 | PA      | $3154230.17    | 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        |     985000 | PA      | $947077.50     | 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        |    1687081 | PA      | $1664027.57    | 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        |    1200000 | PA      | $1468575.01    | 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        |        464 | PA      | $471.53        | 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        |      91685 | PA      | $93209.21      | 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        |    2940372 | PA      | $2872925.80    | 0.01%             | 2035-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                | FX Forward: USD/CAD settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $577.38        | 0.00%             |  |  |  | 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        |    1015000 | PA      | $890662.50     | 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        |         46 | PA      | $46.84         | 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        |     660000 | PA      | $606626.20     | 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        |     900000 | PA      | $937245.60     | 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        |         40 | PA      | $39.90         | 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        |       8810 | PA      | $9068.25       | 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        |      88517 | PA      | $83553.27      | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer